A Fluctuation-Dissipation Model for Electrical Noise

This paper shows that today’s modelling of electrical noise as coming from noisy resistances is a non sense one contradicting their nature as systems bearing an electrical noise. We present a new model for electrical noise that including Johnson and Nyquist work also agrees with the Quantum Mechanical description of noisy systems done by Callen and Welton, where electrical energy fluctuates and is dissipated with time. By the two currents the Admittance function links in frequency domain with their common voltage, this new model shows the connection Cause-Effect that exists between Fluctuation and Dissipation of energy in time domain. In spite of its radical departure from today’s belief on electrical noise in resistors, this Complex model for electrical noise is obtained from Nyquist result by basic concepts of Circuit Theory and Thermo- dynamics that also apply to capacitors and inductors.

Detecting periodicity with horizontal visibility graphs

The horizontal visibility algorithm was recently introduced as a mapping between time series and networks. The challenge lies in characterizing the structure of time series (and the processes that generated those series) using the powerful tools of graph theory. Recent works have shown that the visibility graphs inherit several degrees of correlations from their associated series, and therefore such graph theoretical characterization is in principle possible. However, both the mathematical grounding of this promising theory and its applications are in its infancy. Following this line, here we address the question of detecting hidden periodicity in series polluted with a certain amount of noise. We first put forward some generic properties of horizontal visibility graphs which allow us to define a (graph theoretical) noise reduction filter. Accordingly, we evaluate its performance for the task of calculating the period of noisy periodic signals, and compare our results with standard time domain (autocorrelation) methods. Finally, potentials, limitations and applications are discussed.