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Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used…

Machine Learning · Computer Science 2019-11-26 Ali Caner Turkmen , Yuyang Wang , Tim Januschowski

If moments of singular measures are passed as inputs to the entropy maximization procedure, the optimization algorithm might not terminate. The framework developed in our previous paper demonstrated how input moments of measures, on a broad…

Complex Variables · Mathematics 2020-05-08 Marko Budišić , Mihai Putinar

Recurrence quantification analysis is a widely used method for characterizing patterns in time series. This article presents a comprehensive survey for conducting a wide range of recurrence-based analyses to quantify the dynamical structure…

Data Analysis, Statistics and Probability · Physics 2023-03-30 Moreno I. Coco , Dan Mønster , Giuseppe Leonardi , Rick Dale , Sebastian Wallot

The statistics of photons emitted by single multilevel systems is investigated with emphasis on the nonrenewal characteristics of the photon-arrival times. We consider the correlation between consecutive interphoton times and present closed…

Optics · Physics 2017-12-13 Felipe Caycedo-Soler , Ferney J. Rodriguez , Gert Zumofen

Cell populations are never truly homogeneous; individual cells exist in biochemical states that define functional differences between them. New technology based on microfluidic arrays combined with multiplexed quantitative polymerase chain…

It is pointed out that the moments of phase-space particle density at freeze-out can be determined from the coincidence probabilities of the events observed in multiparticle production. A method to measure the coincidence probabilities is…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. Bialas , W Czyz , K. Zalewski

Event data are prevalent in diverse domains such as financial trading, business workflows and industrial IoT nowadays. An event is often characterized by several attributes denoting the meaning associated with the corresponding occurrence…

Databases · Computer Science 2020-12-15 Ruihong Huang , Jianmin Wang

It is argued that the newly introduced moments of rapidity gaps for the event-by-event fluctuations depends on the number of events and multiplicity. The interesting ones of them are unstable under ISR energies of h-h collisions. The…

High Energy Physics - Phenomenology · Physics 2007-05-23 Liao Hongbo , Wu Yuanfang

Multiparticle production processes provide valuable information about the mechanism of the conversion of the initial energy of projectiles into a number of secondaries by measuring their multiplicity distributions and their distributions in…

High Energy Physics - Phenomenology · Physics 2018-04-12 Grzegorz Wilk , Zbigniew Włodarczyk

We demonstrate that the correlations observed in conditioned multiplier distributions of the energy dissipation in fully developed turbulence can be understood as an unavoidable artefact of the observation procedure. Taking the latter into…

chao-dyn · Physics 2009-10-31 Bruno Jouault , Peter Lipa , Martin Greiner

Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…

Machine Learning · Statistics 2023-10-25 Jimmy Hickey , Ricardo Henao , Daniel Wojdyla , Michael Pencina , Matthew M. Engelhard

The subject of this paper is to study conformance checking for timed models, that is, process models that consider both the sequence of events in a process as well as the timestamps at which each event is recorded. Time-aware process mining…

Formal Languages and Automata Theory · Computer Science 2022-07-06 Thomas Chatain , Neha Rino

We introduce a novel way to extract information from turbulent datasets by applying an ARMA statistical analysis. Such analysis goes well beyond the analysis of the mean flow and of the fluctuations and links the behavior of the recorded…

The study of the singularities and zeros of the generating functions of multiplicity distributions is advocated. Some hints from well known probability distributions and experimental data are given. The statistical mechanics analogies…

High Energy Physics - Phenomenology · Physics 2007-05-23 I. M. Dremin

Temporal information has been the focus of recent attention in information extraction, leading to some standardization effort, in particular for the task of relating events in a text. This task raises the problem of comparing two…

Computation and Language · Computer Science 2014-01-17 Xavier Tannier , Philippe Muller

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

Fluctuations in a vast range of physical systems can be described as a superposition of uncorrelated pulses with a fixed shape, a process commonly referred to as a (generalized) shot noise or a filtered Poisson process. In this…

Data Analysis, Statistics and Probability · Physics 2023-05-09 Sajidah Ahmed , Odd Erik Garcia , Audun Theodorsen

We enhance elementary quantum mechanics with three simple postulates that enable us to define time observable. We discuss shortly justification of the new postulates and illustrate the concept with the detailed analysis of a delta function…

Quantum Physics · Physics 2008-02-03 Ph. Blanchard , A. Jadczyk

Many experiments are concerned with the comparison of counts between treatment groups. Examples include the number of successful signups in conversion rate experiments, or the number of errors produced by software versions in canary…

Methodology · Statistics 2023-12-14 Michael Lindon , Alan Malek

Studying event time series is a powerful approach for analyzing the dynamics of complex dynamical systems in many fields of science. In this paper, we describe the method of event coincidence analysis to provide a framework for quantifying…

Physics and Society · Physics 2016-07-06 Jonathan F. Donges , Carl-Friedrich Schleussner , Jonatan F. Siegmund , Reik V. Donner
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