Related papers: Resummation Methods for Analyzing Time Series
There is nowadays a constant flux of data being generated and collected in all types of real world systems. These data sets are often indexed by time, space or both requiring appropriate approaches to analyze the data. In univariate…
The technique known as group averaging provides powerful machinery for the study of constrained systems. However, it is likely to be well defined only in a limited set of cases. Here, we investigate the possibility of using a `renormalized'…
A new renormalization scheme for theories with nontrivial internal symmetry is proposed. The scheme is regularization independent and respects the symmetry requirements.
After reviewing basic facts about large-order behaviour of perturbation expansions in various fields of physics, I consider several alternatives to the Borel summation method and discuss their relevance to different physical situations.…
A summation is a shift-invariant ${\rm R}$-module homomorphism from a submodule of ${\rm R}[[\sigma]]$ to ${\rm R}$ or another ring. [11] formalized a method for extending a summation to a larger domain by telescoping. In this paper, we…
This project revolves around studying estimators for parameters in different Time Series models and studying their assymptotic properties. We introduce various bootstrap techniques for the estimators obtained. Our special emphasis is on…
Dynamics of complex systems is studied by first considering a chaotic time series generated by Lorenz equations and adding noise to it. The trend (smooth behavior) is separated from fluctuations at different scales using wavelet analysis…
New theoretical approaches about forecasting stock markets are proposed. A mathematization of the stock market in terms of arithmetical relations is given, where some simple (non-differential, non-fractal) expressions are also suggested as…
The self-similar analysis of time series, suggested earlier by the authors, is applied to the description of market crises. The main attention is payed to the October 1929, 1987 and 1997 stock market crises, which can be successfully…
An ill-defined integral equation for modeling the mass-spectrum of mesons is regulated with an additional but unphysical parameter. This parameter dependance is removed by renormalization. Illustrative graphical examples are given.
Symmetry techniques based on group theory play a prominent role in the analysis of nuclear phenomena, and in particular in the understanding of observed regular patterns in nuclear spectra and selection rules for electromagnetic…
An approach is suggested defining effective sums of divergent series in the form of self-similar exponential approximants. The procedure of constructing these approximants from divergent series with arbitrary noninteger powers is developed.…
Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount…
A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…
This article discusses recent developments in the literature of quantile time series models in the cases of stationary and nonstationary underline stochastic processes.
Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…
Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…
We discuss the resummation approach in QCD Analytic Perturbation Theory (APT). We start with a simple example of asymptotic power series for a zero-dimensional analog of the scalar $g\,\phi^4$ model. Then we give a short historic preamble…
We present a new method for the reconstruction of rational functions through finite-fields sampling that can significantly reduce the number of samples required. The method works by exploiting all the independent linear relations among…
We introduce a systematic approach for the resummation of perturbative series which involve large logarithms not only due to large invariant mass ratios but large rapidities as well. Series of this form can appear in a variety of gauge…