We examine correlations in a time series of electric power system blackout sizes using scaled window variance analysis and R/S statistics. The data shows some evidence of long tim...
Benjamin A. Carreras, David E. Newman, Ian Dobson,...
The use of simulation as a modeling and analysis tool is wide spread. Simulation is an enabling tool for experimenting virtually on a validated computer environment. Often the und...
Rachel T. Johnson, Bradley Jones, John W. Fowler, ...
Historical data suggest that returns of stocks and indices are not distributed independent and identically Normal, as is commonly assumed. Instead, returns of financial assets are...
We analyse matching pursuit for kernel principal components analysis (KPCA) by proving that the sparse subspace it produces is a sample compression scheme. We show that this bound...
Networks are becoming a unifying framework for modeling complex systems and network inference problems are frequently encountered in many fields. Here, I develop and apply a gener...