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The study of temporal networks is motivated by the simple and important observation that just as network structure can affect dynamics, so can structure in time. Just as network topology can teach us about the system in question, so can its…

Physics and Society · Physics 2021-03-26 Petter Holme , Jari Saramäki

A dependent theory is a (first order complete theory) T which does not have the independence property. A main result here is: if we expand a model of T by the traces on it of sets definable in a bigger model then we preserve its being…

Logic · Mathematics 2013-02-20 Saharon Shelah

Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical…

Statistical Mechanics · Physics 2015-05-13 E. M. Sevick , R. Prabhakar , Stephen R. Williams , Debra J. Searles

In this paper we give a brief review of semiparametric theory, using as a running example the common problem of estimating an average causal effect. Semiparametric models allow at least part of the data-generating process to be unspecified…

Methodology · Statistics 2017-09-20 Edward H. Kennedy

Modern numerical models are increasingly complex, opaque, and computationally expensive, yet frequently fail to predict even qualitative features of observed phenomena. We propose a new paradigm, Declarative Bespoke Modelling, in which the…

Instrumentation and Methods for Astrophysics · Physics 2026-04-01 DBM Collaboration , David Komanek , Vaclav Pavlík , Santiago Jimenez , Rhys Taylor

To understand large, connected systems, we cannot only zoom into the details. We also need to see the large-scale features from afar. One way to take a step back and get the whole picture is to model the systems as a network. However, many…

Physics and Society · Physics 2021-03-26 Petter Holme , Jari Saramäki

This paper considers a general class of nonparametric time series regression models where the regression function can be time-dependent. We establish an asymptotic theory for estimates of the time-varying regression functions. For this…

Statistics Theory · Mathematics 2015-03-19 Ting Zhang , Wei Biao Wu

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

We propose and study a system whose dynamics are governed by predictions of its future states. General formalism and concrete examples are presented. We find that the dynamical characteristics depend on both how to shape predictions as well…

Other Condensed Matter · Physics 2007-05-23 Toru Ohira

A class of models intended to be as minimal and structureless as possible is introduced. Even in cases with simple rules, rich and complex behavior is found to emerge, and striking correspondences to some important core known features of…

Discrete Mathematics · Computer Science 2020-10-07 Stephen Wolfram

We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…

Machine Learning · Computer Science 2025-04-16 Ren Fujiwara , Yasuko Matsubara , Yasushi Sakurai

This paper reviews recent advances in Bayesian nonparametric techniques for constructing and performing inference in infinite hidden Markov models. We focus on variants of Bayesian nonparametric hidden Markov models that enhance a…

Methodology · Statistics 2014-07-02 Jonathan H. Huggins , Frank Wood

A new model for the stock market price analysis is proposed. It is suggested to look at price as an everywhere discontinuous function of time of bounded variation.

General Finance · Quantitative Finance 2011-02-16 Aleksey Kharevsky

We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the past. The solutions to both these classical problems have…

Probability · Mathematics 2021-11-17 N. H. Bingham

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

The mathematical models used to capture features of complex, biological systems are typically non-linear, meaning that there are no generally valid simple relationships between their outputs and the data that might be used to validate them.…

Quantitative Methods · Quantitative Biology 2014-04-23 Thomas House

We provide a survey on relational models. Relational models describe complete networked {domains by taking into account global dependencies in the data}. Relational models can lead to more accurate predictions if compared to non-relational…

Artificial Intelligence · Computer Science 2016-09-13 Volker Tresp , Maximilian Nickel

In this paper, we construct a new unpredictable function. Our approach is based on adapting the concept of symbolic dynamics to introduce a map on the space of infinite sequences generated by the discrete distribution. We show that there…

Dynamical Systems · Mathematics 2020-04-21 Marat Akhmet , Mehmet Onur Fen , Ejaily Milad Alejaily

The increasing relevance of areas such as real-time and embedded systems, pervasive computing, hybrid systems control, and biological and social systems modeling is bringing a growing attention to the temporal aspects of computing, not only…

General Literature · Computer Science 2013-08-15 Carlo A. Furia , Dino Mandrioli , Angelo Morzenti , Matteo Rossi

The goal of this work is to develop, in a systematic way and in a full natural generality, the foundations of a theory of functions of (free) noncommuting variables.

Operator Algebras · Mathematics 2014-07-28 Dmitry S. Kaliuzhnyi-Verbovetskyi , Victor Vinnikov