Hirokazu Fujisaka1, Tomoji Yamada
1Department of Applied Analysis and Complex Dynamical Systems, Graduate School of Informatics, Kyoto University, Kyoto 606-8501, Japan. fujisaka@i.kyoto-u.ac.jp
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We introduce a novel level dynamics method to analyze statistical characteristic functions for time series data. This approach accurately models the largest eigenvalue dynamics of generalized evolution operators.
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