Related papers: Inference of a time delay in stochastic systems

Gene expression time delays, modelling the complex biological processes of gene transcription and translation, have been shown to play an important role in cellular dynamics. Time delays, motivated by the gene expression process, can also…

Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis…

We propose a simple method to measure synchronization and time delay patterns between signals. It is based on the relative timings of events in the time series, defined e.g. as local maxima. The degree of synchronization is obtained from…

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

The concept of time mostly plays a subordinate role in finance and economics. The assumption is that time flows continuously and that time series data should be analyzed at regular, equidistant intervals. Nonetheless, already nearly 60…

We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…

In this paper, we propose a new algorithm for the estimation of multiple time delays (TDs). Since a TD is a fundamental spatial cue for sensor array signal processing techniques, many methods for estimating it have been studied. Most of…

Time-delay systems are, in many ways, a natural set of dynamical systems for natural scientists to study because they form an interface between abstract mathematics and data. However, they are complicated because past states must be…

Online recommender systems often face long delays in receiving feedback, especially when optimizing for some long-term metrics. While mitigating the effects of delays in learning is well-understood in stationary environments, the problem…

In this article, we propose a technique to predict the response associated with an unlabeled time series of networks in a semisupervised setting. Our model involves a collection of time series of random networks of growing size, where some…

We present a method for time series analysis of both, scalar and nonscalar time-delay systems. If the dynamics of the system investigated is governed by a time-delay induced instability, the method allows to determine the delay time. In a…

In this paper we address the problem of adaptive state observation of affine-inthe-states time-varying systems with delayed measurements and unknown parameters. The development of the results proposed in the [Bobtsov et al. 2021a] and in…

This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…

With the emergence of new application areas such as cyber-physical systems and human-in-the-loop applications ensuring a specific level of end-to-end network latency with high reliability (e.g., 99.9%) is becoming increasingly critical. To…

Stochastic thermodynamics (ST) for delayed Langevin systems are discussed. By using the general principles of ST, the first-law-like energy balance and trajectory-dependent entropy s(t) can be well-defined in a similar way as that in a…

A modification to the ${\cal L}_1$ control framework for uncertain systems with actuator delay is presented. Specifically, a time delay is introduced in the control input of the state predictor to compensate for the destabilizing effect of…

It is difficult to analyze the stability of systems with time-varying delays. One approach is to construct a time-transformation that converts the system into a form with a constant delay but with a time-varying scalar appearing in the…

Time perception is the phenomenological experience of time by an individual. In this paper, we study how to replicate neural mechanisms involved in time perception, allowing robots to take a step towards temporal cognition. Our framework…