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This paper provides insight into when, why, and how forecast strategies fail when they are applied to complicated time series. We conjecture that the inherent complexity of real-world time-series data---which results from the dimension,…

Information Theory · Computer Science 2014-11-24 Joshua Garland , Ryan James , Elizabeth Bradley

It has recently been pointed out that Hamiltonian particle systems in constant magnetic fields satisfy generalized time-reversal symmetries that enable to prove useful statistical relationships based on equilibrium phase-space probability…

Statistical Mechanics · Physics 2021-02-24 Alessandro Coretti , Lamberto Rondoni , Sara Bonella

We propose the Fourier-domain transfer entropy spectrum, a novel generalization of transfer entropy, as a model-free metric of causality. For arbitrary systems, this approach systematically quantifies the causality among their different…

Data Analysis, Statistics and Probability · Physics 2021-10-14 Yang Tian , Yaoyuan Wang , Ziyang Zhang , Pei Sun

The Bott index is an index that discerns among pairs of unitary matrices that can or cannot be approximated by a pair of commuting unitary matrices. It has been successfully employed to describe the approximate integer quantization of the…

Mesoscale and Nanoscale Physics · Physics 2019-01-08 Daniele Toniolo

Time Series Extrinsic Regression (TSER) involves using a set of training time series to form a predictive model of a continuous response variable that is not directly related to the regressor series. The TSER archive for comparing…

Machine Learning · Computer Science 2026-05-11 David Guijo-Rubio , Matthew Middlehurst , Guilherme Arcencio , Diego Furtado Silva , Anthony Bagnall

Computing accurate periodic responses in strongly nonlinear or even non-smooth vibration systems remains a fundamental challenge in nonlinear dynamics. Existing numerical methods, such as the Harmonic Balance Method (HBM) and the Shooting…

Numerical Analysis · Mathematics 2025-10-28 Limin Cao , Yanmao Chen , Li Wang , Loic Salles , Zechang Zheng

Perturbing a system far away from equilibrium via a time dependent protocol can formally be described by a nonlinear Volterra series expansion. Here we derive identities for the nonlinear memory kernels arising in such nonlinear expansion,…

Statistical Mechanics · Physics 2025-02-17 Juliana Caspers , Matthias Krüger

In Internet of things (IoT), data is continuously recorded from different data sources and devices can suffer faults in their embedded electronics, thus leading to a high-dimensional data sets and concept drift events. Therefore, methods…

Machine Learning · Computer Science 2021-07-22 Hugo Vinicius Bitencourt , Frederico Gadelha Guimarães

Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…

Methodology · Statistics 2024-10-07 Peijun Sang , Dehan Kong , Shu Yang

We study an information-theoretic measure of uncertainty for quantum systems. It is the Shannon information $I$ of the phase space probability distribution $\la z | \rho | z \ra $, where $|z \ra $ are coherent states, and $\rho$ is the…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Arlen Anderson , Jonathan J. Halliwell

We present a method for incremental modeling and time-varying control of unknown nonlinear systems. The method combines elements of evolving intelligence, granular machine learning, and multi-variable control. We propose a State-Space…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Daniel Leite , Pedro Coutinho , Iury Bessa , Murilo Camargos , Luiz Cordovil Junior , Reinaldo Palhares

This paper aims to study the prediction of the bank stability index based on the Time Series Transformer model. The bank stability index is an important indicator to measure the health status and risk resistance of financial institutions.…

Risk Management · Quantitative Finance 2024-12-06 Wenying Sun , Zhen Xu , Wenqing Zhang , Kunyuan Ma , You Wu , Mengfang Sun

The Fleming-Viot (FV) process is a measure-valued diffusion that models the evolution of type frequencies in a countable population which evolves under resampling (genetic drift), mutation, and selection. In the classic FV model the fitness…

Probability · Mathematics 2017-01-13 Arash Jamshidpey

A possible way to extract information about the reversible dissociation of a molecular adhesion bond from force fluctuations observed in force ramp experiments is discussed. For small loading rates the system undergoes a limited number of…

Statistical Mechanics · Physics 2015-06-18 Gregor Diezemann

This is a paper in the intersection of time series analysis and complexity theory that presents new results on permutation complexity in general and permutation entropy in particular. In this context, permutation complexity refers to the…

Information Theory · Computer Science 2021-11-08 J. M. Amigó , R. Dale , P. Tempesta

Recently there has been considerable interest in the Fluctuation Theorem (FT). The FT shows how time reversible microscopic dynamics leads to irreversible macroscopic behavior as the system size or observation time increases. We show that…

Statistical Mechanics · Physics 2008-02-18 Denis J. Evans , Debra J. Searles

The chaotic phenomenon of intermittency is modeled by a simple map of the unit interval, the Farey map. The long term dynamical behaviour of a point under iteration of the map is translated into a spin system via symbolic dynamics. Methods…

Chaotic Dynamics · Physics 2017-01-18 Peter Sheridan Dodds

In bipartite consensus tracking (BCT) tasks for nonlinear multiagent systems, stochastic disturbances and actuator faults are regarded as essential factors that hamper effective controller formulation and tracking precision improvement. To…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Amorey Lewis

We introduce a particular construction of an autocorrelation matrix of a time series and its analysis based on the random-matrix theory ideas that is capable of unveiling the type of correlations information which is inaccessible to the…

Data Analysis, Statistics and Probability · Physics 2013-06-11 Tayeb Jamali , Hamed Saberi , G. R. Jafari

We use the statistical properties of Shannon entropy estimator and Kullback-Leibler divergence to study the predictability of ultra-high frequency financial data. We develop a statistical test for the predictability of a sequence based on…

Statistical Finance · Quantitative Finance 2024-05-20 Andrey Shternshis , Stefano Marmi