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Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

Motivated by multi-hop communication in unreliable wireless networks, we present a percolation theory for time-varying networks. We develop a renormalization group theory for a prototypical network on a regular grid, where individual links…

Statistical Mechanics · Physics 2018-05-29 Jens Karschau , Marco Zimmerling , Benjamin M. Friedrich

Temporal graphs provide a useful model for many real-world networks. Unfortunately the majority of algorithmic problems we might consider on such graphs are intractable. There has been recent progress in defining structural parameters which…

Discrete Mathematics · Computer Science 2024-11-20 Jessica Enright , Samuel D. Hand , Laura Larios-Jones , Kitty Meeks

We study a probabilistic variant of binary session types that relate to a class of Finite-State Markov Chains. The probability annotations in session types enable the reasoning on the probability that a session terminates successfully, for…

Logic in Computer Science · Computer Science 2020-07-24 Omar Inverso , Hernán Melgratti , Luca Padovani , Catia Trubiani , Emilio Tuosto

This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…

Statistics Theory · Mathematics 2012-04-19 Richard A. Davis , Heng Liu

Motivated by the problem of predicting sleep states, we develop a mixed effects model for binary time series with a stochastic component represented by a Gaussian process. The fixed component captures the effects of covariates on the…

Methodology · Statistics 2018-10-23 Xu Gao , Babak Shahbaba , Hernando Ombao

We study the influence of a graph parameter called modular-width on the time complexity for optimally solving well-known polynomial problems such as Maximum Matching, Triangle Counting, and Maximum $s$-$t$ Vertex-Capacitated Flow. The…

Data Structures and Algorithms · Computer Science 2018-04-27 Stefan Kratsch , Florian Nelles

This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…

Methodology · Statistics 2016-08-11 Almut E. D. Veraart

We propose a time series analysis framework focused on higher-order temporal correlations in the event sequence beyond the interevent time distribution by employing the burst-tree decomposition method. Bursts are clustered events that…

Data Analysis, Statistics and Probability · Physics 2025-12-02 Tibebe Birhanu , Hang-Hyun Jo

Given independent random variables $Y_1, \ldots, Y_n$ with $Y_i \in \{0,1\}$ we test the hypothesis whether the underlying success probabilities $p_i$ are constant or whether they are periodic with an unspecified period length of $r \ge 2$.…

Statistics Theory · Mathematics 2024-10-15 Finn Schmidtke , Mathias Vetter

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

High resolution satellite image sequences are multidimensional signals composed of spatio-temporal patterns associated to numerous and various phenomena. Bayesian methods have been previously proposed in (Heas and Datcu, 2005) to code the…

Computer Vision and Pattern Recognition · Computer Science 2007-09-20 Patrick Héas , Mihai Datcu

We consider the problem of analyzing multivariate time series collected on multiple subjects, with the goal of identifying groups of subjects exhibiting similar trends in their recorded measurements over time as well as time-varying groups…

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence whose covariance function obeys a power law. In this paper, we further develop generalized Bernoulli processes, reveal their asymptotic behaviors,…

Probability · Mathematics 2023-11-21 Jeonghwa Lee

Novel prediction methods should always be compared to a baseline to know how well they perform. Without this frame of reference, the performance score of a model is basically meaningless. What does it mean when a model achieves an $F_1$ of…

Machine Learning · Computer Science 2022-03-25 Etienne van de Bijl , Jan Klein , Joris Pries , Sandjai Bhulai , Mark Hoogendoorn , Rob van der Mei

The topic of this paper is the distributed and incremental generation of long executions of concurrent systems, uniformly or more generally with weights associated to elementary actions. Synchronizing sequences of letters on alphabets…

Formal Languages and Automata Theory · Computer Science 2017-04-27 Samy Abbes

Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…

Methodology · Statistics 2026-04-09 Qin Fang , Xinghao Qiao , Zihan Wang

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

Classic cycle-joining techniques have found widespread application in creating universal cycles for a diverse range of combinatorial objects, such as shorthand permutations, weak orders, orientable sequences, and various subsets of $k$-ary…

Combinatorics · Mathematics 2024-07-18 J. Sawada , J. Sears , A. Trautrim , A. Williams

A new object of the probability theory, two-sided chain of events (symbols), is introduced. A theory of multi-steps Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to establish…

Data Analysis, Statistics and Probability · Physics 2007-05-23 S. S. Apostolov , Z. A. Mayzelis , O. V. Usatenko , V. A. Yampol'skii