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Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

A novel adaptive identifier is developed for nonlinear time-delay systems composed of linear, Lipschitz and non-Lipschitz components. To begin with, an identifier is designed for uncertain systems with a priori known delay values, and then…

Systems and Control · Electrical Eng. & Systems 2020-05-06 Igor Furtat , Yury Orlov

This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…

Applications · Statistics 2017-03-16 Adam M. Sykulski , Sofia C. Olhede , Jonathan M. Lilly , Eric Danioux

The purpose of this article is to establish bounds from below for the life span of regular solutions to the incompressible Navier-Stokes system, whichinvolve norms not only of the initial data, but also of nonlinear functions of the initial…

Analysis of PDEs · Mathematics 2018-05-23 Jean-Yves Chemin , Isabelle Gallagher

This paper deals with the problem of predicting the future state of discrete-time input-delayed systems in the presence of unknown disturbances that can affect both the state and the output equations of the plant. Since the disturbance is…

Systems and Control · Electrical Eng. & Systems 2022-08-10 Thiago Alves Lima , Valessa V. Viana , Bismark C. Torrico , Fabrício G. Nogueira , Diego de S. Madeira

The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…

Numerical Analysis · Mathematics 2008-01-14 Ivan Kazachkov

Many real-life applications involve simultaneously forecasting multiple time series that are hierarchically related via aggregation or disaggregation operations. For instance, commercial organizations often want to forecast inventories…

Machine Learning · Computer Science 2021-02-26 Xing Han , Sambarta Dasgupta , Joydeep Ghosh

In the modelling of stochastic phenomena, such as quasi-reaction systems, parameter estimation of kinetic rates can be challenging, particularly when the time gap between consecutive measurements is large. Local linear approximation…

Methodology · Statistics 2026-03-10 Matteo Framba , Veronica Vinciotti , Ernst C. Wit

In this work, we introduce the time filtering technique to develop several innovative semi-discrete schemes in time for the Cahn-Hilliard-Navier-Stokes (CHNS) system. These schemes achieve second-order temporal accuracy while maintaining…

Numerical Analysis · Mathematics 2025-09-03 Xi Li , Chun Song , Haijun Gao , Minfu Feng

This paper introduces a novel class of initial data for which the three-dimensional incompressible Navier--Stokes equations yield unique global-in-time solutions. Building on a logarithmically improved regularity criterion, we impose a…

Analysis of PDEs · Mathematics 2025-03-27 Rishabh Mishra

According to the dynamic van der Waals theory, we propose a thermodynamically consistent model for non-isothermal compressible two-phase flows with contact line motion. In this model, fluid temperature is treated as a primary variable,…

Fluid Dynamics · Physics 2025-08-11 Junkai Wang , Qiaolin He

We study analytically and numerically the time evolution of a nonlinear field described by the nonlinear Schr\"odinger equation in a chaotic $D$-shape billiard. In absence of nonlinearity the system has standard properties of quantum chaos.…

Statistical Mechanics · Physics 2026-02-06 Leonardo Ermann , Alexei D. Chepelianskii , Dima L. Shepelyansky

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

Methodology · Statistics 2016-08-05 Kerry Fendick

We introduce transfer learning for nonlinear dynamics, which enables efficient predictions of chaotic dynamics by utilizing a small amount of data. For the Lorenz chaos, by optimizing the transfer rate, we accomplish more accurate inference…

Fluid Dynamics · Physics 2020-10-07 Masanobu Inubushi , Susumu Goto

We study a nonlinear parabolic system for a time dependent solenoidal vector field on $\Bbb R^3$. The nonlinear term of this new model equations is obtained slightly modifying that of the Navier-Stokes equations. The system has the same…

Analysis of PDEs · Mathematics 2015-05-14 Dongho Chae

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we…

Machine Learning · Statistics 2018-06-25 Muhammad Osama , Dave Zachariah , Thomas B. Schön

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

In this paper, we are concerned with the system of the non-isentropic compressible Navier-Stokes equations coupled with the Maxwell equations through the Lorentz force in three space dimensions. The global existence of solutions near…

Analysis of PDEs · Mathematics 2015-12-29 Qingqing Liu , Yifan Su

We generalize the concept of local states (LS) for the prediction of high-dimensional, potentially mixed chaotic systems. The construction of generalized local states (GLS) relies on defining distances between time series on the basis of…

Data Analysis, Statistics and Probability · Physics 2021-09-07 Sebastian Baur , Christoph Räth

We estimate the temperature sensitivity of residential electricity demand during extreme temperature events using the distribution-to-scalar regression model. Rather than relying on simple averages or individual quantile statistics of raw…

Econometrics · Economics 2025-03-11 Kyungsik Nam , Won-Ki Seo
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