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Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models. The ability to scale-up such analyses in non-Gaussian, nonlinear multivariate time series models is advanced through the…

Methodology · Statistics 2022-06-07 Isaac Lavine , Andrew Cron , Mike West

This paper presents a fuzzy system approach to the prediction of nonlinear time-series and dynamical systems. To do this, the underlying mechanism governing a time-series is perceived by a modified structure of a fuzzy system in order to…

Dynamical Systems · Mathematics 2022-06-28 Paulo A. Salgado , T-P Azevedo Perdicoúlis

We consider a relaxed formulation of the inhomogeneous incompressible Navier--Stokes--Korteweg system, where the classical third-order capillarity term is replaced by a nonlocal approximation. We first establish the local-in-time…

Analysis of PDEs · Mathematics 2025-07-23 Jeongho Kim , Jaeyong Shin

A functional time series approach is proposed for investigating spatial correlation in daily maximum temperature forecast errors for 111 cities spread across the U.S. The modelling of spatial correlation is most fruitful for longer forecast…

Methodology · Statistics 2021-11-23 Phillip A. Jang , David S. Matteson

Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such systems seem stochastic when analyzed with linear techniques. However, uncovering the deterministic structure is important because it allows…

chao-dyn · Physics 2008-02-03 Dimitris Kugiumtzis , Bjoern Lillekjendlie , Nils Christophersen

Short-term load forecasting (STLF) is crucial for the daily operation of power grids. However, the non-linearity, non-stationarity, and randomness characterizing electricity demand time series renders STLF a challenging task. Various…

We construct high-order semi-discrete-in-time and fully discrete (with Fourier-Galerkin in space) schemes for the incompressible Navier-Stokes equations with periodic boundary conditions, and carry out corresponding error analysis. The…

Numerical Analysis · Mathematics 2021-03-23 Fukeng Huang , Jie Shen

The problem of statistical inference for open chaotic systems measured with error is complicated by the interaction of the uncertainty introduced by chaos, and the various sources of random or external variation. Here a method of…

Applications · Statistics 2024-03-11 Michael LuValle

Precipitation is a complex physical process that varies in space and time. Predictions and interpolations at unobserved times and/or locations help to solve important problems in many areas. In this paper, we present a hierarchical Bayesian…

Applications · Statistics 2013-01-17 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many…

chao-dyn · Physics 2009-10-31 Thomas Schreiber , Andreas Schmitz

Spatiotemporal chaotic systems are difficult to characterize in a model-free manner because of their high dimensionality, strong nonlinearity, and sensitivity to initial conditions. Coupled map lattices, as a representative class of…

Chaotic Dynamics · Physics 2026-04-15 Xiaoqi Lei , Zixiang Yan , Jian Gao , Yueheng Lan , Jinghua Xiao

Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution of the climate is modeled. In order to compare and improve…

Methodology · Statistics 2017-02-03 T. M. Erhardt , C. Czado , T. L. Thorarinsdottir

This study investigates how conditional normalizing flows can be applied to remote sensing data products in climate science for spatio-temporal prediction. The method is chosen due to its desired properties such as exact likelihood…

Machine Learning · Computer Science 2024-06-03 Christina Winkler , David Rolnick

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

In this paper, we use the Green-Naghdi theory of thermomechanics of continua to derive a nonlinear theory of thermoelasticity with microtemperatures of type III. This theory permits propagation of both thermal and microtemperatures waves at…

Analysis of PDEs · Mathematics 2021-03-23 Moncef Aouadi , Michele Ciarletta , Francesca Passarella

We study non-linear rheology of a simple theoretical model developed to mimic layered systems such as lamellar structures under shear. In the present work we study a 2-dimensional version of the model which exhibits a Kosterlitz-Thouless…

Statistical Mechanics · Physics 2009-11-13 Hajime Yoshino , Hiroshi Matsukawa , Satoshi Yukawa , Hikaru Kawamura

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

Chaotic Dynamics · Physics 2014-07-31 Jose-Maria Fullana

Non-local models of stellar convection can account for mixing effects in regions adjacent to convectively unstable layers and for changes to the mean temperature structure caused by free, buoyancy driven convection. The physical…

Solar and Stellar Astrophysics · Physics 2026-04-15 F. Kupka

The objective of the present paper is to use the well known Ross-Macdonald models as a prototype, incorporating spatial movements, identifying different times scales and proving a singular perturbation result using a system of local and…

Analysis of PDEs · Mathematics 2023-07-19 Marcone C. Pereira , Sergio Oliva , Larissa M. Sartori

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

Machine Learning · Computer Science 2026-01-29 Zhiyu Chen , Minhao Liu , Yanru Zhang