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Symbolic transfer entropy is a powerful non-parametric tool to detect lead-lag between time series. Because a closed expression of the distribution of Transfer Entropy is not known for finite-size samples, statistical testing is often…

Statistical Finance · Quantitative Finance 2022-06-22 Christian Bongiorno , Damien Challet

The concept of transcripts was introduced in 2009 as a means to characterize various aspects of the functional relationship between time series of interacting systems. Based on this concept that utilizes algebraic relations between ordinal…

Chaotic Dynamics · Physics 2026-01-05 Manuel Adams , José M. Amigó , Klaus Lehnertz

A time series is uniquely represented by its geometric shape, which also carries information. A time series can be modelled as the trajectory of a particle moving in a force field with one degree of freedom. The force acting on the particle…

Information Theory · Computer Science 2018-10-16 Kaushik Majumdar , Srinath Jayachandran

Using an asymmetric associative network with synchronous updating, it is possible to recall a sequence of patterns. To obtain a stable sequence generation with a large storage capacity, we introduce a threshold that eliminates the…

comp-gas · Physics 2008-02-03 F. Zertuche , R. López-Peña , H. Waelbroeck

Data summarization is the process of generating interpretable and representative subsets from a dataset. Existing time series summarization approaches often search for recurring subsequences using a set of manually devised similarity…

Machine Learning · Computer Science 2023-08-29 Alireza Ghods , Trong Nghia Hoang , Diane Cook

As people coordinate in daily interactions, they engage in different patterns of behavior to achieve successful outcomes. This includes both synchrony - the temporal coordination of the same behaviors at the same time - and complementarity…

Multiagent Systems · Computer Science 2023-08-31 Grace Qiyuan Miao , Rick Dale , Alexia Galati

The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal…

Signal Processing · Electrical Eng. & Systems 2021-06-02 Nazgol Tavabi , Kristina Lerman

The paper investigates the synchronization of a network of identical linear state-space models under a possibly time-varying and directed interconnection structure. The main result is the construction of a dynamic output feedback coupling…

Optimization and Control · Mathematics 2008-05-23 Luca Scardovi , Rodolphe Sepulchre

Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult…

Data Analysis, Statistics and Probability · Physics 2017-09-13 D. M. Mateos , L. Riveaud , P. W. Lamberti

This paper proposes a novel approach for detecting the topology of distribution networks based on the analysis of time series measurements. The time-based analysis approach draws on data from high-precision phasor measurement units (PMUs or…

Systems and Control · Computer Science 2015-04-23 Guido Cavraro , Reza Arghandeh , Alexandra von Meier

Recent advancements in transformer-based models have greatly improved time series analysis, providing robust solutions for tasks such as forecasting, anomaly detection, and classification. A crucial element of these models is positional…

Machine Learning · Computer Science 2026-05-07 Habib Irani , Vangelis Metsis

A method for certifying exact input trackability for constrained discrete time linear systems is introduced in this paper. A signal is assumed to be drawn from a reference set and the system must track this signal with a linear combination…

Optimization and Control · Mathematics 2015-04-21 Tomasz T. Gorecki , Altuğ Bitlislioğlu , Giorgos Stathopoulos , Colin N. Jones

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Machine Learning · Computer Science 2020-09-09 Francisco J. Baldán , José M. Benítez

Synchronization in a group of linear time-invariant systems is studied where the coupling between each pair of systems is characterized by a different output matrix. Simple methods are proposed to generate a (separate) linear coupling gain…

Dynamical Systems · Mathematics 2015-05-04 S. Emre Tuna

We consider the problem of stabilizing an undisturbed, scalar, linear system over a "timing" channel, namely a channel where information is communicated through the timestamps of the transmitted symbols. Each symbol transmitted from a…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Mohammad Javad Khojasteh , Massimo Franceschetti , Gireeja Ranade

We introduce the concept of seeding of crystallization in time by studying the dynamics of an ensemble of coupled continuous time crystals. We demonstrate that a single subsystem in a broken-symmetry phase acting as a nucleation center may…

Quantum Physics · Physics 2022-03-01 Michal Hajdušek , Parvinder Solanki , Rosario Fazio , Sai Vinjanampathy

Interaction within small groups can often be represented as a sequence of events, where each event involves a sender and a recipient. Recent methods for modeling network data in continuous time model the rate at which individuals interact…

Methodology · Statistics 2012-08-01 Christopher DuBois , Carter T. Butts , Daniel McFarland , Padhraic Smyth

We develop a framework to track the structure of temporal networks with a signal processing approach. The method is based on the duality between networks and signals using a multidimensional scaling technique. This enables a study of the…

Social and Information Networks · Computer Science 2015-05-13 Ronan Hamon , Pierre Borgnat , Patrick Flandrin , Céline Robardet

Foundation models for time series analysis (TSA) have attracted significant attention. However, challenges such as training data scarcity and imbalance continue to hinder their development. Inspired by complex dynamic system theories, we…

Machine Learning · Computer Science 2025-10-21 Wenxuan Wang , Kai Wu , Yujian Betterest Li , Dan Wang , Xiaoyu Zhang

In this paper we employ methods from Statistical Mechanics to model temporal correlations in time series. We put forward a methodology based on the Maximum Entropy principle to generate ensembles of time series constrained to preserve part…

Statistical Mechanics · Physics 2020-07-15 Riccardo Marcaccioli , Giacomo Livan