131 citations · 441 across the 19 of their papers we have counts for
21 papers
Record breaking bursts during the compressive failure of porous materials
Gergo Pal, Frank Raischel, Sabine Lennartz-Sassinek +2
An accurate understanding of the interplay between random and deterministic processes in generating extreme events is of critical importance in many fields, from forecasting extrem…
Parameter-free resolution of the superposition of stochastic signals
Teresa Scholz, Frank Raischel, Vitor V. Lopes +4
This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent sets of stochastic processes, one of which is composed by…
From empirical data to continuous Markov processes: a systematic approach
Pedro Lencastre, Frank Raischel, Tim Rogers +1
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence…
Uncovering the evolution of non-stationary stochastic variables: the example of asset volume-price fluctuations
Paulo Rocha, Frank Raischel, João P. Boto +1
We present a framework for describing the evolution of stochastic observables having a non-stationary distribution of values. The framework is applied to empirical volume-prices fr…
Daily pollution forecast using optimal meteorological data at synoptic and local scales
Ana Russo, Pedro G. Lind, Frank Raischel +2
We present a simple framework to easily pre-select the most essential data for accurately forecasting the concentration of the pollutant PM, based on pollutants observations…
Optimal models of extreme volume-prices are time-dependent
Paulo Rocha, Frank Raischel, João Pedro Boto +1
We present evidence that the best model for empirical volume-price distributions is not always the same and it strongly depends in (i) the region of the volume-price spectrum that…