Fisher–Shannon Investigation of the Effect of Nonlinearity of Discrete Langevin Model on Behavior of Extremes in Generated Time Series
Luciano Telesca, Zbigniew Czechowski · 2023
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Description
Telesca and Czechowski probe in twenty twenty-three how nonlinearity in a random-walk style model shapes the gaps between extreme events. Two versions of a standard noise model differ in what stays fixed as a bend parameter grows. Extremes were marked by percentile thresholds, and the team measured the order and surprise in the timing and length of extreme runs using two classic information tools.
In the first model, both measures fell steadily as the bend grew, tying order to the model's shape. The second model showed the same trend more weakly, even though its overall distribution never changed. Higher thresholds raised both measures in either model. The authors say such tools can fingerprint how extremes behave in generated series.
Catalog record
| CREATOR | Luciano Telesca, Zbigniew Czechowski |
|---|---|
| YEAR | 2023 |
| COLLECTION | PAPERS |
| FORMAT | TXT |
| FILE SIZE | 21 KB |
| VERSION | 1.0 |
| LICENSE | CC BY 4.0 |
| RIGHTS | CC BY |
| SOURCE | Europe PMC |