相关论文: Using Topological Statistics to Detect Determinism…

Econometricians have usefully separated study of estimation into identification and statistical components. Identification analysis, which assumes knowledge of the probability distribution generating observable data, places an upper bound…

Real-world systems are often complex, dynamic, and nonlinear. Understanding the dynamics of a system from its observed time series is key to the prediction and control of the system's behavior. While most existing techniques tacitly assume…

In the semantic segmentation of street scenes with neural networks, the reliability of predictions is of highest interest. The assessment of neural networks by means of uncertainties is a common ansatz to prevent safety issues. As in…

A topological computation method, called the MGSTD method, is applied to time-series data obtained from meteorological measurement. The method gives decomposition of the dynamics into invariant sets and gradient-like transitions between…

Many real-world complex systems, such as epidemic spreading networks and ecosystems, can be modeled as networked dynamical systems that produce multivariate time series. Learning the intrinsic dynamics from observational data is pivotal for…

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…

Topological models of empirical and formal inquiry are increasingly prevalent. They have emerged in such diverse fields as domain theory [1, 16], formal learning theory [18], epistemology and philosophy of science [10, 15, 8, 9, 2],…

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…

We discuss how to characterize the behavior of a chaotic dynamical system depending on a parameter that varies periodically in time. In particular, we study the predictability time, the correlations and the mean responses, by defining a…

We consider systems under uncertainty whose dynamics are partially unknown. Our aim is to study satisfaction of temporal logic properties by trajectories of such systems. We express these properties as signal temporal logic formulas and…

This paper proposes methods of predicting dynamic time series (including non-stationary ones) based on a linguistic approach, namely, the study of occurrences and repetition of so-called N-grams. This approach is used in computational…

Topological Data Analysis (TDA) is the collection of mathematical tools that capture the structure of shapes in data. Despite computational topology and computational geometry, the utilization of TDA in time series and signal processing is…

Verification of temporal logic properties plays a crucial role in proving the desired behaviors of continuous systems. In this paper, we propose an interval method that verifies the properties described by a bounded signal temporal logic.…

A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…

In the statistical inference for long range dependent time series the shape of the limit distribution typically depends on unknown parameters. Therefore, we propose to use subsampling. We show the validity of subsampling for general…

Community detection for time series without prior knowledge poses an open challenge within complex networks theory. Traditional approaches begin by assessing time series correlations and maximizing modularity under diverse null models.…

The in-depth analysis of time series has gained a lot of research interest in recent years, with the identification of periodic patterns being one important aspect. Many of the methods for identifying periodic patterns require time series'…

It is demonstrated how to generate time series with tailored nonlinearities by inducing well- defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of…

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…