Related papers: Testing for explosive bubbles: a review

Time series analysis has become crucial in various fields, from engineering and finance to healthcare and social sciences. Due to their multidimensional nature, time series often need to be embedded into a fixed-dimensional feature space to…

This study focuses on exploring the use of local interpretability methods for explaining time series clustering models. Many of the state-of-the-art clustering models are not directly explainable. To provide explanations for these…

Information in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some…

A new concept called biased derivative is proposed. It has a potential to better understand and model some aspects of dynamical systems associated with creating bubbles.

The Portmanteau test provides the vanilla method for detecting serial correlations in classical univariate time series analysis. The method is extended to the case of observations from a locally stationary functional time series. Asymptotic…

We derive tests of stationarity for univariate time series by combining change-point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in the serial dependence. The proposed approach relies on a…

We investigate the dynamics of many interacting bubbles in boiling water by using a laser scattering experiment. Specifically, we analyze the temporal variations of a laser intensity signal which passed through a sample of boiling water.…

Pulsars of very different types - isolated objects, and binaries with short- and long-period orbits, white-dwarf and neutron-star companions - provide the means to test both the predictions of general relativity and the viability of…

We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility…

Recent advances in technology have brought major breakthroughs in data collection, enabling a large amount of data to be gathered over time and thus generating time series. Mining this data has become an important task for researchers and…

This paper studies permutation tests for regression parameters in a time series setting, where the time series is assumed stationary but may exhibit an arbitrary (but weak) dependence structure. In such a setting, it is perhaps surprising…

We discuss perspectives for new tests of general relativity which are based on recent technological developments as well as new ideas. We focus our attention on tests performed with atomic clocks and do not repeat arguments present in the…

The dynamics of rapidly collapsing bubbles are of great interest due to the high degree of energy focusing that occurs withing the bubble. Molecular dynamics provides a way to model the interior of the bubble and couple the gas dynamics…

This review discusses methods of testing for a panel unit root. Modern approaches to testing in cross-sectionally correlated panels are discussed, preceding the analysis with an analysis of independent panels. In addition, methods for…

Component-based software development (CBSD) is an alternative approach to constructing software systems that offers numerous benefits, particularly in decreasing the complexity of system design. However, deploying components into a system…

This work presents a review of the current state of research in data-driven turbulence closure modeling. It offers a perspective on the challenges and open issues, but also on the advantages and promises of machine learning methods applied…

In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been…

We apply a distance-based Bell-test analysis method [E. Knill et al., Phys. Rev. A. 91, 032105 (2015)] to three experimental data sets where conventional analyses failed or required additional assumptions. The first is produced from a new…

We present our first attempts to formulate a thermodynamics-like description of explosions. The motivation is partly a fundamental interest in non-equilibrium statistical physics, partly the resemblance of an explosion to the late stages of…

Nuclear supersymmetry is reviewed and some of its applications and extensions are discussed, together with a proposal for new, more stringent and precise tests to probe the supersymmetry classification, in particular, correlations between…