相关论文: A note on the Berman condition
We study the identification of direct and indirect causes on time series and provide conditions in the presence of latent variables, which we prove to be necessary and sufficient under some graph constraints. Our theoretical results and…
The theory of two binary relations has the strong amalgamation property when the first relation is assumed to be coarser than the second relation, and each relation satisfies a chosen set of properties from the following list: transitivity,…
The author studies the Cramer-Rao type bound by a linear programming approach. By this approach, he found a necessary and sufficient condition that the Cramer-Rao type bound is attained by a random measurement. In a spin 1/2 system, this…
In this paper, we propose extensions for the classical Kummer test, which is a very far-reaching criterion that provides sufficient and necessary conditions for convergence and divergence of series of positive terms. Furthermore, we present…
We provide a new perspective on the close relationship between entanglement and time. Our main focus is on bipartite entanglement, where this connection is foreshadowed both in the positive partial transpose criterion due to Peres [A.…
In this paper we discuss dynamic ARMA-type regression models for time series taking values in $(0,\infty)$. In the proposed model, the conditional mean is modeled by a dynamic structure containing autoregressive and moving average terms,…
Systems invariant under the reparametrization of time were treated as constrained systems within Hamilton-Jacobi formalism. After imposing the integrability conditions the time-dependent Schr\"odinger equation was obtained. Three examples…
Correlated time series are time series that, by virtue of the underlying process to which they refer, are expected to influence each other strongly. We introduce a novel approach to handle such time series, one that models their interaction…
An abstract linking result for Cerami sequences is proved without the Cerami condition. It is applied directly in order to prove the existence of critical points for a class of indefinite problems in infinite dimensional Hilbert Spaces. The…
Timed automata and register automata are well-known models of computation over timed and data words respectively. The former has clocks that allow to test the lapse of time between two events, whilst the latter includes registers that can…
We consider the strongly consistent question for model selection in a large class of causal time series models, including AR($\infty$), ARCH($\infty$), TARCH($\infty$), ARMA-GARCH and many classical others processes. We propose a penalized…
Alternating timed automata on infinite words are considered. The main result is a characterization of acceptance conditions for which the emptiness problem for these automata is decidable. This result implies new decidability results for…
We prove that a time series satisfying a (linear) multivariate autoregressive moving average (VARMA) model satisfies the same model assumption in the reversed time direction, too, if all innovations are normally distributed. This…
The notion of causality is used in many situations dealing with uncertainty. We consider the problem whether causality can be identified given data set generated by discrete random variables rather than continuous ones. In particular, for…
Causal reversibility blends reversibility and causality for concurrent systems. It indicates that an action can be undone provided that all of its consequences have been undone already, thus making it possible to bring the system back to a…
The paper extends core results of behavioral systems theory from linear to affine time-invariant systems. We characterize the behavior of affine time-invariant systems via kernel, input-output, state-space, and finite-horizon data-driven…
For given real or complex $m \times n$ data matrices $X$, $Y$, we investigate when there is a matrix $A$ such that $AX = Y$, and $A$ is invertible, Hermitian, positive (semi)definite, unitary, an orthogonal projection, a reflection, complex…
This paper aims to study data driven model selection criteria for a large class of time series, which includes ARMA or AR($\infty$) processes, as well as GARCH or ARCH($\infty$), APARCH and many others processes. We tackled the challenging…
Positive linear systems on arbitrary time scales are studied. The theory developed in the paper unifies and extends concepts and results known for continuous-time and discrete-time systems. A necessary and sufficient condition for a linear…
We consider random coefficient autoregressive models of infinite order (AR($\infty$)) under the assumption of non-negativity of the coefficients. We develop novel methods yielding sufficient or necessary conditions for finiteness of…