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The dependencies of the lagged (Pearson) correlation function on the coefficients of multivariate autoregressive models are interpreted in the framework of time series graphs. Time series graphs are related to the concept of Granger…

Statistics Theory · Mathematics 2013-10-22 Jakob Runge

Time dependence is a universal phenomenon in nature, and a variety of mathematical models in terms of dynamical systems have been developed to understand the time-dependent behavior of real-world problems. Originally constructed to analyze…

Algebraic Topology · Mathematics 2018-02-14 Zixuan Cang , Elizabeth Munch , Guo-Wei Wei

A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…

Mathematical Physics · Physics 2013-09-17 Bianca Dittrich , Philipp A Hoehn

A time series model based on the global structure of the complete genome is proposed. Three kinds of length sequences of the complete genome are considered. The correlation dimensions and Hurst exponents of the length sequences are…

Biological Physics · Physics 2015-06-26 Zu-Guo Yu , Vo Anh

The Jensen inequality has been recognized as a powerful tool to deal with the stability of time-delay systems. Recently, a new inequality that encompasses the Jensen inequality was proposed for the stability analysis of systems with finite…

Systems and Control · Computer Science 2016-02-18 Kun Liu , Emilia Fridman , Karl Henrik Johansson , Yuanqing Xia

In this paper we provide a flexible framework allowing for a unified study of time consistency of risk measures and performance measures (also known as acceptability indices). The proposed framework not only integrates existing forms of…

Probability · Mathematics 2017-09-08 Tomasz R. Bielecki , Igor Cialenco , Marcin Pitera

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

A categorical framework for modeling and analyzing systems in a broad sense is proposed. These systems should be thought of as `machines' with inputs and outputs, carrying some sort of signal that occurs through some notion of time. Special…

Category Theory · Mathematics 2019-03-18 Patrick Schultz , David I. Spivak , Christina Vasilakopoulou

Time series data can be subject to changes in the underlying process that generates them and, because of these changes, models built on old samples can become obsolete or perform poorly. In this work, we present a way to incorporate…

Machine Learning · Computer Science 2021-08-27 Jesus Antonanzas , Marta Arias , Albert Bifet

The ability to model continuous change in Reiter's temporal situation calculus action theories has attracted a lot of interest. In this paper, we propose a new development of his approach, which is directly inspired by hybrid systems in…

Artificial Intelligence · Computer Science 2018-07-16 Vitaliy Batusov , Giuseppe De Giacomo , Mikhail Soutchanski

In the paper, elements of the system theory of time are presented, mathematical models for time are constructed, and various properties are deduced from the main principles of the system theory of time. This theory is a far-reaching…

General Physics · Physics 2007-05-23 Mark Burgin

This paper presents a unifying theory of Linear second order systems that allows time-varying and time invariant systems to be treated in the same way for the first time. In the process, a transformation is given that diagonalizes an…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Douglas R. Frey

A generalized scalar-tensor theory is investigated whose cosmological term depends on both a scalar field and its time derivative. A correspondence with solutions of five-dimensional Space-Time-Matter theory is noted. Analytic solutions are…

General Relativity and Quantum Cosmology · Physics 2009-11-07 T. Fukui , J. M. Overduin

In this paper, we consider a generalization of variational calculus which allows us to consider in the same framework different cases of mechanical systems, for instance, Lagrangian mechanics, Hamiltonian mechanics, systems subjected to…

Differential Geometry · Mathematics 2014-11-13 Viviana Alejandra Díaz , David Martín de Diego

This Comment argues that two assumptions, which are presented as basic assumptions of Bell's theorem in [J. Handsteiner et al., Phys. Rev. Lett. 118, 060401 (2017)] and elsewhere, in fact follow from more basic premises. Measurement…

Quantum Physics · Physics 2017-05-12 Nathan Argaman

In this paper, time-independent Hamiltonian systems are investigated via a Lie-group/algebra formalism. The (unknown) solution linked with the Hamiltonian is considered to be a Lie-group transformation of the initial data, where the group…

Mathematical Physics · Physics 2020-08-10 Sébastien Bertrand

We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence…

Probability · Mathematics 2025-10-16 Ali BenAmor , Kazuhiro Kuwae

Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type…

Pricing of Securities · Quantitative Finance 2015-03-12 Michael Okelola , Keshlan Govinder

Multivariate time series analysis is becoming an integral part of data analysis pipelines. Understanding the individual time point connections between covariates as well as how these connections change in time is non-trivial. To this aim,…

Machine Learning · Statistics 2021-02-04 Federico Ciech , Veronica Tozzo

In general-covariant theories the Hamiltonian is a constraint, and hence there is no time evolution; this is the problem of time. In the subcritical free string, the Hamiltonian ceases to be a constraint after quantization due to conformal…

High Energy Physics - Theory · Physics 2007-05-23 T. A. Larsson
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