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Predicting the dynamics of chaotic systems is one of the most challenging tasks for neural networks, and machine learning in general. Here we aim to predict the spatiotemporal chaotic dynamics of a high-dimensional non-linear system. In our…

Machine Learning · Computer Science 2023-09-15 M. Andrecut

The problem of stability of the optimal filter is revisited. The optimal filter (or filtering process) is the conditional probability of the current state of some stochastic process (the signal process), given both present and past values…

Probability · Mathematics 2021-03-02 Lea Oljača , Tobias Kuna , Jochen Bröcker

Voice traffic prediction is significant for network deployment optimization thus to improve the network efficiency. The real entropy based theorectical bound and corresponding prediction models have demonstrated their success in mobility…

Networking and Internet Architecture · Computer Science 2020-03-31 Sihai Zhang , Junyao Guo , Tian Lan , Rui Sun , Jinkang Zhu

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag

We give a new proof of the theorems on the maximum entropy principle in Tsallis statistics. That is, we show that the $q$-canonical distribution attains the maximum value of the Tsallis entropy, subject to the constraint on the…

Statistical Mechanics · Physics 2015-05-14 Shigeru Furuichi

Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…

Statistical Finance · Quantitative Finance 2025-09-16 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

In this article we study a relatively novel way of constructing chaotic sequences of probability measures supported on Kac's sphere, which are obtained as the law of a vector of $N$ i.i.d. variables after it is rescaled to have unit average…

Probability · Mathematics 2022-04-13 Roberto Cortez , Hagop Tossounian

Entropy measures are effective features for time series classification problems. Traditional entropy measures, such as Shannon entropy, use probability distribution function. However, for the effective separation of time series, new entropy…

Machine Learning · Computer Science 2023-05-19 Andrei Velichko , Maksim Belyaev , Yuriy Izotov , Murugappan Murugappan , Hanif Heidari

Reliable prediction of large chaotic sytems in the short to middle time range is of interest in a number of fields, including climate, ecology, seismology, and economics. In this paper, results from chaos theory, and statistical theory are…

Applications · Statistics 2013-12-17 M. LuValle

An effective way to scale up test-time compute of large language models is to sample multiple responses and then select the best one, as in Grok Heavy and Gemini Deep Think. Existing selection methods often rely on external reward models,…

Machine Learning · Computer Science 2026-05-04 Wenshuo Zhao , Qi Zhu , Xingshan Zeng , Fei Mi , Lifeng Shang , Yi R. , Fung

We consider the extreme value theory of a hyperbolic toral automorphism $T: \mathbb{T}^2 \to \mathbb{T}^2$ showing that if a H\"older observation $\phi$ which is a function of a Euclidean-type distance to a non-periodic point $\zeta$ is…

We derive a bound for entropy production in terms of the mean of normalizable path-antisymmetric observables. The optimal observable for this bound is shown to be the signum of entropy production, which is often easier determined or…

Statistical Mechanics · Physics 2024-10-07 Gabriel Knotz , Till M. Muenker , Timo Betz , Matthias Krüger

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

The maximum Lyapunov exponent (referred to the mean half-period of phase libration) of the motion in the chaotic layer of a nonlinear resonance subject to symmetric periodic perturbation, in the limit of infinitely high frequency of the…

Chaotic Dynamics · Physics 2016-05-30 Ivan I. Shevchenko

For appropriately chosen weights, temporal averages in chaotic systems can be approximated as a weighted sum of averages over reference states, such as unstable periodic orbits. Under strict assumptions, such as completeness of the orbit…

Dynamical Systems · Mathematics 2025-06-23 Joshua L. Pughe-Sanford , Sam Quinn , Teodor Balabanski , Roman O. Grigoriev

The quantum dynamics of a classically chaotic model are studied in the approach to the macroscopic limit. The quantum predictions are compared and contrasted with the classical predictions of both Newtonian and Liouville mechanics. The…

Quantum Physics · Physics 2007-05-23 Joseph Emerson

\cite{HillMotegi2017} present a new general asymptotic theory for the maximum of a random array $\{\mathcal{X}_{n}(i)$ $:$ $1$ $\leq $ $i$ $\leq $ $\mathcal{L}\}_{n\geq 1}$, where each $\mathcal{X}_{n}(i)$ is assumed to converge in…

Statistics Theory · Mathematics 2018-02-27 Jonathan B. Hill

A classical result in online learning characterizes the optimal mistake bound achievable by deterministic learners using the Littlestone dimension (Littlestone '88). We prove an analogous result for randomized learners: we show that the…

Machine Learning · Computer Science 2025-12-18 Yuval Filmus , Steve Hanneke , Idan Mehalel , Shay Moran

We consider a general class of maps of the interval having Lyapunov subexponential instability $|\delta x_{t}|\sim|\delta x_{0}|\exp[\Lambda_{t}(x_{0})\zeta(t)]$, where $\zeta(t)$ grows sublinearly as $t\rightarrow\infty$. We outline here a…

Chaotic Dynamics · Physics 2014-10-22 Pierre Nazé , Roberto Venegeroles

Given a partially hyperbolic diffeomorphism $f:M \rightarrow M$ defined on a compact Riemannian manifold $M$, in this paper we define the concept of unstable topological entropy of $f$ on a set $Y \subset M$ not necessarily compact and we…

Dynamical Systems · Mathematics 2019-09-04 Gabriel Ponce