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A time series forecasting model--which is typically built on a single time series--is known as a local time series model (tsLM). In contrast, a forecasting model trained on multiple time series is referred to as a global time series model…

Machine Learning · Computer Science 2025-11-10 Junru Ren , Shaomin Wu

We introduce a non-homogeneous version of the generalized counting process (GCP), namely, the non-homogeneous generalized counting process (NGCP). We time-change the NGCP by an independent inverse stable subordinator to obtain its…

Probability · Mathematics 2022-10-11 K. K. Kataria , M. Khandakar , P. Vellaisamy

When deriving a master equation for a multipartite weakly-interacting open quantum systems, dissipation is often addressed \textit{locally} on each component, i.e. ignoring the coherent couplings, which are later added `by hand'. Although…

Multimodal-attributed graphs (MAGs) are a fundamental data structure for multimodal graph learning (MGL), enabling both graph-centric and modality-centric tasks. However, our empirical analysis reveals inherent topology quality limitations…

Machine Learning · Computer Science 2026-03-31 Yinlin Zhu , Xunkai Li , Di Wu , Wang Luo , Miao Hu , Di Wu

The paper deals with homogenization and higher order approximations of solutions to nonlocal evolution equations of convolution type whose coefficients are periodic in the spatial variables and random stationary in time. We assume that the…

Analysis of PDEs · Mathematics 2026-02-11 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

We introduce a hybrid projection scheme that combines linear Mori projection and conditional Zwanzig projection techniques and use it to derive a Generalized Langevin Equation (GLE) for a general interacting many-body system. The resulting…

Chemical Physics · Physics 2022-08-31 Cihan Ayaz , Benjamin A. Dalton , Roland R. Netz

We present easily verifiable sufficient conditions of time-independence and commutativity for local and nonlocal symmetries for a large class of homogeneous (1+1)-dimensional evolution systems. In contrast with the majority of known…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. Sergyeyev

We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…

Methodology · Statistics 2017-04-25 Wagner Hugo Bonat , Bent Jørgensen

We propose NonStGM, a general nonparametric graphical modeling framework for studying dynamic associations among the components of a nonstationary multivariate time series. It builds on the framework of Gaussian Graphical Models (GGM) and…

Statistics Theory · Mathematics 2022-03-22 Sumanta Basu , Suhasini Subba Rao

In the wild, we often encounter collections of sequential data such as electrocardiograms, motion capture, genomes, and natural language, and sequences may be multichannel or symbolic with nonlinear dynamics. We introduce a new method to…

Machine Learning · Computer Science 2024-06-12 Jonathan Y. Zhou , Yao Xie

In this paper, time-independent Hamiltonian systems are investigated via a Lie-group/algebra formalism. The (unknown) solution linked with the Hamiltonian is considered to be a Lie-group transformation of the initial data, where the group…

Mathematical Physics · Physics 2020-08-10 Sébastien Bertrand

The irreversible generalized Langevin equation (iGLE) contains a nonstationary friction kernel that in certain limits reduces to the GLE with space-dependent friction. For more general forms of the friction kernel, the iGLE was previously…

Statistical Mechanics · Physics 2007-05-23 Marc Vogt , Rigoberto Hernandez

The homogeneous cooling state (HCS) of a granular gas described by the inelastic Boltzmann equation is reconsidered. As usual, particles are taken as inelastic hard disks or spheres, but now the coefficient of normal restitution $\alpha$ is…

Statistical Mechanics · Physics 2018-04-19 Nagi Khalil

This paper introduces a method for studying the correlation structure of a range of responses modelled by a multivariate generalised linear mixed model (MGLMM). The methodology requires the existence of clusters of observations and that…

Methodology · Statistics 2021-08-02 Jeanett S. Pelck , Rodrigo Labouriau

One essential goal of constructing coarse-grained molecular dynamics (CGMD) models is to accurately predict non-equilibrium processes beyond the atomistic scale. While a CG model can be constructed by projecting the full dynamics onto a set…

Computational Physics · Physics 2024-09-19 Liyao Lyu , Huan Lei

In this paper, we define an underlying data generating process that allows for different magnitudes of cross-sectional dependence, along with time series autocorrelation. This is achieved via high-dimensional moving average processes of…

Econometrics · Economics 2025-07-22 Jiti Gao , Fei Liu , Bin Peng , Yayi Yan

Growth mixture modeling (GMM) is an analytical tool for identifying multiple unobserved sub-populations of longitudinal processes. In particular, it describes change patterns within each latent sub-population and examines between-individual…

Methodology · Statistics 2025-12-02 Jin Liu

Our previous study [1] has demonstrated that the gauge theory is a proper framework for characterizing the local temporal and spatial interactions in inhomogeneous elastic media. However, in that study temporal interactions were interpreted…

Classical Physics · Physics 2025-06-10 Zhihai Xiang

Motivated by a range of biological applications related to the transport of molecules in cells, we present a modular framework to treat first-passage problems for diffusion in partitioned spaces. The spatial domains can differ with respect…

Statistical Mechanics · Physics 2021-04-28 Daniela Frömberg , Felix Höfling

The time-convolutionless quantum master equation is an exact description of the nonequilibrium dynamics of open quantum systems, with the advantage of being local in time. We derive a perturbative expansion to arbitrary order in the…

Mesoscale and Nanoscale Physics · Physics 2019-03-14 Konstantin Nestmann , Carsten Timm