Search results for "INTERMITTENCY"
showing 10 items of 18 documents
About time of occurrence of rainy days for Mediterranean and (sub)-Alpine areas
2012
Type-II intermittency in a cascade laser model
2005
Impact of Renewables in Spanish Electricity Markets
2021
El objetivo de la presente tesis es analizar el impacto de la introducción de las energías renovables en el sistema eléctrico español. El sistema eléctrico español es elegido como ejemplo paradigmático debido al intenso crecimiento observado en las renovables en los últimos años, en especial de energía eólica. Su contenido se estructura en 3 capítulos: En el primer Capitulo, ”Effects of renewable on the stylized facts of electricity prices”, se analiza el impacto de las renovables en el precio resultante de la subasta del mercado diario (también llamado precio spot) siendo objeto de estudio no solo el comportamiento del precio en niveles, sino también sus características principales, como …
PageRank model of opinion formation on Ulam networks
2013
We consider a PageRank model of opinion formation on Ulam networks, generated by the intermittency map and the typical Chirikov map. The Ulam networks generated by these maps have certain similarities with such scale-free networks as the World Wide Web (WWW), showing an algebraic decay of the PageRank probability. We find that the opinion formation process on Ulam networks have certain similarities but also distinct features comparing to the WWW. We attribute these distinctions to internal differences in network structure of the Ulam and WWW networks. We also analyze the process of opinion formation in the frame of generalized Sznajd model which protects opinion of small communities.
Types I and II intermittencies in a cascade laser model
1995
Abstract We report on types I and II intermittencies found in a cascade laser model. A continuous transition from one to another type of intermittency, which involves the coexistence of both types of laminar phases within the same time series, is found. Type II intermittency has special characteristics such as its origin at a frequency locked two-torus. When frequency unlocked this torus bifurcates to a three-torus, further giving rise to a type II intermittent like behaviour with new features during the laminar phases.
Scaled factorial moments and split-bin correlation functions. A thermodynamic model comparison
1991
Abstract We compare the scaled factorial moments to the recently proposed split-bin correlation functions, using the thermodynamic model for heavy ion collisions that was recently demonstrated to exhibit power-law growth of the scaled factorial moments as a function of bin size. We find that the split-bin correlation functions are superior for experimental use, as they are intensitive to fictitious correlations due to limited resolving power. In addition, after correction for non-flat single-particle distributions, the split-bin correlation functions provide an unambiguous signal for correlations. As a result, they may provide more powerful evidence for new phenomena like fractal structure …
Stock market dynamics and turbulence: parallel analysis of fluctuation phenomena
1997
Abstract We report analogies and differences between the fluctuations in an economic index and the fluctuations in velocity of a fluid in a fully turbulent state. Specifically, we systematically compare (i) the statistical properties of the S&P 500 cash index recorded during the period January 84–December 89 with (ii) the statistical properties of the velocity of turbulent air measured in the atmospheric surface layer about 6 m above a wheat canopy in the Connecticut Agricultural Research Station. We find non-Gaussian statistics, and intermittency, for both processes (i) and (ii) but the deviation from a Gaussian probability density function are different for stock market dynamics and turbu…
Long-term persistence, invariant time scales and on-off intermittency of fog events
2021
Abstract In this work we study different characteristics of fog long-term persistence, in events with different physical formation mechanisms. Specifically, we focus on the characterization of fog long-term persistence from observational data, by means of a Detrended Fluctuation Analysis (DFA) of its associated low-visibility time series. We analyze fog events with radiation and orographic underlying physical formation mechanisms, and identify a two-range pattern of long-term persistence. Our analysis leads to the emergence of a characteristic time, τ∗, at the crossover point between different scaling exponents in the DFA, independent of the time scale at which the fog event is studied. We …
Grid synchronization of DC energy storage using Voltage Source Inverter with ZCD and PLL techniques
2015
To increase the penetration of renewable energy sources, a proper energy storage is required. In this context, there is a growing concern about the use of energy storage for overcoming the intermittency of renewable energy sources as well as in demand side management. In order to accomplish grid synchronization of energy storage, proper power conditioning devices are required. This paper analyses single phase grid synchronization of DC energy storage using MATLAB Simulink ® environment. The considered power conditioning device is a Voltage Source Inverter (VSI), which is controlled using two methods called (i) traditional Zero Crossing Detection (ZCD) technique and (ii) the phase detector b…
The predictive power of power-laws: An empirical time-arrow based investigation
2022
The efficient market hypothesis forbids any predictability towards future, but there is no such restriction in the case of reversed-looking approaches. We analyze if this asymmetry in non-predictability is reflected in the statistical features of financial time series. Our study is based on the analysis of the length-distribution of periods with high variability, and introduces time-asymmetric modifications of the method which are capable of revealing differences of the time series in forward and reversed time. We show that the future and reversed-looking time-series possess very similar properties, with some features being distinguishable with our method. Our findings give also evidence of…