Related papers: Lie algebra solution of population models based on…

Recently, Paiva and Teixeira (arXiv:1108.4396) showed that the structure constants of a Lie algebra are the solution of a system of linear equations provided a certain subset of the structure constants are given a-priori. Here it is noted…

We present in this paper detailed numerical Vlasov simulations of the Hamiltonian Mean-Field model. This model is used as a representative of the class of systems under long-range interactions. We check existing results on the stability of…

Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For…

In this paper we consider multivariate time series obtained as solution to multidimensional nonlinear stochastic difference equations whose coefficients are allowed to be locally degenerate and to present discontinuities. We provide simple…

In this paper we study different approaches for time series modeling. The forecasting approaches using linear models, ARIMA alpgorithm, XGBoost machine learning algorithm are described. Results of different model combinations are shown. For…

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Lie symmetry analysis is applied to study the nonlinear rotating shallow water equations. The 9-dimensional Lie algebra of point symmetries admitted by the model is found. It is shown that the rotating shallow water equations are related…

Latent tree analysis seeks to model the correlations among a set of random variables using a tree of latent variables. It was proposed as an improvement to latent class analysis --- a method widely used in social sciences and medicine to…

We show how binary classification methods developed to work on i.i.d. data can be used for solving statistical problems that are seemingly unrelated to classification and concern highly-dependent time series. Specifically, the problems of…

Nonhamiltonian interaction of hamiltonian systems is considered. Dynamical equations are constructed by use of symmetric designs on Lie algebras. The results of analysis of these equations show that some class of symmetric designs on Lie…

We exhibit a natural Lie algebra structure on the graded space of cyclic coinvariants of a symplectic vector space.

Multivariate time series analysis is becoming an integral part of data analysis pipelines. Understanding the individual time point connections between covariates as well as how these connections change in time is non-trivial. To this aim,…

Hidden Markov models can describe time series arising in various fields of science, by treating the data as noisy measurements of an arbitrarily complex Markov process. Sequential Monte Carlo (SMC) methods have become standard tools to…

In numerous papers, the behaviour of stochastic population models is investigated through the sign of a real quantity which is the growth rate of the population near the extinction set. In many cases, it is proven that when this growth rate…

The recent proliferation of research into transformer based natural language processing has led to a number of studies which attempt to detect the presence of human-like cognitive behavior in the models. We contend that, as is true of human…

Biological entities are inherently dynamic. As such, various ecological disciplines use mathematical models to describe temporal evolution. Typically, growth curves are modelled as sigmoids, with the evolution modelled by ordinary…

The purpose of time series analysis via mechanistic models is to reconcile the known or hypothesized structure of a dynamical system with observations collected over time. We develop a framework for constructing nonlinear mechanistic models…

Lattice systems with certain Lie algebraic or quantum Lie algebraic symmetries are constructed. These symmetric models give rise to series of integrable systems. As examples the $A_n$-symmetric chain models and the SU(2)-invariant ladder…

A class of (1+2)-dimensional diffusion-convection equations (nonlinear Kolmogorov equations) with time-dependent coefficients is studied with Lie symmetry point of view. The complete group classification is achieved using a gauging of…

When modeling such phenomena as population dynamics, controllable ows, etc., a problem arises of adapting the existing models to a phenomenon under study. For this purpose, we propose to derive new models from the rst principles by…