Related papers: Testing for explosive bubbles: a review
The evolution of spherically symmetric unstable scalar field configurations (``bubbles'') is examined for both symmetric (SDWP) and asymmetric (ADWP) double-well potentials. Bubbles with initial static energies $E_0\la E_{{\rm crit}}$,…
We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…
We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…
The interaction of multiple bubbles is a complex physical problem. A simplified case of multiple bubbles is studied theoretically with a bubble located at the center of a circular bubble cluster. All bubbles in the cluster are equally…
Economic and financial time series can feature locally explosive behavior when a bubble is formed. The economic or financial bubble, especially its dynamics, is an intriguing topic that has been attracting longstanding attention. To…
Bounds on quantum probabilities and expectation values are derived for experimental setups associated with Bell-type inequalities. In analogy to the classical bounds, the quantum limits are experimentally testable and therefore serve as…
The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the…
Temporal data are increasingly prevalent in modern data science. A fundamental question is whether two time series are related or not. Existing approaches often have limitations, such as relying on parametric assumptions, detecting only…
The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…
In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…
We highlight a very simple statistical tool for the analysis of financial bubbles, which has already been studied in [1]. We provide extensive empirical tests of this statistical tool and investigate analytically its link with stocks…
Another Bell test "loophole" - imperfect rotational invariance - is explored, and novel realist ideas on parametric down-conversion as used in recent "quantum entanglement" experiments are presented. The usual quantum theory of entangled…
In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…
The status of the electroweak Standard Model is reviewed in the light of recent precision data and new theoretical results which have contributed to improve the predictions for precision observables, together with the remaining inherent…
This article proposes a test procedure that can be used to test ML models and ML-based systems independently of the actual training process. In this way, the typical quality statements such as accuracy and precision of these models and…
We review the astrophysical modeling of type Ia supernova explosions and describe numerical methods to implement numerical simulations of these events. Some results of such simulations are discussed.
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…
Several application domains require formal but flexible approaches to the comparison problem. Different process models that cannot be related by behavioral equivalences should be compared via a quantitative notion of similarity, which is…
The recent surge in valuations among AI related firms has renewed concerns that markets may be entering a new phase of speculative exuberance, especially in the technology and semiconductor sectors at the center of the AI investment wave.…
Undetected anomalies in time series can trigger catastrophic failures in safety-critical systems, such as chemical plant explosions or power grid outages. Although many detection methods have been proposed, their performance remains unclear…