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Related papers: A General Description of Growth Trends

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Mining frequent episodes aims at recovering sequential patterns from temporal data sequences, which can then be used to predict the occurrence of related events in advance. On the other hand, gradual patterns that capture co-variation of…

Machine Learning · Computer Science 2020-10-21 Jerry Lonlac , Arnaud Doniec , Marin Lujak , Stephane Lecoeuche

Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…

Machine Learning · Computer Science 2018-12-06 Qingsong Wen , Jingkun Gao , Xiaomin Song , Liang Sun , Huan Xu , Shenghuo Zhu

We propose an online algorithm for tracking a multidimensional time-varying parameter of a time series, which is also allowed to be a predictable process with respect to the underlying time series. The algorithm is driven by a gain…

Statistics Theory · Mathematics 2013-11-15 Eduard Belitser , Paulo Serra

This paper extends the canonical model of epidemiology, the SIRD model, to allow for time-varying parameters for real-time measurement and prediction of the trajectory of the Covid-19 pandemic. Time variation in model parameters is captured…

Econometrics · Economics 2023-02-01 Cem Cakmakli , Yasin Simsek

Recent methods have been developed to map single-cell lineage statistics to population growth. Because population growth selects for exponentially rare phenotypes, these methods inherently depend on sampling large deviations from finite…

Statistical Mechanics · Physics 2025-01-16 Trevor GrandPre , Ethan Levien , Ariel Amir

Consider the one-parameter generalizations of the logarithmic and exponential functions which are obtained from the integration of non-symmetrical hyperboles. These generalizations coincide to the one obtained in the context of…

General Finance · Quantitative Finance 2009-10-20 Alexandre Souto Martinez , Rodrigo Silva Gonzalez , Cesar Augusto Sangaletti Tercariol

We discovered that the time evolution of the inverse fractional daily growth of new infections, N/dN, in the current outbreak of COVID-19 is accurately described by a universal function, namely the two-parameter Gumbel cumulative function,…

Populations and Evolution · Quantitative Biology 2020-04-29 Emanuele Daddi , Mauro Giavalisco

We introduce the concept of regular expression characteristics as a unified way to concisely express bounds on time-series constraints. This allows us not only to define time-series constraints in a compositional way, but also to deal with…

Formal Languages and Automata Theory · Computer Science 2017-03-21 Ekaterina Arafailova , Nicolas Beldiceanu , Helmut Simonis

A recent burst of dynamic single-cell growth-division data makes it possible to characterize the stochastic dynamics of cell division control in bacteria. Different modeling frameworks were used to infer specific mechanisms from such data,…

Cell Behavior · Quantitative Biology 2017-03-22 Jacopo Grilli , Matteo Osella , Andrew S. Kennard , Marco Cosentino Lagomarsino

The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…

Statistics Theory · Mathematics 2012-02-24 Alois Kneip , Pascal Sarda

Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose…

Econometrics · Economics 2019-03-20 Guohua Feng , Jiti Gao , Bin Peng

The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of…

Econometrics · Economics 2023-05-12 Alessandro Giovannelli , Marco Lippi , Tommaso Proietti

We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to…

Machine Learning · Computer Science 2015-04-24 Dong Mao , Yang Wang , Qiang Wu

We propose criteria that define a trend for time series with inherent multi-scale features. We call this trend the {\it tendency} of a time series. The tendency is defined empirically by a set of criteria and captures the large-scale…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Juan M. Restrepo , Shankar C. Venkataramani , Darin Comeau , Hermann Flaschka

This article considers to model large-dimensional matrix time series by introducing a regression term to the matrix factor model. This is an extension of classic matrix factor model to incorporate the information of known factors or useful…

Methodology · Statistics 2024-11-26 Yongchang Hui , Yuteng Zhang , Siting Huang

The proposed model is aimed to reveal important patterns in the behavior of a simplified financial system. The patterns could be detected as regular cycles consisting of debt bubbles and crises. Financial cycles have a well defined…

General Finance · Quantitative Finance 2016-09-19 Alexander Smirnov

In this communication, the approach of phenomenological universalities of growth are considered to describe the behaviour of a system showing oscillatory growth. Two phenomenological classes are proposed to consider the behaviour of a…

Chaotic Dynamics · Physics 2015-07-20 Dibyendu Biswas , Swarup Poria , Sankar Nayaran Patra

We demonstrate $k+1$-term arithmetic progressions in certain subsets of the real line whose "higher-order Fourier dimension" is sufficiently close to 1. This Fourier dimension, introduced in previous work, is a higher-order (in the sense of…

Classical Analysis and ODEs · Mathematics 2015-01-20 Marc Carnovale

This paper proposes Fourier-based and wavelet-based techniques for analyzing periodic financial time series. Conventional models such as the periodic autoregressive conditional heteroscedastic (PGARCH) and periodic autoregressive…

Methodology · Statistics 2025-05-12 Rhea Davis , N. Balakrishna

Computing moments of various parameter estimators related to an autoregressive model of Statistics, one needs to evaluate several non-trivial limits. This was done by arXiv:1506.03131 for the case of two, three and four dimensions; in this…

Statistics Theory · Mathematics 2019-08-02 Jan Vrbik