Related papers: Testing Separability of Functional Time Series
The deviation test belong to core tools in point process statistics, where hypotheses are typically tested considering differences between an empirical summary function and its expectation under the null hypothesis, which depend on a…
The essential variables in a finite function $f$ are defined as variables which occur in $f$ and weigh with the values of that function. The number of essential variables is an important measure of complexity for discrete functions. When…
The Rasch model is the most prominent member of the class of latent trait models that are in common use. The main reason is that it can be considered as a measurement model that allows to separate person and item parameters, a feature that…
We do the error analysis in reliability measures due to the assumption of independence amongst the component lifetimes. In reliability theory, we come across different n-component structures like series, parallel, and k-out-of-n systems. A…
We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…
Identifiability concerns finding which unknown parameters of a model can be estimated from given input-output data. If some subset of the parameters of a model cannot be determined given input-output data, then we say the model is…
In this paper we propose a sequence of tests which gives a definitive test for checking $2\times M$ separability. The test is definitive in the sense that each test corresponds to checking membership in a cone, and that the closure of the…
Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…
Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated…
Predicting the evolution of a large system of units using its structure of interaction is a fundamental problem in complex system theory. And so is the problem of reconstructing the structure of interaction from temporal observations. Here,…
This paper presents background, the basic steps and an example for a testability analysis framework for non-functional properties.
Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…
Within the framework of functional data analysis, we develop principal component analysis for periodically correlated time series of functions. We define the components of the above analysis including periodic, operator-valued filters,…
Finding separable certificates of stability is important for tractability of analysis methods for large-scale networked systems. In this paper we consider the question of when a nonlinear system which is contracting, i.e. all solutions are…
A key step in separating signal from noise in time series by means of singular spectrum analysis (SSA) is grouping. We present a multiple testing method for the grouping step in SSA. As separability criterion, we utilize the weighted…
Functional principal component analysis (FPCA) has played an important role in the development of functional time series analysis. This note investigates how FPCA can be used to analyze cointegrated functional time series and proposes a…
Software measurement is an essential management tool to develop robust and maintainable software systems. Software metrics can be used to control the inherent complexities in software design. To guarantee that the components of the software…
For fragments L of first-order logic (FO) with counting quantifiers, we consider the definability problem, which asks whether a given L-formula can be equivalently expressed by a formula in some fragment of L without counting, and the more…
A time-domain test for the assumption of second order stationarity of a functional time series is proposed. The test is based on combining individual cumulative sum tests which are designed to be sensitive to changes in the mean, variance…
This paper studies the robustness of observability of a linear time-invariant system under sensor failures from a computational perspective. To be precise, the problem of determining the minimum number of sensors whose removal can destroy…