32 citations · 39 across the 5 of their papers we have counts for
5 papers
A KdV-like advection-dispersion equation with some remarkable properties
Abhijit Sen, Dilip P. Ahalpara, Anantanarayanan Thyagaraja +1
We discuss a new non-linear PDE, u_t + (2 u_xx/u) u_x = epsilon u_xxx, invariant under scaling of dependent variable and referred to here as SIdV. It is one of the simplest such tr…
Statistical Properties of Fluctuations: A Method to Check Market Behavior
Prasanta K. Panigrahi, Sayantan Ghosh, P. Manimaran +1
We analyze the Bombay stock exchange (BSE) price index over the period of last 12 years. Keeping in mind the large fluctuations in last few years, we carefully find out the transie…
Characterizing and modeling cyclic behavior in non-stationary time series through multi-resolution analysis
Dilip P. Ahalpara, Amit Verma, Prasanta K. Panigrahi +1
A method based on wavelet transform and genetic programming is proposed for characterizing and modeling variations at multiple scales in non-stationary time series. The cyclic vari…
Modeling Time Series of Real Systems using Genetic Programming
Dilip P. Ahalpara, Jitendra C. Parikh
Analytic models of two computer generated time series (Logistic map and Rossler system) and two real time series (ion saturation current in Aditya Tokamak plasma and NASDAQ composi…
Modeling Time Series Data of Real Systems
Dilip P. Ahalpara, Jitendra C. Parikh
Dynamics of complex systems is studied by first considering a chaotic time series generated by Lorenz equations and adding noise to it. The trend (smooth behavior) is separated fro…