Gast ::
| Hauptseite > Publikationsdatenbank > Analysis and data-driven reconstruction of bivariate jump-diffusion processes > print |
| Hauptseite > Publikationsdatenbank > Analysis and data-driven reconstruction of bivariate jump-diffusion processes > print |
| 001 | 873131 | ||
| 005 | 20230217124405.0 | ||
| 024 | 7 | _ | |a 10.1103/PhysRevE.100.062127 |2 doi |
| 024 | 7 | _ | |a 1063-651X |2 ISSN |
| 024 | 7 | _ | |a 1095-3787 |2 ISSN |
| 024 | 7 | _ | |a 1538-4519 |2 ISSN |
| 024 | 7 | _ | |a 1539-3755 |2 ISSN |
| 024 | 7 | _ | |a 1550-2376 |2 ISSN |
| 024 | 7 | _ | |a 2470-0045 |2 ISSN |
| 024 | 7 | _ | |a 2470-0053 |2 ISSN |
| 024 | 7 | _ | |a 2128/24314 |2 Handle |
| 024 | 7 | _ | |a altmetric:73058145 |2 altmetric |
| 024 | 7 | _ | |a pmid:31962437 |2 pmid |
| 024 | 7 | _ | |a WOS:000503814600003 |2 WOS |
| 037 | _ | _ | |a FZJ-2020-00576 |
| 082 | _ | _ | |a 530 |
| 100 | 1 | _ | |a Rydin Gorjão, Leonardo |0 P:(DE-Juel1)173608 |b 0 |e Corresponding author |
| 245 | _ | _ | |a Analysis and data-driven reconstruction of bivariate jump-diffusion processes |
| 260 | _ | _ | |a Woodbury, NY |c 2019 |b APS |
| 264 | _ | 1 | |3 online |2 Crossref |b American Physical Society (APS) |c 2019-12-20 |
| 264 | _ | 1 | |3 print |2 Crossref |b American Physical Society (APS) |c 2019-12-01 |
| 336 | 7 | _ | |a article |2 DRIVER |
| 336 | 7 | _ | |a Output Types/Journal article |2 DataCite |
| 336 | 7 | _ | |a Journal Article |b journal |m journal |0 PUB:(DE-HGF)16 |s 1581409138_29860 |2 PUB:(DE-HGF) |
| 336 | 7 | _ | |a ARTICLE |2 BibTeX |
| 336 | 7 | _ | |a JOURNAL_ARTICLE |2 ORCID |
| 336 | 7 | _ | |a Journal Article |0 0 |2 EndNote |
| 520 | _ | _ | |a We introduce the bivariate jump-diffusion process, consisting of two-dimensional diffusion and two-dimensional jumps, that can be coupled to one another. We present a data-driven, nonparametric estimation procedure of higher-order (up to 8) Kramers-Moyal coefficients that allows one to reconstruct relevant aspects of the underlying jump-diffusion processes and to recover the underlying parameters. The procedure is validated with numerically integrated data using synthetic bivariate time series from continuous and discontinuous processes. We further evaluate the possibility of estimating the parameters of the jump-diffusion model via data-driven analyses of the higher-order Kramers-Moyal coefficients, and the limitations arising from the scarcity of points in the data or disproportionate parameters in the system. |
| 536 | _ | _ | |a 153 - Assessment of Energy Systems – Addressing Issues of Energy Efficiency and Energy Security (POF3-153) |0 G:(DE-HGF)POF3-153 |c POF3-153 |f POF III |x 0 |
| 536 | _ | _ | |a ES2050 - Energie Sytem 2050 (ES2050) |0 G:(DE-HGF)ES2050 |c ES2050 |x 1 |
| 536 | _ | _ | |a VH-NG-1025 - Helmholtz Young Investigators Group "Efficiency, Emergence and Economics of future supply networks" (VH-NG-1025_20112014) |0 G:(HGF)VH-NG-1025_20112014 |c VH-NG-1025_20112014 |x 2 |
| 542 | _ | _ | |i 2019-12-20 |2 Crossref |u https://link.aps.org/licenses/aps-default-license |
| 588 | _ | _ | |a Dataset connected to CrossRef |
| 700 | 1 | _ | |a Heysel, Jan |0 0000-0003-3395-1008 |b 1 |
| 700 | 1 | _ | |a Lehnertz, Klaus |0 0000-0002-5529-8559 |b 2 |
| 700 | 1 | _ | |a Tabar, M. Reza Rahimi |0 P:(DE-HGF)0 |b 3 |
| 773 | 1 | 8 | |a 10.1103/physreve.100.062127 |b American Physical Society (APS) |d 2019-12-20 |n 6 |p 062127 |3 journal-article |2 Crossref |t Physical Review E |v 100 |y 2019 |x 2470-0045 |
| 773 | _ | _ | |a 10.1103/PhysRevE.100.062127 |g Vol. 100, no. 6, p. 062127 |0 PERI:(DE-600)2844562-4 |n 6 |p 062127 |t Physical review / E |v 100 |y 2019 |x 2470-0045 |
| 856 | 4 | _ | |y OpenAccess |u https://juser.fz-juelich.de/record/873131/files/Manuscript.pdf |
| 856 | 4 | _ | |y OpenAccess |x pdfa |u https://juser.fz-juelich.de/record/873131/files/Manuscript.pdf?subformat=pdfa |
| 909 | C | O | |o oai:juser.fz-juelich.de:873131 |p openaire |p open_access |p VDB |p driver |p dnbdelivery |
| 910 | 1 | _ | |a Forschungszentrum Jülich |0 I:(DE-588b)5008462-8 |k FZJ |b 0 |6 P:(DE-Juel1)173608 |
| 913 | 1 | _ | |a DE-HGF |l Technologie, Innovation und Gesellschaft |1 G:(DE-HGF)POF3-150 |0 G:(DE-HGF)POF3-153 |2 G:(DE-HGF)POF3-100 |v Assessment of Energy Systems – Addressing Issues of Energy Efficiency and Energy Security |x 0 |4 G:(DE-HGF)POF |3 G:(DE-HGF)POF3 |b Energie |
| 914 | 1 | _ | |y 2019 |
| 915 | _ | _ | |a DBCoverage |0 StatID:(DE-HGF)0200 |2 StatID |b SCOPUS |
| 915 | _ | _ | |a DBCoverage |0 StatID:(DE-HGF)0600 |2 StatID |b Ebsco Academic Search |
| 915 | _ | _ | |a American Physical Society Transfer of Copyright Agreement |0 LIC:(DE-HGF)APS-112012 |2 HGFVOC |
| 915 | _ | _ | |a DBCoverage |0 StatID:(DE-HGF)1150 |2 StatID |b Current Contents - Physical, Chemical and Earth Sciences |
| 915 | _ | _ | |a DBCoverage |0 StatID:(DE-HGF)0150 |2 StatID |b Web of Science Core Collection |
| 915 | _ | _ | |a WoS |0 StatID:(DE-HGF)0110 |2 StatID |b Science Citation Index |
| 915 | _ | _ | |a WoS |0 StatID:(DE-HGF)0111 |2 StatID |b Science Citation Index Expanded |
| 915 | _ | _ | |a IF < 5 |0 StatID:(DE-HGF)9900 |2 StatID |
| 915 | _ | _ | |a OpenAccess |0 StatID:(DE-HGF)0510 |2 StatID |
| 915 | _ | _ | |a Peer Review |0 StatID:(DE-HGF)0030 |2 StatID |b ASC |
| 915 | _ | _ | |a JCR |0 StatID:(DE-HGF)0100 |2 StatID |b PHYS REV E : 2017 |
| 915 | _ | _ | |a DBCoverage |0 StatID:(DE-HGF)0300 |2 StatID |b Medline |
| 915 | _ | _ | |a DBCoverage |0 StatID:(DE-HGF)0199 |2 StatID |b Clarivate Analytics Master Journal List |
| 920 | _ | _ | |l yes |
| 920 | 1 | _ | |0 I:(DE-Juel1)IEK-STE-20101013 |k IEK-STE |l Systemforschung und Technologische Entwicklung |x 0 |
| 980 | _ | _ | |a journal |
| 980 | _ | _ | |a VDB |
| 980 | _ | _ | |a UNRESTRICTED |
| 980 | _ | _ | |a I:(DE-Juel1)IEK-STE-20101013 |
| 980 | 1 | _ | |a FullTexts |
| 999 | C | 5 | |a 10.1016/j.physrep.2005.10.009 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/j.physrep.2008.09.002 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1146/annurev-clinpsy-040510-143934 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/j.physrep.2010.11.002 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1038/nphys2162 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/j.physrep.2012.03.001 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1093/comnet/cnu016 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1017/CBO9780511755743 |1 A. S. Pikovsky |2 Crossref |9 -- missing cx lookup -- |y 2001 |
| 999 | C | 5 | |a 10.1017/CBO9780511755798 |1 H. Kantz |2 Crossref |9 -- missing cx lookup -- |y 2003 |
| 999 | C | 5 | |a 10.1016/j.pneurobio.2005.10.003 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/j.physrep.2006.12.004 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/j.physrep.2006.11.001 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/j.jneumeth.2009.05.015 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1088/0967-3334/32/11/R01 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1103/RevModPhys.89.045001 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1007/978-3-642-61544-3_4 |1 H. Risken |2 Crossref |9 -- missing cx lookup -- |y 1996 |
| 999 | C | 5 | |1 N. G. Van Kampen |y 1981 |2 Crossref |t Stochastic Processes in Physics and Chemistry |o N. G. Van Kampen Stochastic Processes in Physics and Chemistry 1981 |
| 999 | C | 5 | |a 10.1016/j.physrep.2011.05.003 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1007/978-3-030-18472-8 |1 M. R. R. Tabar |2 Crossref |9 -- missing cx lookup -- |y 2019 |
| 999 | C | 5 | |a 10.1103/PhysRevE.77.041914 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1007/s10955-013-0803-z |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/j.physleta.2016.09.057 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1103/PhysRevE.93.022213 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1103/PhysRevE.81.041125 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1103/RevModPhys.60.537 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1111/j.1540-6261.1997.tb02749.x |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1111/1468-0262.00164 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1111/1540-6261.00460 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/S0304-4076(01)00085-9 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1111/j.1540-6321.2004.00632.x |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |1 Z. Cai |y 2009 |2 Crossref |t Nonparametric Econometric Methods |o Z. Cai Nonparametric Econometric Methods 2009 |
| 999 | C | 5 | |a 10.1038/srep35435 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1088/1367-2630/aaf0d7 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1088/0370-1328/77/2/319 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/0304-405X(76)90022-2 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1080/00268978100100521 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/0303-2647(96)01632-2 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1103/PhysRev.162.186 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1103/PhysRevLett.98.138103 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1016/j.physleta.2009.07.073 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.21105/joss.01693 |9 -- missing cx lookup -- |2 Crossref |
| 999 | C | 5 | |a 10.1038/s41560-017-0058-z |9 -- missing cx lookup -- |2 Crossref |
| Library | Collection | CLSMajor | CLSMinor | Language | Author |
|---|