We present a heart transplant patient at his 17th year of uncomplicated follow-up. Within a frame of routine check out several tests were performed. With such a long and uneventful follow-up some degree of graft reinnervation could be anticipated. However, the patient's electrocardiogram and exercise parameters seemed largely inconclusive in this regard. The exercise heart rate dynamics were su...

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusion...

Santa Ana Winds (SAWs) are an integral feature of the regional climate of Southern California/ Northern Baja California region, but their climate-scale behavior is poorly understood. In the present work, we identify SAWs in mesoscale dynamical downscaling of a global reanalysis from 1948 to 2012. Model winds are validated with anemometer observations. SAWs exhibit an organized pattern with stro...

By the example of a mathematical model of a biochemical process, the structural instability of dynamical systems is studied by calculating the full spectrum of Lyapunov indices with the use of the generalized Benettin algorithm. For the reliability of the results obtained, the higher Lyapunov index determined with the orthogonalization of perturbation vectors by the Gram– Schmidt method is comp...

In the present work we investigate the multiscale nature of the correlations for high frequency data (1 minute) in different futures markets over a period of two years, starting on the 1 of January 2003 and ending on the 31 of December 2004. In particular, by using the concept of local Hurst exponent, we point out how the behaviour of this parameter, usually considered as a benchmark for persis...

The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50 indices reveal that the dynamics of the small eigenvalues of the cross-correlation matrix, over these time windows, oppose those of the largest eigenvalue. ...

This paper aims to study the existence of a change of coordinates which permits to transform a class of nonlinear dynamical systems into the so-called nonlinear observer canonical form. Moreover, an algorithm used to construct such a change of coordinates is given. Based on this form, we can design an observer with a linear error dynamic. This paper is motivated by the results obtained by Krene...

New approaches are needed that can help decrease the unsustainable failure in small-molecule drug discovery. Ligand Efficiency Indices (LEI) are making a great impact on early-stage compound selection and prioritization. Given a target-ligand database with chemical structures and associated biological affinities/activities for a target, the AtlasCBS server generates two-dimensional, dynamical r...