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Many of today's data is time-series data originating from various sources, such as sensors, transaction systems, or production systems. Major challenges with such data include privacy and business sensitivity. Generative time-series models…

Machine Learning · Computer Science 2024-06-19 David Bergström , Mattias Tiger , Fredrik Heintz

In this pedagogical study, carried out by adopting standard mathematical methods of nonlinear dynamics, we have presented some simple analytical models to understand terminal behaviour in industrial growth. This issue has also been…

General Finance · Quantitative Finance 2008-12-02 Arnabi Marjit , Sudipto Marjit , Arnab K. Ray

This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we…

General Finance · Quantitative Finance 2016-09-20 Shilei Wang

We introduce a logical foundation to reason on tree structures with constraints on the number of node occurrences. Related formalisms are limited to express occurrence constraints on particular tree regions, as for instance the children of…

Logic in Computer Science · Computer Science 2015-07-01 Everardo Bárcenas , Jesús Lavalle

This paper studies the scheduling of jobs of different families on parallel machines with qualification constraints. Originating from semiconductor manufacturing, this constraint imposes a time threshold between the execution of two jobs of…

Artificial Intelligence · Computer Science 2020-11-23 Margaux Nattaf , Arnaud Malapert

Reduced-rank regressions are powerful tools used to identify co-movements within economic time series. However, this task becomes challenging when we observe matrix-valued time series, where each dimension may have a different co-movement…

Econometrics · Economics 2024-07-12 Alain Hecq , Ivan Ricardo , Ines Wilms

The running-time analysis of evolutionary combinatorial optimization is a fundamental topic in evolutionary computation. Its current research mainly focuses on specific algorithms for simplified problems due to the challenge posed by…

Neural and Evolutionary Computing · Computer Science 2025-01-14 Min Huang , Pengxiang Chen , Han Huang , Tonli He , Yushan Zhang , Zhifeng Hao

This paper considers a structural-factor approach to modeling high-dimensional time series and space-time data by decomposing individual series into trend, seasonal, and irregular components. For ease in analyzing many time series, we…

Methodology · Statistics 2019-03-19 Zhaoxing Gao , Ruey S Tsay

We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…

Methodology · Statistics 2025-09-19 Zetai Cen

Dynamic linear models (DLM) offer a very generic framework to analyse time series data. Many classical time series models can be formulated as DLMs, including ARMA models and standard multiple linear regression models. The models can be…

Methodology · Statistics 2019-08-20 Marko Laine

Time series of counts arise in a variety of forecasting applications, for which traditional models are generally inappropriate. This paper introduces a hierarchical Bayesian formulation applicable to count time series that can easily…

Machine Learning · Statistics 2014-05-16 Nicolas Chapados

We present a generating function and a closed counting formula in two variables that enumerate a family of classes of permutations that avoid or contain an increasing pattern of length three and have a prescribed number of occurrences of…

Combinatorics · Mathematics 2009-12-25 Hilmar Gudmundsson

Fermion mass models usually contain a horizontal symmetry and therefore fail to predict the exponential mass spectrum of the Standard Model in a natural way. In dynamical symmetry breaking there are different concepts to introduce a fermion…

High Energy Physics - Phenomenology · Physics 2009-10-28 Andreas Blumhofer , Marcus Hutter

This paper derives two stabilizability theorems for a basic class of discrete-time nonlinear systems with multiple unknown parameters. First, we claim that a discrete-time multi-parameter system is stabilizable if its nonlinear growth rate…

Optimization and Control · Mathematics 2020-07-23 Zhaobo Liu , Chanying Li

A new delay equation is introduced to describe the punctuated evolution of complex nonlinear systems. A detailed analytical and numerical investigation provides the classification of all possible types of solutions for the dynamics of a…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 V. I. Yukalov , E. P. Yukalova , D. Sornette

Many statistical models are algebraic in that they are defined in terms of polynomial constraints, or in terms of polynomial or rational parametrizations. The parameter spaces of such models are typically semi-algebraic subsets of the…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Seth Sullivant

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

Computational Finance · Quantitative Finance 2015-02-09 Nikolai Dokuchaev

The predictability problem for systems with different characteristic time scales is investigated. It is shown that even in simple chaotic dynamical systems, the leading Lyapunov exponent is not sufficient to estimate the predictability…

chao-dyn · Physics 2009-10-31 G. Boffetta , P. Giuliani , G. Paladin , A. Vulpiani

We derive and prove an explicit formula for the sum of the fractional parts of certain geometric series. Although the proof is straightforward, we have been unable to locate any reference to this result. This summation formula allows us to…

Dynamical Systems · Mathematics 2021-09-15 J. J. P. Veerman , L. S. Fox , P. J. Oberly

Correlation matrices contain a wide variety of spatio-temporal information about a dynamical system. Predicting correlation matrices from partial time series information of a few nodes characterizes the spatio-temporal dynamics of the…

Machine Learning · Computer Science 2023-03-14 Nikhil Easaw , Woo Seok Lee , Prashant Singh Lohiya , Sarika Jalan , Priodyuti Pradhan