Related papers: Copulas and time series with long-ranged dependenc…
The analysis of event time series is in general challenging. Most time series analysis tools are limited for the analysis of this kind of data. Recurrence analysis, a powerful concept from nonlinear time series analysis, provides several…
We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…
The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial copula, which is a natural generalization of the partial…
Over the last two decades, there has been an extensive study on logical formalisms for specifying and verifying real-time systems. Temporal logics have been an important research subject within this direction. Although numerous logics have…
We address an important yet challenging problem - modeling high-dimensional dependencies across multivariates such as financial indicators in heterogeneous markets. In reality, a market couples and influences others over time, and the…
We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…
In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We…
There are many natural, physical, and biological systems that exhibit multiple time scales. For example, the dynamics of a population of ticks can be described in continuous time during their individual life cycle yet discrete time is used…
Modern physics proposals present deep tensions between seemingly contradictory descriptions of reality. Views of wave-particle duality, black hole complementarity, and the Unruh effect demand explanations that shift depending on how a…
This paper surveys main and recent studies on temporal logics in a broad sense by presenting various logic systems, dealing with various time structures, and discussing important features, such as decidability (or undecidability) results,…
We study links between first-order formulas and arbitrary properties for families of theories, classes of structures and their isomorphism types. Possibilities for ranks and degrees for formulas and theories with respect to given properties…
We present sufficient conditions under which a given linear nonautonomous system and its nonlinear perturbation are topologically conjugated. Our conditions are of a very general form and provided that the nonlinear perturbations are…
We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component. Moreover, it…
Automatic temporal ordering of events described in discourse has been of great interest in recent years. Event orderings are conveyed in text via va rious linguistic mechanisms including the use of expressions such as "before", "after" or…
Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula sequences is considered and shown to yield a rich class of…
Two numerical methods are proposed for detection of coupling between multiple time series generated by deterministic nonlinear systems. The first detects interdependence or the existence of coupling between time series. The second…
The trustworthiness of AI decision-making systems is increasingly important. A key feature of such systems is the ability to provide recommendations for how an individual may reverse a negative decision, a problem known as algorithmic…
We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution…
We consider the system of $N$ points on the segment of the real line with the nearest-neighbor Coulomb repulsive interaction and external force $F$. For the fixed points of such systems (fixed configurations) we study the asymptotics (in…
We give some account of investigations for the role of infinite dimensional algebras in time dependent systems.