Related papers: A nonlinearity and model specification test for fu…

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

A new single-index model that reflects the time-dynamic effects of the single index is proposed for longitudinal and functional response data, possibly measured with errors, for both longitudinal and time-invariant covariates. With…

This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…

Anomaly detection in database management systems (DBMSs) is difficult because of increasing number of statistics (stat) and event metrics in big data system. In this paper, I propose an automatic DBMS diagnosis system that detects anomaly…

The presence of outlying observations may adversely affect statistical testing procedures that result in unstable test statistics and unreliable inferences depending on the distortion in parameter estimates. In spite of the fact that the…

Given a time series of multicomponent measurements of an evolving stimulus, nonlinear blind source separation (BSS) seeks to find a "source" time series, comprised of statistically independent combinations of the measured components. In…

This paper proposes a novel approach for designing functional observers for nonlinear systems, with linear error dynamics and assignable poles. Sufficient conditions for functional observability are first derived, leading to functional…

Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence…

Hypothesis testing for the slope function in functional linear regression is of both practical and theoretical interest. We develop a novel test for the nullity of the slope function, where testing the slope function is transformed into…

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…

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…

The increasing use of model-based tools enables further use of formal verification techniques in the context of distributed real-time systems. To avoid state explosion, it is necessary to construct verification models that focus on the…

This paper proposes a new mutual independence test for a large number of high dimensional random vectors. The test statistic is based on the characteristic function of the empirical spectral distribution of the sample covariance matrix. The…

Numerous studies have been devoted to the estimation and inference problems for functional linear models (FLM). However, few works focus on model checking problem that ensures the reliability of results. Limited tests in this area do not…

Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…

This article explores a general factor structure for high-dimensional nonstationary functional time series, encompassing a wide range of factor models studied in the existing literature. We investigate the asymptotic spectral behaviors of…

The problem of testing the equality of the generating processes of two categorical time series is addressed in this work. To this aim, we propose three tests relying on a dissimilarity measure between categorical processes. Particular…

Modelling a large bundle of curves arises in a broad spectrum of real applications. However, existing literature relies primarily on the critical assumption of independent curve observations. In this paper, we provide a general theory for…