Search results for " nonlinear dynamics"
showing 7 items of 17 documents
Field- and irradiation-induced phenomena in memristive nanomaterials
2016
The breakthrough in electronics and information technology is anticipated by the development of emerging memory and logic devices, artificial neural networks and brain-inspired systems on the basis of memristive nano-materials represented, in a particular case, by a simple 'metal-insulator-metal' (MIM) thin-film structure. The present article is focused on the comparative analysis of MIM devices based on oxides with dominating ionic (ZrOx, HfOx) and covalent (SiOx, GeOx) bonding of various composition and geometry deposited by magnetron sputtering. The studied memristive devices demonstrate reproducible change in their resistance (resistive switching - RS) originated from the formation and …
Adaptive type-2 fuzzy logic control of a bioreactor
2010
Two adaptive type-2 fuzzy logic controllers with minimum number of rules are developed and compared by simulation for control of a bioreactor in which aerobic alcoholic fermentation for the growth of Saccharomyces cerevisiae takes place. The bioreactor model is characterized by nonlinearity and parameter uncertainty. The first adaptive fuzzy controller is a type-2 fuzzy-neuro-predictive controller (T2FNPC) that combines the capability of type-2 fuzzy logic to handle uncertainties, with the ability of predictive control to predict future plant performance making use of a neural network model of the nonlinear system. The second adaptive fuzzy controller is instead a self-tuning type-2 PI cont…
Modeling the coupled return-spread high frequency dynamics of large tick assets
2015
Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We introduce a Markov-switching modeling approach for price change, where the latent Markov process is the transition between spreads. We then use a finite Markov mixture of logit regressions on past squared returns to describe the dependence of the probability of price changes. The model can thus be seen as a Double Chain Markov Model. We show that the model describes the shape of return distribution at different time aggregations, volatility clustering, and the anomalo…
Estimating the decomposition of predictive information in multivariate systems
2015
In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of co…
Nonlinear parametric quantile models
2020
Quantile regression is widely used to estimate conditional quantiles of an outcome variable of interest given covariates. This method can estimate one quantile at a time without imposing any constraints on the quantile process other than the linear combination of covariates and parameters specified by the regression model. While this is a flexible modeling tool, it generally yields erratic estimates of conditional quantiles and regression coefficients. Recently, parametric models for the regression coefficients have been proposed that can help balance bias and sampling variability. So far, however, only models that are linear in the parameters and covariates have been explored. This paper …
Lifetime of the superconductive state in short and long Josephson junctions
2008
We study the transient statistical properties of short and long Josephson junctions under the influence of thermal and correlated fluctuations. In particular, we investigate the lifetime of the superconductive metastable state finding the presence of noise induced phenomena. For short Josephson junctions we investigate the lifetime as a function both of the frequency of the current driving signal and the noise intensity and we find how these noise-induced effects are modified by the presence of a correlated noise source. For long Josephson junctions we integrate numerically the sine-Gordon equation calculating the lifetime as a function of the length of the junction both for inhomogeneous a…
Information Dynamics of Electric Field Intensity before and during the COVID-19 Pandemic.
2022
This work investigates the temporal statistical structure of time series of electric field (EF) intensity recorded with the aim of exploring the dynamical patterns associated with periods with different human activity in urban areas. The analyzed time series were obtained from a sensor of the EMF RATEL monitoring system installed in the campus area of the University of Novi Sad, Serbia. The sensor performs wideband cumulative EF intensity monitoring of all active commercial EF sources, thus including those linked to human utilization of wireless communication systems. Monitoring was performed continuously during the years 2019 and 2020, allowing us to investigate the effects on the patterns…