scholarly journals Statistical Characterization of a Confined Submarine Fan System: the Pennsylvanian Lower Atoka Formation, Ouachita Mountains, USA

2020 ◽  
Author(s):  
Pengfei Hou ◽  
Zane Richards Jobe ◽  
Leslie Wood
Keyword(s):  
Time Series ◽  
Markov Chains ◽  
Statistical Methods ◽  
Distribution Analysis ◽  
Ouachita Mountains ◽  
Submarine Fan ◽  
Statistical Characterization ◽  
Rescaled Range Analysis ◽  
Bed Thickness ◽  
Hurst Statistics

Our knowledge of submarine fan deposits has historically relied heavily on qualitative field and subsurface observations and interpretations, but recent studies using statistical analyses have enhanced the understanding of submarine fan sub-environments, including the degree of confinement, stratigraphic patterns, and potential control factors. The purpose of this study is to improve the quantitative understanding of synorogenic submarine fan deposition at foreland basin settings with a statistical approach. A suite of statistical methods is integrated and developed (Hurst Statistics/ rescaled range analysis, bed thickness frequency distribution analysis, Markov Chains, and time-series analysis), and applied to the well understood Pennsylvanian lower Atoka submarine fan system in the Ouachita Mountains, United States for this purpose. The results of the Hurst Statistics and bed thickness analyses corroborate qualitative interpretations that (1) the lower Atoka is lobe-dominated, and (2) the southeastern (wedge-top) portion of the system is more strongly confined than the northern (foredeep) portion. The Markov Chains and time-series analyses reveal the prevalence (56%) of stratigraphic orderliness and cyclicity; these results are used to discuss potential intrinsic and extrinsic controls on the turbidite sandstone recurrence cycles, which are otherwise difficult to distinguish qualitatively. The results of this study demonstrate that these integrated statistical methods can be utilized to quantify uncertainty in depositional interpretations of outcrops with limited exposures or 1D subsurface (e.g., well-log, core) datasets.

scholarly journals Estimating feedforward and feedback effective connections from fMRI time series: Assessments of statistical methods

2019 ◽  
Vol 3 (2) ◽  
pp. 274-306 ◽  
Author(s):  
Ruben Sanchez-Romero ◽  
Joseph D. Ramsey ◽  
Kun Zhang ◽  
Madelyn R. K. Glymour ◽  
Biwei Huang ◽  
...  
Keyword(s):  
Time Series ◽  
Statistical Methods ◽  
Permutation Test ◽  
Causal Structure ◽  
Multiple Model ◽  
New Methods ◽  
Test Models ◽  
Non Gaussian ◽  
True Structure ◽  
Better Than

We test the adequacies of several proposed and two new statistical methods for recovering the causal structure of systems with feedback from synthetic BOLD time series. We compare an adaptation of the first correct method for recovering cyclic linear systems; Granger causal regression; a multivariate autoregressive model with a permutation test; the Group Iterative Multiple Model Estimation (GIMME) algorithm; the Ramsey et al. non-Gaussian methods; two non-Gaussian methods by Hyvärinen and Smith; a method due to Patel et al.; and the GlobalMIT algorithm. We introduce and also compare two new methods, Fast Adjacency Skewness (FASK) and Two-Step, both of which exploit non-Gaussian features of the BOLD signal. We give theoretical justifications for the latter two algorithms. Our test models include feedback structures with and without direct feedback (2-cycles), excitatory and inhibitory feedback, models using experimentally determined structural connectivities of macaques, and empirical human resting-state and task data. We find that averaged over all of our simulations, including those with 2-cycles, several of these methods have a better than 80% orientation precision (i.e., the probability of a directed edge is in the true structure given that a procedure estimates it to be so) and the two new methods also have better than 80% recall (probability of recovering an orientation in the true structure).

scholarly journals Comparative analysis of the stock quotes dynamics for IT-sector and the entertainment industry companies based on the characteristics of memory depth

2021 ◽  
Vol 107 ◽  
pp. 01003
Author(s):  
Nataliia Maksyshko ◽  
Oksana Vasylieva
Keyword(s):  
Time Series ◽  
Comparative Analysis ◽  
Rapid Development ◽  
Entertainment Industry ◽  
Long Term Memory ◽  
Range Analysis ◽  
Goods And Services ◽  
Rescaled Range Analysis ◽  
Persistence Property ◽  
The Impact

The article is devoted to the study and comparative analysis of the stock quotes dynamics for the world’s leading companies in the IT sector and the entertainment industry. Today, these areas are developing the fastest and most powerful, which attracts the attention of investors around the world. This is due to the rapid development of digital communication technologies, the growth of intellectualization and individualization of goods and services, and so on. These spheres have strong development potential, but the question to how their companies’ stock quotes respond to the impact of such a natural but crisis phenomenon as the COVID-19 pandemic remains open. Based on the nonlinear paradigm of the financial markets dynamics, the paper considers and conducts a comprehensive fractal analysis of the quotations dynamics for six leading companies (Apple Inc., Tesla Inc., Alphabet Inc., The Walt Disney Company, Sony Corporation, Netflix) in this area before and during the COVID-19 pandemic. As a result of the application of the rescaled range analysis (R/S analysis), the presence of the persistence property and long-term memory in the stock quotes dynamics for all companies and its absence in their time series of profitability was confirmed. The application of the method of sequential R/S analysis made it possible to construct fuzzy sets of memory depths for the considered time series and to deepen the analysis of the dynamics due to the quantitative characteristics calculated on their basis. Taking into account the characteristics of memory depth in the dynamics of quotations made it possible to conduct a comparative analysis of the dynamics, both under the influence of the natural crisis situation and in terms of investing in different terms. The peculiarities of the delayed profitability dynamics of quotations for each of the companies are also taken into consideration and compared. The developed recommendations can be used in investment activities in the stock market.

Detecting Determinism in Human Posture Control Data

1998 ◽  
Vol 08 (01) ◽  
pp. 179-188 ◽  
Author(s):  
L. Y. Cao ◽  
B. G. Kim ◽  
J. Kurths ◽  
S. Kim
Keyword(s):  
Time Series ◽  
Statistical Methods ◽  
Nonstationary Time Series ◽  
Posture Control ◽  
Nonlinear Prediction ◽  
Control Data ◽  
Human Posture ◽  
Prediction Techniques

In this paper, determinism in human posture control data is investigated using the approach of nonlinear prediction. We first comment that one should be cautious of using some statistical methods to analyze nonstationary time series. Then we test the predictability of the human posture control data with different prediction techniques, and investigate how nonstationarity and noise affect the prediction results. Different time series are tested, including data from healthy and ill persons, and different predictabilities are found in different time series.

scholarly journals The gravity flow dynamics of submarine fan sedimentation in the Magura Basin of the Western Carpathians (Magura Nappe, Slovakia)

2010 ◽  
Vol 61 (3) ◽  
pp. 201-209 ◽  
Author(s):  
František Teťák
Keyword(s):  
Deep Water ◽  
Flow Dynamics ◽  
Western Carpathians ◽  
Gravity Flow ◽  
Submarine Fan ◽  
Sedimentary Structures ◽  
Gravity Flows ◽  
Bed Thickness ◽  
Change Position ◽  
Current Arrangement

The gravity flow dynamics of submarine fan sedimentation in the Magura Basin of the Western Carpathians (Magura Nappe, Slovakia)This article deals with the dynamics of the deep-water gravity flows sedimentation within the Magura Formation. This investigation is based on analysis of the Magura sandstone sedimentary structures studied on the outcrops. The final comparison of the sedimentary structures and cycles with the paleocurrent directions provided an interpretation of the gravity flows dynamics and helped to restore the migration of the sandy lobes in space and time. Three modes of sedimentation are recorded: regular cyclic sedimentation from the lobe, irregular sedimentation from the immature lobe and pelitic sedimentation on the basin plane without the lobe influence. We compared the occurrence of some sedimentary structures with the changes of the current directions and bed thickness. The following interpretations of gravity flow fan dynamics are results of this comparision: the fan consists of one or several lobes, the lobe branches out into branches with the radial current arrangement, the lobes laterally change position and the lobes suddenly die out.

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