38 citations · 64 across the 5 of their papers we have counts for
5 papers
Forecasting high-dimensional dynamics exploiting suboptimal embeddings
Shunya Okuno, Kazuyuki Aihara, Yoshito Hirata
Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate…
Prediction of flow dynamics using point processes
Yoshito Hirata, Thomas Stemler, Deniz Eroglu +1
Describing a time series parsimoniously is the first step to study the underlying dynamics. For a time-discrete system, a generating partition provides a compact description such t…
Hawkes process model with a time-dependent background rate and its application to high-frequency financial data
Takahiro Omi, Yoshito Hirata, Kazuyuki Aihara
A Hawkes process model with a time-varying background rate is developed for analyzing the high-frequency financial data. In our model, the logarithm of the background rate is model…
Smoothing effect for spatially distributed renewable resources and its impact on power grid robustness
Motoki Nagata, Yoshito Hirata, Naoya Fujiwara +3
In this paper, we show that spatial correlation of renewable energy outputs greatly influences the robustness of power grids. First, we propose a new index for the spatial correlat…
Towards dynamical network biomarkers in neuromodulation of episodic migraine
Markus A. Dahlem, Sebastian Rode, Arne May +4
Computational methods have complemented experimental and clinical neursciences and led to improvements in our understanding of the nervous systems in health and disease. In paralle…