A5026747204- Complex Systems and Time Series Analysis
- Theoretical and Computational Physics
- Financial Risk and Volatility Modeling
- Chaos control and synchronization
- Surface Roughness and Optical Measurements
- Complex Network Analysis Techniques
- Market Dynamics and Volatility
- Force Microscopy Techniques and Applications
- Nonlinear Dynamics and Pattern Formation
- Opinion Dynamics and Social Influence
- Time Series Analysis and Forecasting
- Fractal and DNA sequence analysis
- Adhesion, Friction, and Surface Interactions
- Geochemistry and Geologic Mapping
- NMR spectroscopy and applications
- Statistical Mechanics and Entropy
- Laser Material Processing Techniques
- Nuclear Physics and Applications
- Surface and Thin Film Phenomena
- Game Theory and Applications
- Stochastic processes and statistical mechanics
- Non-Destructive Testing Techniques
- Electromagnetic Scattering and Analysis
- Random lasers and scattering media
- Copper Interconnects and Reliability
Shahid Beheshti University
2012-2025
Irkutsk National Research Technical University
2024-2025
London Metropolitan University
2024-2025
Institute for Research in Fundamental Sciences
2006-2017
The Abdus Salam International Centre for Theoretical Physics (ICTP)
2013
Islamic Azad University, Mashhad
2011
Sharif University of Technology
2003-2009
Consejo Superior de Investigaciones Científicas
2009
University of Tehran
2006-2008
Institute for Cognitive Science Studies
2006
Memory has a great impact on the evolution of every process related to human societies. Among them, an epidemic is directly individuals' experiences. Indeed, any real clearly sustained by non-Markovian dynamics: memory effects play essential role in spreading diseases. Including susceptible-infected-recovered (SIR) model seems very appropriate for such investigation. Thus, prone SIR dynamics investigated using fractional derivatives. The decay long-range memory, taken as power-law function,...
We use multifractal detrended fluctuation analysis (MF-DFA), to study sunspot number fluctuations. The result of the MF-DFA shows that there are three crossover timescales in function. discuss how existence is related a sinusoidal trend. Using Fourier analysis, trend eliminated. Hurst exponent time series without 0.12 ± 0.01. Also we find these fluctuations have nature. Comparing results for remaining data set those shuffled and surrogate series, conclude its nature almost entirely due long...
We introduce a method by which stochastic processes are mapped onto complex networks. As examples, we construct the networks for such time series as those free-jet and low-temperature helium turbulence, German stock market index (the DAX), white noise. The further studied contrasting their geometrical properties, mean length, diameter, clustering, average number of connections per node. By comparing network properties original investigated with shuffled surrogate series, able to quantify...
We investigate Markov property of rough surfaces. Using stochastic analysis we characterize the complexity surface roughness by means a Fokker-Planck or Langevin equation. The obtained equation enables us to regenerate surfaces with similar statistical properties compared observed morphology atomic force microscopy.
When many variables are coupled to each other, a single case study could not give us thorough and precise information. these time series stationary, different methods of random matrix analysis complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two series. In this article, we have extended MF-DXA coupling detrended fluctuation (CDFA) when more than correlated other. Here, calculated...
Most studies of disease spreading consider the underlying social network as obtained without contagion, though epidemic influences people's willingness to contact others: A "friendly" may be turned "unfriendly" avoid infection. We study susceptible-infected disease-spreading model on signed networks, in which each edge is associated with a positive or negative sign representing friendly unfriendly relation between its end nodes. In network, according Heider's theory, signs evolve such that...
Real-world processes often display a prolonged memory, which extends beyond the single-step dependency characteristic of Markov processes. In addition, current state an empirical process is not only influenced by its own past but also states other dependent This study introduces generalized version Chapman-Kolmogorov equation (CKE) to estimate memory size in such scenarios. To assess applicability our approach, we generate coupled time series with predetermined lengths using autoregressive...
We show that some of Bach's pitch series can be considered as a stochastic process with scaling behaviour. Using the multifractal detrended fluctuation analysis (MF-DFA) method, frequency Bach pitches have been analysed. In this view we find same second-moment exponents (after double profiling) in ranges (1.7–1.8) his works. Comparing MF-DFA results original to those for shuffled and surrogate series, distinguish multifractality due long-range correlations broad probability density function....
We describe a general method for analyzing nonstationary stochastic process X(t) which, unlike many of the previous analysis methods, does not require to have any scaling feature. The is used study fluctuations in daily price oil. It shown that returns time series, y(t)=ln[X(t+1)X(t)] , stationary and Markov process, characterized by scale t_{M} . coefficients Kramers-Moyal expansion probability density function P(y,tmid R:y_{0},t_{0}) are computed. R:,y_{0},t_{0}) satisfies Fokker-Planck...
Balance theory proposed by Heider for the first time modeled triplet interaction in a signed network, stating that relationships between two people, friendship or enmity, is dependent on third person. The Hamiltonian of this model has an implicit assumption all triads are independent, meaning type each triad, being balanced imbalanced, determined apart from state other triads. This independence forces network to have completely final states. However, there exists evidence indicating real...
In a time-series, memory is statistical feature that lasts for period of time and distinguishes the time-series from random, or memory-less, process. present study, concept "memory length" was used to define period, scale over which rare events within physiological do not appear randomly. The method based on inverse analysis provides empiric evidence fluctuations in cardio-respiratory are 'forgotten' quickly healthy subjects while such significantly prolonged pathological conditions as...
We analyze cross-correlation between return fluctuations of stocks an emerging market by using random matrix theory (RMT). test the statistics eigenvalues (C) Tehran Price Index (TEPIX) as and compare these with a mature (US market). According to "null hypothesis," correlation constructed from mutually uncorrelated time series, deviation Gaussian orthogonal ensemble RTM is good criterion. find that majority C fall within bulk (RMT bounds λ + - ) for matrices. Further, we distribution...
The effect of bias voltages on the statistical properties rough surfaces has been studied using atomic force microscopy technique and its stochastic analysis. We have characterized complexity height fluctuation a surface by parameters such as roughness exponent, level crossing, drift diffusion coefficients function applied voltage. It is shown that these well microstructural can also explain macroscopic property surface. Furthermore, tip convolution examined.
We investigate the average frequency of positive slope να+ crossing for returns market prices. The method is based on stochastic processes in which no scaling feature explicitly required. Using this we define a new quantity to quantify stage development and activity stock exchanges. compare Tehran western markets show that some, such as (TEPIX) New Zealand (NZX) exchanges, are emerging, also TEPIX non-active financially motivated absorb capital.
We have studied the effect of annealing temperature on statistical properties WO3 surface using atomic force microscopy (AFM) techniques. applied both level crossing and structure function methods. Level analysis indicates an optimum around 400 °C at which effective area thin film is maximum, whereas composition remains stoichiometric. The complexity height fluctuation surfaces was characterized by roughness, roughness exponent lateral size features. found that there a phase transition from...
The AutoRegressive Conditional Heteroskedasticity (ARCH) and its generalized version (GARCH) family of models have grown to encompass a wide range specifications, each them is designed enhance the ability model capture characteristics stochastic data, such as financial time series. existing literature provides little guidance on how select optimal parameters, which are critical in efficiency model, among infinite available parameters. We introduce new criterion find suitable parameters GARCH...
We provide a simple interpretation of non-Gaussian nature the light scattering-intensity fluctuations from an aging colloidal suspension Laponite using multiplicative cascade model, Markovian method, and volatility correlations. The model method enable us to reproduce most recent empirical findings: long-range correlations statistics intensity fluctuations. evidence that increments Deltax(tau)=I(t+tau)-I(t), upon different delay time scales tau, can be described as process evolving in tau....