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We describe an extension to the density matrix renormalization group method incorporating real time evolution into the algorithm. Its application to transport problems in systems out of equilibrium and frequency dependent correlation…

Strongly Correlated Electrons · Physics 2007-05-23 Steven R. White , Adrian E. Feiguin

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Machine Learning · Computer Science 2019-03-07 Matteo Maggiolo , Gerasimos Spanakis

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

For cosmologies including scale dependence of both the cosmological and the gravitational constant, an additional consistency condition dictated by the Bianchi identities emerges, even if the energy-momentum tensor of ordinary matter stays…

Astrophysics · Physics 2009-11-10 A. Babic , B. Guberina , R. Horvat , H. Stefancic

We propose the genetic algorithm for time window optimization, which is an embedded genetic algorithm (GA), to optimize the time window (TW) of the attributes using feature selection and support vector machine. This GA is evolved using the…

Artificial Intelligence · Computer Science 2018-09-19 Norberto Ritzmann Junior , Julio Cesar Nievola

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Time series forecasting is a fundamental task emerging from diverse data-driven applications. Many advanced autoregressive methods such as ARIMA were used to develop forecasting models. Recently, deep learning based methods such as DeepAr,…

We consider the method of self-similar renormalization for calculating critical temperatures and critical indices. A new optimized variant of the method for an effective summation of asymptotic series is suggested and illustrated by several…

Statistical Mechanics · Physics 2009-10-30 S. Gluzman , V. I. Yukalov

This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices…

Machine Learning · Statistics 2014-04-08 James Brofos

The group synchronization problem involves estimating a collection of group elements from noisy measurements of their pairwise ratios. This task is a key component in many computational problems, including the molecular reconstruction…

Signal Processing · Electrical Eng. & Systems 2022-12-09 Noam Janco , Tamir Bendory

Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically select the most appropriate statistical model for each time series. However, statistical models usually presume some data generation…

This paper argues that the ideas underlying the renormalization group technique used to characterize phase transitions in condensed matter systems could be useful for distinguishing computational complexity classes. The paper presents a…

Computational Complexity · Computer Science 2007-05-23 S. N. Coppersmith

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

Understanding the intricate properties of one-dimensional quantum systems coupled to multiple reservoirs poses a challenge to both analytical approaches and simulation techniques. Fortunately, density matrix renormalization group-based…

Quantum Physics · Physics 2021-07-15 Heitor P. Casagrande , Dario Poletti , Gabriel T. Landi

This paper introduces an open-source and reproducible implementation of Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) Networks for time series forecasting. We evaluated LSTM and GRU networks because of their performance…

Machine Learning · Computer Science 2025-04-28 Gissel Velarde , Pedro Branez , Alejandro Bueno , Rodrigo Heredia , Mateo Lopez-Ledezma

We investigate an operator renormalization group method to extract and describe the relevant degrees of freedom in the evolution of partial differential equations. The proposed renormalization group approach is formulated as an analytical…

Statistical Mechanics · Physics 2007-05-23 Andreas Degenhard , Javier Rodriguez-Laguna

The paper contains generalization of the renormgroup algorithm for boundary value problems of mathematical physics and related concept of the renormgroup symmetry, formulated earlier by authors with reference to models based on differential…

Mathematical Physics · Physics 2007-05-23 D. V. Shirkov , V. F. Kovalev

We develop a renormalization group (RG) description of the localization properties of onedimensional (1D) quasiperiodic lattice models. The RG flow is induced by increasing the unit cell of subsequent commensurate approximants. Phases of…

Disordered Systems and Neural Networks · Physics 2023-10-10 Miguel Gonçalves , Bruno Amorim , Eduardo V. Castro , Pedro Ribeiro

The density-matrix renormalization group (DMRG) is a numerical algorithm for the efficient truncation of the Hilbert space of low-dimensional strongly correlated quantum systems based on a rather general decimation prescription. This…

Strongly Correlated Electrons · Physics 2009-11-10 Ulrich Schollwoeck

Scaling concepts and renormalization group (RG) methods are applied to a simple linear model of human posture control consisting of a trembling or quivering string subject to damping and restoring forces. The string is driven by…

Condensed Matter · Physics 2009-10-31 Francisco Alonso-Sanchez , David Hochberg