相关论文: Almost Periodically Correlated Time Series in Busi…

This paper designs traffic signal control policies for a network of signalized intersections without knowing the demand and parameters. Within a model predictive control (MPC) framework, control policies consist of an algorithm that…

The Asymmetric Simple Exclusion Process is one of the most extensively studied models in non-equilibrium statistical mechanics. The macroscopic particle current produced in its steady state is directly related to the breaking of detailed…

This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…

The paper applies some recent developments of network analysis in order to perform a comparative study of EU countries in relation with the fluctuations of some macroeconomic indicators. The statistical distances between countries,…

A robust model predictive control scheme for a class of constrained norm-bounded uncertain discrete-time linear systems is developed under the hypothesis that only partial state measurements are available for feedback. Off-line calculations…

Using frequency distributions of daily closing price time series of several financial market indexes, we investigate whether the bias away from an equiprobable sequence distribution found in the data, predicted by algorithmic information…

The M and A transactions represent a wide range of unique business optimization opportunities in the corporate transformation deals, which are usually characterized by the high level of total risk. The M and A transactions can be…

Gradual pattern mining allows for extraction of attribute correlations through gradual rules such as: "the more X, the more Y". Such correlations are useful in identifying and isolating relationships among the attributes that may not be…

Short-term patterns in financial time series form the cornerstone of many algorithmic trading strategies, yet extracting these patterns reliably from noisy market data remains a formidable challenge. In this paper, we propose an…

In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analyzed by simulation experiments. By numerical simulation, we…

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

We give a new predictive mathematical model for macroeconomics, which deals specifically with asset prices and earnings fluctuations, in the presence of a dynamic economy involving mergers, acquisitions, and hostile takeovers. Consider a…

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

The existence of forbidden patterns, i.e., certain missing sequences in a given time series, is a recently proposed instrument of potential application in the study of time series. Forbidden patterns are related to the permutation entropy,…

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…

Recently a method which employs computing of fluctuations in a measure of nonlinear similarity based on local recurrence properties in a univariate time series, was introduced to identify distinct dynamical regimes and transitions between…

We present a method that allows to distinguish between nearly periodic and strictly periodic time series. To this purpose, we employ a conservative criterion for periodicity, namely that the time series can be interpolated by a periodic…

The study of human dynamics has attracted much interest from many fields recently. In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library…

We consider the weakly asymmetric simple exclusion process on a ring, driven out of equilibrium by tilting the dynamics so as to enforce a macroscopic current of particles on a large time interval. In this current-biased dynamics, the tilt…

Traditional Statistical Process Control (SPC) is essential for quality management but is limited by its reliance on often violated statistical assumptions, leading to unreliable monitoring in modern, complex manufacturing environments. This…