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We study the approximation properties of convolutional architectures applied to time series modelling, which can be formulated mathematically as a functional approximation problem. In the recurrent setting, recent results reveal an…

Machine Learning · Computer Science 2021-07-21 Haotian Jiang , Zhong Li , Qianxiao Li

Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets…

Statistical Finance · Quantitative Finance 2023-01-13 J. E. Salgado-Hernández , Manan Vyas

A popular view in contemporary Boltzmannian statistical mechanics is to interpret the measures as typicality measures. In measure-theoretic dynamical systems theory measures can similarly be interpreted as typicality measures. However, a…

History and Philosophy of Physics · Physics 2013-10-08 Charlotte Werndl

Measuring dependence between random variables is a fundamental problem in Statistics, with applications across diverse fields. While classical measures such as Pearson's correlation have been widely used for over a century, they have…

Statistics Theory · Mathematics 2025-10-08 Marta Catalano , Hugo Lavenant

Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

This paper considers a structural-factor approach to modeling high-dimensional time series and space-time data by decomposing individual series into trend, seasonal, and irregular components. For ease in analyzing many time series, we…

Methodology · Statistics 2019-03-19 Zhaoxing Gao , Ruey S Tsay

We measure and compare three correlation lengths proposed to describe the extent of structural order in amorphous systems. In particular, the recently proposed "patch correlation length" is measured as a function of temperature and…

Statistical Mechanics · Physics 2011-07-20 François Sausset , Dov Levine

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

In this paper, we provide a general framework for the construction of the Einstein frame within non-linear extensions of the teleparallel equivalents of General Relativity. These include the metric teleparallel and the symmetric…

General Relativity and Quantum Cosmology · Physics 2021-05-13 Jose Beltrán Jiménez , Tomi S. Koivisto

Many works on inverse problems in the imaging sciences consider regularization via one or more penalty functions or constraint sets. When the models/images are not easily described using one or a few penalty functions/constraints, additive…

Image and Video Processing · Electrical Eng. & Systems 2019-03-12 Bas Peters , Felix J. Herrmann

Achieving high-performance in multi-object tracking algorithms heavily relies on modeling spatio-temporal relationships during the data association stage. Mainstream approaches encompass rule-based and deep learning-based methods for…

Computer Vision and Pattern Recognition · Computer Science 2024-04-18 Zhonglin Liu , Shujie Chen , Jianfeng Dong , Xun Wang , Di Zhou

This article describes the theoretical foundation of and explicit algorithms for a novel approach to morphology and anisotropy analysis of complex spatial structure using tensor-valued Minkowski functionals, the so-called Minkowski tensors.…

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Carey E. Priebe , Joshua T. Vogelstein

We propose a novel method for the description of spatial patterns formed by a coverage of point sets representing galaxy samples. This method is based on a complete family of morphological measures known as Minkowski functionals, which…

Astrophysics · Physics 2007-05-23 K. R. Mecke , T. Buchert , H. Wagner

Spatial association and heterogeneity are two critical areas in the research about spatial analysis, geography, statistics and so on. Though large amounts of outstanding methods has been proposed and studied, there are few of them tend to…

Econometrics · Economics 2018-03-26 Zihao Yuan

The dependencies of the lagged (Pearson) correlation function on the coefficients of multivariate autoregressive models are interpreted in the framework of time series graphs. Time series graphs are related to the concept of Granger…

Statistics Theory · Mathematics 2013-10-22 Jakob Runge

Time series analysis has achieved great success in diverse applications such as network security, environmental monitoring, and medical informatics. Learning similarities among different time series is a crucial problem since it serves as…

Machine Learning · Computer Science 2022-07-19 Shaoyu Dou , Kai Yang , Yang Jiao , Chengbo Qiu , Kui Ren

The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…

Statistical Mechanics · Physics 2008-12-02 Robert Kitt , Jaan Kalda

Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…

Machine Learning · Computer Science 2015-03-12 Josif Grabocka , Lars Schmidt-Thieme