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To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

The dimensional structure of space-time is investigated according to physical and mathematical methods. We show that ther are various empirical and theoretical restrictions on the number of independent dimensions of space-time, consequently…

General Relativity and Quantum Cosmology · Physics 2007-05-23 F. Ghaboussi

This paper considers the problem of learning, from samples, the dependency structure of a system of linear stochastic differential equations, when some of the variables are latent. In particular, we observe the time evolution of some…

Machine Learning · Computer Science 2012-05-02 Ali Jalali , Sujay Sanghavi

We show that a one-dimensional chain of trapped ions can be engineered to produce a quantum mechanical system with discrete scale invariance and fractal-like time dependence. By discrete scale invariance we mean a system that replicates…

Quantum Gases · Physics 2019-07-31 Dean Lee , Jacob Watkins , Dillon Frame , Gabriel Given , Rongzheng He , Ning Li , Bing-Nan Lu , Avik Sarkar

We propose a new approach for properly analyzing stochastic time series by mapping the dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem. In this framework, the fluctuation sampling time interval…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Alexander S. Balankin

In this work we propose a novel approach to utilize convolutional neural networks for time series forecasting. The time direction of the sequential data with spatial dimensions $D=1,2$ is considered democratically as the input of a…

Machine Learning · Computer Science 2020-01-13 Matthias Weissenbacher

Time-varying parameter VARs with stochastic volatility are routinely used for structural analysis and forecasting in settings involving a few endogenous variables. Applying these models to high-dimensional datasets has proved to be…

Econometrics · Economics 2022-06-20 Joshua C. C. Chan

We consider an application of precision frequency measurements to searches for possible time variations of the fundamental physical constants. Current laboratory constraints on variations of the fine structure constant alpha and other…

Atomic Physics · Physics 2007-05-23 Savely G. Karshenboim , Victor Flambaum , Ekkehard Peik

Modelling deformation of anatomical objects observed in medical images can help describe disease progression patterns and variations in anatomy across populations. We apply a stochastic generalisation of the Large Deformation Diffeomorphic…

Statistics Theory · Mathematics 2018-12-14 Line Kühnel , Alexis Arnaudon , Tom Fletcher , Stefan Sommer

Using the BSBM varying-alpha theory, with dark matter dominated by magnetic energy, and the spherical collapse model for cosmological structure formation, we have studied the effects of the dark-energy equation of state and the coupling of…

Astrophysics · Physics 2009-11-10 D. F. Mota , J. D. Barrow

We study an initial-boundary value problem of variable-order time-fractional diffusion equations in one space dimension. Based on the wellposedness of the proposed model and the smoothing properties of its solutions, which are shown to be…

Analysis of PDEs · Mathematics 2020-01-08 Xiangcheng Zheng , Jin Cheng , Hong Wang

The usage of a spot volatility estimate based on a volatility decomposition in a time-changed price-model according to the trading times is investigated. In this model clock-time volatility splits up into the product of tick-time volatility…

Probability · Mathematics 2016-05-10 Rainer Dahlhaus , Sophon Tunyavetchakit

Aims. We constrain a hypothetical variation in the fundamental physical constants over the course of cosmic time. Methods. We use unique observations of the CO(7-6) rotational line and the [CI] 3P_2 - 3P_1 fine-structure line towards a…

Cosmology and Nongalactic Astrophysics · Physics 2013-06-12 S. A. Levshakov , F. Combes , F. Boone , I. I. Agafonova , D. Reimers , M. G. Kozlov

Many econometric analyses involve spatio--temporal data. A considerable amount of literature has addressed spatio--temporal models, with Spatial Dynamic Panel Data (SDPD) being widely investigated and applied. In real data applications,…

Methodology · Statistics 2016-07-18 Maria Lucia Parrella

We analyse the constraints obtained from new atomic clock data on the possible time variation of the fine structure `constant' and the electron-proton mass ratio and show how they are strengthened when the seasonal variation of Sun's…

High Energy Physics - Phenomenology · Physics 2008-11-26 John D. Barrow , Douglas J. Shaw

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Xudong Wang , Lijun Sun

Recent observations show that the electromagnetic fine-structure constant, $\alpha_e$, may vary with space and time. In the framework of Finsler spacetime, we propose here an anisotropic cosmological model, in which both the spatial and…

Cosmology and Nongalactic Astrophysics · Physics 2017-05-09 Xin Li , Hai-Nan Lin

We present the constraints on the Quintessence scalar field model from the observational data of the variation of the fine structure constant obtained from Keck and VLT telescopes. Within the theoretical frame proposed by Bekenstein, the…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 Zhong-Xu Zhai , Xian-Ming Liu , Zhi-Song Zhang , Tong-Jie Zhang

In the present report the author presents a simple and systematically defined formula for the fine structure constant based only on the number $\pi$. The difference between the suggested value and the currently known experimental one is…

General Physics · Physics 2007-05-23 Anastass Anastasov

This is a short note on the spatiotemporal complexity of the dynamical state(s) of the universe at subhorizon scales (up to 300 Mpc). There are reasons, based mainly on infrared radiative divergences, to believe that one can encounter a…

Astrophysics · Physics 2009-10-22 H. C. Rosu