3 papers
stat.ME2025
Adaptive stable distribution and Hurst exponent by method of moments moving estimator for nonstationary time series
Jarek Duda
Nonstationarity of real-life time series requires model adaptation. In classical approaches like ARMA-ARCH there is assumed some arbitrarily chosen dependence type. To avoid their…
physics.gen-ph2025
Time crystal kinks by curvature coupling as toy model for mechanism of oscillations propelled by mass, like observed for electron and neutrinos
Jarek Duda
Dirac equation requires energy of resting particle, leading to some its evolution - periodic process of frequency, literally propelled by…
stat.ML2023
Extracting individual variable information for their decoupling, direct mutual information and multi-feature Granger causality
Jarek Duda
Working with multiple variables they usually contain difficult to control complex dependencies. This article proposes extraction of their individual information, e.g. $\overline{X|…