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In this paper a new concept, namely the critical predictable time $T_c$, is introduced to give a more precise description of computed chaotic solutions of nonlinear differential equations: it is suggested that computed chaotic solutions are…

Chaotic Dynamics · Physics 2010-06-01 Shijun Liao

In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-order ones is the existing of aftereffect or memory. The…

Statistical Finance · Quantitative Finance 2011-11-23 Vladimir Soloviev , Vladimir Saptsin , Dmitry Chabanenko

In this work, inspired in the symbolic dynamic of chaotic systems and using machine learning techniques, a control strategy for complex systems is designed. Unlike the usual methodologies based on modeling, where the control signal is…

Chaotic Dynamics · Physics 2021-06-08 Pedro García

This paper extends the subjects dicussed in the Data Analysis and Dynamical Systems courses by looking at the subject of modelling data. This task is nontrivial as the underlying process could be non-linear. In the paper some common…

Statistics Theory · Mathematics 2011-08-02 Vincent Mellor

This paper provides a review of past approaches to the use of deep-learning frameworks for the analysis of discrete irregular-patterned complex sequential datasets. A typical example of such a dataset is financial data where specific events…

Machine Learning · Computer Science 2020-07-23 Kudakwashe Dandajena , Isabella M. Venter , Mehrdad Ghaziasgar , Reg Dodds

We consider the effect of multiple stochastic parameters on the time-average quantities of chaotic systems. We employ the recently proposed \cite{Kantarakias_Papadakis_2023} sensitivity-enhanced generalized polynomial chaos expansion,…

Chaotic Dynamics · Physics 2023-11-02 George Papadakis , Kyriakos D. Kantarakias

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

For appropriately chosen weights, temporal averages in chaotic systems can be approximated as a weighted sum of averages over reference states, such as unstable periodic orbits. Under strict assumptions, such as completeness of the orbit…

Dynamical Systems · Mathematics 2025-06-23 Joshua L. Pughe-Sanford , Sam Quinn , Teodor Balabanski , Roman O. Grigoriev

In this paper, we consider the problem of computing robust controlled invariants for discrete-time monotone dynamical systems. We consider different classes of monotone systems depending on whether the sets of states, control inputs and…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Adnane Saoud , Murat Arcak

Markov models are often used to capture the temporal patterns of sequential data for statistical learning applications. While the Hidden Markov modeling-based learning mechanisms are well studied in literature, we analyze a…

Machine Learning · Statistics 2021-03-25 Devesh K. Jha

The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable…

Probability · Mathematics 2020-02-17 Alexander Zeifman , Victor Korolev , Yacov Satin

We discuss various numerical approaches for studying the chaotic dynamics of multidimensional Hamiltonian systems, focusing our analysis on the chaotic evolution of initially localized energy excitations in the disordered Klein-Gordon…

Chaotic Dynamics · Physics 2023-11-09 Charalampos Skokos

Incorporating probabilistic terms in mathematical models is crucial for capturing and quantifying uncertainties in real-world systems, especially when the solution is not unique or exhibits sudden qualitative changes as parameters vary.…

Numerical Analysis · Mathematics 2026-02-17 Isabella Carla Gonnella , Moaad Khamlich , Federico Pichi , Gianluigi Rozza

Uncertainty is an essential consideration for time series forecasting tasks. In this work, we specifically focus on quantifying the uncertainty of traffic forecasting. To achieve this, we develop Deep Spatio-Temporal Uncertainty…

Machine Learning · Computer Science 2022-08-12 Weizhu Qian , Dalin Zhang , Yan Zhao , Kai Zheng , James J. Q. Yu

In this paper, a novel formulation of discrete chaotic iterations in the field of dynamical systems is given. Their topological properties are studied: it is mathematically proved that, under some conditions, these iterations have a chaotic…

Cryptography and Security · Computer Science 2017-02-09 Jacques M. Bahi , Christophe Guyeux

We introduce "state space persistence analysis" for deducing the symbolic dynamics of time series data obtained from high-dimensional chaotic attractors. To this end, we adapt a topological data analysis technique known as persistent…

Chaotic Dynamics · Physics 2020-03-13 Gökhan Yalnız , Nazmi Burak Budanur

We consider the number of Bowen sets which are necessary to cover a large measure subset of the phase space. This introduce some complexity indicator characterizing different kind of (weakly) chaotic dynamics. Since in many systems its…

Dynamical Systems · Mathematics 2015-06-26 S. Galatolo

Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…

Machine Learning · Computer Science 2007-07-13 Christopher C. Strelioff , James P. Crutchfield

Representations of sequential data are commonly based on the assumption that observed sequences are realizations of an unknown underlying stochastic process, where the learning problem includes determination of the model parameters. In this…

Machine Learning · Statistics 2019-09-17 Ronny Hug , Wolfgang Hübner , Michael Arens

Past approaches for statistical shape analysis of objects have focused mainly on objects within the same topological classes, e.g., scalar functions, Euclidean curves, or surfaces, etc. For objects that differ in more complex ways, the…

Computer Vision and Pattern Recognition · Computer Science 2020-05-18 Xiaoyang Guo , Anuj Srivastava