Related papers: Resummation Methods for Analyzing Time Series
We show with several examples that renormalization group (RG) theory can be used to understand singular and reductive perturbation methods in a unified fashion. Amplitude equations describing slow motion dynamics in nonequilibrium phenomena…
A method is described to probe high-scale physics in lower-energy experiments by employing sum rules in terms of renormalisation group invariants. The method is worked out in detail for the study of supersymmetry-breaking mechanisms in the…
In Causal Perturbation Theory the process of renormalization is precisely equivalent to the extension of time ordered distributions to coincident points. This is achieved by a modified Taylor subtraction on the corresponding test functions.…
We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…
Analytic methods to investigate periodic orbits in galactic potentials. To evaluate the quality of the approximation of periodic orbits in the logarithmic potential constructed using perturbation theory based on Hamiltonian normal forms.…
We give an introduction to renormalisation, focusing first on a pedagogical description of fundamental concepts of the procedure and its features, then we introduce the renormalisation group and its equations. We discuss then the case of…
Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…
Renormalization plays an important role in the theoretically and mathematically careful analysis of models in condensed-matter physics. I review selected results about correlated-fermion systems, ranging from mathematical theorems to…
We investigate to what extent renormalization can be understood as an algebraic manipulation on concatenated one-loop integrals. We find that the resulting algebra indicates a useful connection to knot theory.
By combining the telescoping method with an algebraic relation, four classes of binomial moments are examined. Several explicit summation formulae are established.
We describe a new method of calculating the renormalised energy of a field obeying the Maxwell and Dirac equations. The method does not involve evaluating integrals but relies instead on summing a geometric series. We show that the new…
In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space…
Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…
A perturbative approach for non renormalizable theories is developed. It is shown that the introduction of an extra expansion parameter allows one to get rid of divergences and express physical quantities as series with finite coefficients.…
The general scheme for the treatment of relaxation processes and temporal autocorrelations of dynamical variables for many particle systems is presented in framework of the recurrence relations approach. The time autocorrelation functions…
Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…
Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…
Phase equations describing the evolution of large scale modulation of spatially periodic patterns in two dimensional systems are derived by employing the renormalization group method. A general formula for phase diffusion coefficients is…
We define causal estimands for experiments on single time series, extending the potential outcome framework to dealing with temporal data. Our approach allows the estimation of some of these estimands and exact randomization based p-values…
The analysis of intermittent data is improved. The standard method of recovering the history of a particle cascade is proved in general not to reproduce the structure of the true cascade. The recovering corrections to the standard method…