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We consider the problem of detecting change-points in univariate time series by fitting a continuous piecewise linear signal using the residual sum of squares. Values of the inferred signal at slope breaks are restricted to a finite set of…

Computation · Statistics 2022-04-08 Vincent Runge , Marco Pascucci , Nicolas Deschamps de Boishebert

Despite substantial progress in deep learning approaches to time-series reconstruction, no existing methods are designed to uncover local activities with minute signal strength due to their negligible contribution to the optimization loss.…

Machine Learning · Computer Science 2022-09-27 Maryam Toloubidokhti , Ryan Missel , Xiajun Jiang , Niels Otani , Linwei Wang

Recent research on temporal networks has highlighted the limitations of a static network perspective for our understanding of complex systems with dynamic topologies. In particular, recent works have shown that i) the specific order in…

Physics and Society · Physics 2017-11-20 Ingo Scholtes , Nicolas Wider , Antonios Garas

I present a data-driven predictive modeling tool that is applicable to high-dimensional chaotic systems with unstable periodic orbits. The basic idea is using deep neural networks to learn coordinate transformations between the trajectories…

Adaptation and Self-Organizing Systems · Physics 2023-12-11 Nazmi Burak Budanur

Time-delay mappings constructed using neural networks have proven successful in performing nonlinear system identification; however, because of their discrete nature, their use in bifurcation analysis of continuous-time systems is limited.…

Time-reversal symmetry, which requires that the dynamics of a system should not change with the reversal of time axis, is a fundamental property that frequently holds in classical and quantum mechanics. In this paper, we propose a novel…

Machine Learning · Computer Science 2021-01-08 In Huh , Eunho Yang , Sung Ju Hwang , Jinwoo Shin

Many dynamical systems in the real world are naturally described by latent states with intrinsic orderings, such as "ally", "neutral", and "enemy" relationships in international relations. These latent states manifest through countries'…

Machine Learning · Statistics 2023-02-28 Niklas Stoehr , Benjamin J. Radford , Ryan Cotterell , Aaron Schein

Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends, detect anomalies, and interpret the temporal dynamics of…

Machine Learning · Computer Science 2017-06-13 David Hallac , Youngsuk Park , Stephen Boyd , Jure Leskovec

Reservoir computing (RC), a particular form of recurrent neural network, is under explosive development due to its exceptional efficacy and high performance in reconstruction or/and prediction of complex physical systems. However, the…

Machine Learning · Computer Science 2023-05-10 Xing-Yue Duan , Xiong Ying , Si-Yang Leng , Jürgen Kurths , Wei Lin , Huan-Fei Ma

Chaotic time series forecasting has been far less understood despite its tremendous potential in theory and real-world applications. Traditional statistical/ML methods are inefficient to capture chaos in nonlinear dynamical systems,…

Numerical Analysis · Mathematics 2023-10-24 Xiangyi Meng , Tong Yang

Dynamic latent space models are widely used for characterizing changes in networks and relational data over time. These models assign to each node latent attributes that characterize connectivity with other nodes, with these latent…

Methodology · Statistics 2024-12-13 Jennifer Noelle Kampe , Luca Alessandro Silva , Tomas Roslin , David Brian Dunson

Time series account for a large proportion of the data stored in financial, medical and scientific databases. The efficient storage of time series is important in practical applications. In this paper, we propose a novel compression scheme…

Neural and Evolutionary Computing · Computer Science 2017-08-17 Daniel Hsu

The analysis of temporal networks heavily depends on the analysis of time-respecting paths. However, before being able to model and analyze the time-respecting paths, we have to infer the timescales at which the temporal edges influence…

Physics and Society · Physics 2023-01-30 Luka V. Petrović , Anatol Wegner , Ingo Scholtes

We consider the nonlinear inverse problem of learning a transition operator $\mathbf{A}$ from partial observations at different times, in particular from sparse observations of entries of its powers…

Information Theory · Computer Science 2022-12-02 Christian Kümmerle , Mauro Maggioni , Sui Tang

Regularized factorization is proposed to simulate time evolution for quantum lattice systems. Transcending the Trotter decomposition, the resulting compact structure of the propagator indicates a high-order Baker-Campbell-Hausdorff series.…

Strongly Correlated Electrons · Physics 2022-08-09 Li-Xiang Cen

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

Topological order in a 2d quantum matter can be determined by the topological contribution to the entanglement R\'enyi entropies. However, when close to a quantum phase transition, its calculation becomes cumbersome. Here we show how…

Strongly Correlated Electrons · Physics 2014-12-24 Roman Orus , Tzu-Chieh Wei , Oliver Buerschaper , Artur Garcia-Saez

Model reduction for fluid flow simulation continues to be of great interest across a number of scientific and engineering fields. Here, we explore the use of Neural Ordinary Differential Equations, a recently introduced family of…

Machine Learning · Computer Science 2021-04-30 Sourav Dutta , Peter Rivera-Casillas , Matthew W. Farthing

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu

We consider scheduling in a quantum switch with stochastic entanglement generation, finite quantum memories, and decoherence. The objective is to design a scheduling algorithm with polynomial-time computational complexity that stabilizes a…

Optimization and Control · Mathematics 2026-03-31 R. Srikant