相关论文: Using Topological Statistics to Detect Determinism…

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

In this study, we examine if engineered topological features can distinguish time series sampled from different stochastic processes with different noise characteristics, in both balanced and unbalanced sampling schemes. We compare our…

In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only assumption that the process generating the data is stationary…

Surrogate testing techniques have been used widely to investigate the presence of dynamical nonlinearities, an essential ingredient of deterministic chaotic processes. Traditional surrogate testing subscribes to statistical hypothesis…

Recurrence analysis is a well settled method allowing to discern chaos from order, and determinism from noise. We apply this tool to study time series representing geodesic and inspiraling motion of a test particle in a deformed Kerr…

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

We discuss the possibility of applying some standard statistical methods (the least square method, the maximum likelihood method, the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional…

Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…

The increasing availability of experimental data has intensified interest in calibrating stochastic models, raising fundamental questions about parameter identifiability. Structural identifiability determines whether parameters can be…

Time serie classification is used in a diverse range of domain such as meteorology, medicine and physics. It aims to classify chronological data. Many accurate approaches have been built during the last decade and shapelet transformation is…

A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion…

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

The paper studies discrete time processes and their predictability and randomness in deterministic pathwise setting, without using probabilistic assumptions on the ensemble. We suggest some approaches to quantification of randomness based…

How can we explain the predictions of a machine learning model? When the data is structured as a multivariate time series, this question induces additional difficulties such as the necessity for the explanation to embody the time dependency…

We generalize the method of surrogate data of testing for nonlinearity in time series to the case that the data are sampled with uneven time intervals. The null hypothesis will be that the data have been generated by a linear stochastic…

We describe two families of statistical tests to detect partial correlation in vectorial timeseries. The tests measure whether an observed timeseries Y can be predicted from a second series X, even after accounting for a third series Z…

In this work, we introduce metrics to evaluate the use of simplified time series in the context of interpretability of a TSC -- a Time Series Classifier. Such simplifications are important because time series data, in contrast to text and…

We propose a conceptually novel method of reconstructing the topology of dynamical networks. By examining the correlation between the variable of one node and the derivative of another node, we derive a simple matrix equation yielding the…

We present a solution to the problem of understanding a system that produces a sequence of temporally ordered observations. Our solution is based on generating and interpreting a set of temporal decision rules. A temporal decision rule is a…

Topological data analysis is an emerging area in exploratory data analysis and data mining. Its main tool, persistent homology, has become a popular technique to study the structure of complex, high-dimensional data. In this paper, we…