Related papers: Autocorrelation functions for point-process time s…
A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…
Accounting for the effects of stellar magnetic phenomena is indispensable to fully exploit radial velocities (RVs). Correlated time variations are often mitigated by Gaussian processes (GP). They rely on fitting kernel functions that are…
Aperiodic variability is a characteristic feature of young stars, massive stars, and active galactic nuclei. With the recent proliferation of time domain surveys, it is increasingly essential to develop methods to quantify and analyze…
A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…
A method is presented to automatically generate context models of data by calculating the data's autocorrelation function. The largest values of the autocorrelation function occur at the offsets or lags in the bitstream which tend to be the…
A source traffic model for machine-to-machine communications is presented in this paper. We consider a model in which devices operate in a regular mode until they are triggered into an alarm mode by an alarm event. The positions of devices…
In this paper, we propose a new comparison tool for spatial homogeneity of point processes, based on the joint examination of void probabilities and factorial moment measures. We prove that determinantal and permanental processes, as well…
This paper develops a new time series clustering procedure allowing for heteroskedasticity, non-normality and model's non-linearity. At this aim, we follow a fuzzy approach. Specifically, considering a Dynamic Conditional Score (DCS) model,…
In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…
Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…
This work aims at estimating inverse autocovariance matrices of long memory processes admitting a linear representation. A modified Cholesky decomposition is used in conjunction with an increasing order autoregressive model to achieve this…
Multitime correlation functions provide useful probes for the ensembles of trajectories underlying the stochastic dynamics of complex systems. These can be obtained by measuring their optical response to sequences of ultrashort optical…
Linear measures such as cross-correlation have been used successfully to determine time delays from the given processes. Such an analysis often precedes identifying possible causal relationships between the observed processes. The present…
In this research paper, the relationship between finite / countable state space stochastic processes and point processes is explored. Utilizing the known relationship between Poisson processes and continuous time Markov chains, finite /…
It is commonly assumed that a specific testing occasion (task, design, procedure, etc.) provides insights that generalise beyond that occasion. This assumption is infrequently carefully tested in data. We develop a statistically principled…
Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…
We study synthetic temporal networks whose evolution is determined by stochastically evolving node variables - synthetic analogues of, e.g., temporal proximity networks of mobile agents. We quantify the long-timescale correlations of these…
Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…
Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when…
The autocorrelation of a sequence is a useful criterion, among all, of resistance to cryptographic attacks. The behavior of the autocorrelations of random Boolean functions (studied by Florian Caullery, Eric F\'erard and Fran\c{c}ois Rodier…