Related papers: An R package for Normality in Stationary Processes
We present vir, an R package for variational inference with shrinkage priors. Our package implements variational and stochastic variational algorithms for linear and probit regression models, the use of which is a common first step in many…
Surrogate testing techniques have been used widely to investigate the presence of dynamical nonlinearities, an essential ingredient of deterministic chaotic processes. Traditional surrogate testing subscribes to statistical hypothesis…
We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…
Systems that rely on forecasts to make decisions, e.g. control or energy trading systems, require frequent updates of the forecasts. Usually, the forecasts are updated whenever new observations become available, hence in an online setting.…
This article develops a statistical test for the null hypothesis of strict stationarity of a discrete time stochastic process in the frequency domain. When the null hypothesis is true, the second order cumulant spectrum is zero at all the…
We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…
1.) Spatio-temporal datasets that are difficult to analyze are common in ecological surveys. There are software packages available to analyze these datasets, but many of them require advanced coding skills. There is a growing need for easy…
The particle number $N$ can be used as a quantitative gauge of non-Gaussianity. This idea extends to systems that are not literally finite by assigning them a notional $N$ that captures the same deviation. For an ideal gas with $N$…
Estimating the dissipation, or the entropy production rate (EPR), can provide insights into the underlying mechanisms of nonequilibrium driven processes. Experimentally, however, only partial information can be accessed, and the ability to…
Runtime verification is a lightweight verification technique that complements model checking by analyzing system executions at runtime rather than exploring a complete system model in advance. It is particularly useful for partially…
In time series analysis, traditional bootstrapping methods often fall short due to their assumption of data independence, a condition rarely met in time-dependent data. This paper introduces tsbootstrap, a python package designed…
We describe two families of statistical tests to detect partial correlation in vectorial timeseries. The tests measure whether an observed timeseries Y can be predicted from a second series X, even after accounting for a third series Z…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
Network science established itself as a prominent tool for modeling time series and complex systems. This modeling process consists of transforming a set or a single time series into a network. Nodes may represent complete time series,…
Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…
In this paper, we propose shifting the focus of robustness evaluation for Neural Program Repair (NPR) techniques toward naturally-occurring data transformations. To accomplish this, we first examine the naturalness of semantic-preserving…
A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…
The statistical analysis of structured spatial point process data where the event locations are determined by an underlying spatially embedded relational system has become a vivid field of research. Despite a growing literature on different…
This article proposes an online bootstrap scheme for nonparametric level estimation in nonstationary time series. Our approach applies to a broad class of level estimators expressible as weighted sample averages over time windows, including…
Sample quantiles, such as the median, are often better suited than the sample mean for summarising location characteristics of a data set. Similarly, linear combinations of sample quantiles and ratios of such linear combinations, e.g. the…