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The concept of time mostly plays a subordinate role in finance and economics. The assumption is that time flows continuously and that time series data should be analyzed at regular, equidistant intervals. Nonetheless, already nearly 60…

Statistical Finance · Quantitative Finance 2024-06-12 James B. Glattfelder , Richard B. Olsen

Time series analysis has become crucial in various fields, from engineering and finance to healthcare and social sciences. Due to their multidimensional nature, time series often need to be embedded into a fixed-dimensional feature space to…

Machine Learning · Computer Science 2025-05-27 Habib Irani , Yasamin Ghahremani , Arshia Kermani , Vangelis Metsis

For an interacting spatio-temporal lattice system we introduce a formal way of expressing multi-time correlation functions of local observables located at the same spatial point with a time state, i.e. a statistical distribution of…

Statistical Mechanics · Physics 2020-08-20 Katja Klobas , Matthieu Vanicat , Juan P. Garrahan , Tomaž Prosen

Multivariate time-series data in fields like healthcare and industry are informative but challenging due to high dimensionality and lack of labels. Recent self-supervised learning methods excel in learning rich representations without…

Machine Learning · Computer Science 2024-10-22 Ching Chang , Chiao-Tung Chan , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

We introduce a class of diffeological spaces, called elastic, on which the left Kan extension of the tangent functor of smooth manifolds defines an abstract tangent functor in the sense of Rosicky. On elastic spaces there is a natural…

Differential Geometry · Mathematics 2023-01-09 Christian Blohmann

Identifying the qualitative changes in time-series data provides insights into the dynamics associated with such data. Such qualitative changes can be detected through topological approaches, which first embed the data into a…

Data Analysis, Statistics and Probability · Physics 2019-03-27 Quoc Hoan Tran , Yoshihiko Hasegawa

Inspired from non-equilibrium statistical physics models, a general framework enabling the definition and synthesis of stationary time series with a priori prescribed and controlled joint distributions is constructed. Its central feature…

Statistical Mechanics · Physics 2016-11-17 Florian Angeletti , Eric Bertin , Patrice Abry

In this paper we develop a novel recommendation model that explicitly incorporates time information. The model relies on an embedding layer and TSL attention-like mechanism with inner products in different vector spaces, that can be thought…

In biological and engineering systems, structure, function and dynamics are highly coupled. Such interactions can be naturally and compactly captured via tensor based state space dynamic representations. However, such representations are…

Optimization and Control · Mathematics 2019-12-30 Can Chen , Amit Surana , Anthony Bloch , Indika Rajapakse

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Machine Learning · Statistics 2019-07-04 Shunya Okuno , Kazuyuki Aihara , Yoshito Hirata

This paper examines a continuous time dynamical system that is an extension of a discrete time dynamical system previously examined, and considers this system together in a product space with a compact subset of Euclidean space. Together,…

Dynamical Systems · Mathematics 2017-03-21 Kimberly Ayers

Based on the intuitive notion of convexity, we formulate a universal property defining interval objects in a category with finite products. Interval objects are structures corresponding to closed intervals of the real line, but their…

Category Theory · Mathematics 2025-05-01 Martin Escardo , Alex Simpson

This paper presents a simple yet effective approach to modeling space-time correspondences in the context of video object segmentation. Unlike most existing approaches, we establish correspondences directly between frames without…

Computer Vision and Pattern Recognition · Computer Science 2021-10-11 Ho Kei Cheng , Yu-Wing Tai , Chi-Keung Tang

The majority of machine learning algorithms assumes that objects are represented as vectors. But often the objects we want to learn on are more naturally represented by other data structures such as sequences and time series. For these…

Machine Learning · Computer Science 2015-06-10 Brijnesh Jain

This paper shows how a time series of measurements of an evolving system can be processed to create an inner time series that is unaffected by any instantaneous invertible, possibly nonlinear transformation of the measurements. An inner…

Methodology · Statistics 2017-03-28 David N. Levin

A methodology is developed for the adjustment of the covariance matrices underlying a multivariate constant time series dynamic linear model. The covariance matrices are embedded in a distribution-free inner-product space of matrix objects…

bayes-an · Physics 2008-02-03 Darren J Wilkinson , Michael Goldstein

In this article, we discuss the equality of two inner products on a vector space. Particularly, we look at some geometric properties that are given to a vector space by an inner product namely, length and angle, and we ask under what…

Metric Geometry · Mathematics 2023-10-24 Aniruddha Deshmukh , Ashisha Kumar

In several practical applications, particularly healthcare, clinical data of each patient is individually recorded in a database at irregular intervals as required. This causes a sparse and irregularly sampled time series, which makes it…

Machine Learning · Computer Science 2025-04-09 Mincheol Kim , Soo-Yong Shin

Commonly used linear and nonlinear constitutive material models in deformation simulation contain many simplifications and only cover a tiny part of possible material behavior. In this work we propose a framework for learning customized…

Graphics · Computer Science 2020-10-27 Bin Wang , Yuanmin Deng , Paul Kry , Uri Ascher , Hui Huang , Baoquan Chen

Due to the growing interest in embeddings of space-time in higher-dimensional spaces we consider a specific type of embedding. After proving an inequality between intrinsically defined curvature invariants and the squared mean curvature, we…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Stefan Haesen , Leopold Verstraelen