The irreversibility in time, the multicausality on lines, and the uncertainty of feedbacks make economic systems and the predictions of economic chaotic time series possess the characteristics of high dimensionalities, multiconstraints, and complex nonlinearities. Based on genetic algorithm and fuzzy rules, the chaotic genetics combined with fuzzy decision-making can use simple, fast, and flexible means to complete the goals of automation and intelligence that are difficult to traditional predicting algorithms. Moreover, the new combined method’s ergodicity (...) can perform nonrepetitive searches in a global scope, hence improving the algorithm’s accuracy and efficiency. On the basis of summarizing and analyzing previous research works, this paper expounded the research status and significance of the prediction of economic chaotic time series, elaborated the development background, current status, and future challenges of the combined algorithm of chaotic genetics with fuzzy decision, introduced the basic principles of chaotic genetic algorithm and fuzzy decision algorithm, constructed a prediction model for economic chaotic time series, performed parameter synchronization optimization and moderate function construction, analyzed the prediction processes of economic chaotic time series, conducted phase space reconstruction and correlation dimension calculation, and finally carried out a simulation experiment with its result analysis. The study results show that the algorithm of chaotic genetics combined with fuzzy decision-making can dynamically adjust chaotic mutation operators and summarize fussy expert experiences. The phase space of its reconstructed chaotic attractor has high-precision predictability and can find orderly processes from changeable economic results, which in turn can be used to analyze and predict the complex economic chaotic time series. The study results of this paper provide a reference for further research on predictive analysis of economic chaotic time series based on chaotic genetics combined with fuzzy decision algorithm. (shrink)

Nonlinear time series denoising is the prerequisite for extracting effective information from observation sequence. An effective chaotic signal denoising method not only has a good signal-to-noise ratio enhancement performance, but also can remain as a good unpredictable denoised signal. However, the inherent characteristics of chaos, such as extreme sensitivity to initial values and broadband spectrum, pose challenges for noise reduction of polluted chaotic signals. To address these issues, an adaptive smoothing multiscale morphological filtering is proposed to (...) reconstruct chaotic signals. In the process of noise reduction for contaminated chaotic signals, firstly, a multiscale morphological filter is constructed adaptively according to the multiscale permutation entropy of morphological filter residuals, and the contaminated signals are filtered. Secondly, the weight coefficients of scale structural element are calculated by the residual sum of squares operation, and the chaotic signals are reconstructed. Finally, the resampled filter signals are smoothed by cubic B-spline interpolation operation. In the experiment, the Lorenz signal with white Gaussian noise, the measured sunspot, and the chaotic vibration signal are reconstructed by four comparison methods. The test results show that the proposed ASMMF method has obvious advantages in noise suppression and topological trajectory restoration. (shrink)

The notion of c̱onsistent e̱xpectations e̱quilibria (CEE) as propagated by Hommes/sorger (1998) is reviewed. Focusing on their example of a chaotic CEE constructed in the context of a cobweb model, it is argued that such an equilibrium is a temporary one. Assuming that an agent-modeled as an individual, versatile in applying the basic tools of linear time-series econometrics-has learned the CEE, I analyze the duration of the time period over which the agent maintains her/his beliefs concerning (...) the perceived law of motion (AR(1)). The analysis based on numerical simulations indicates that the use of techniques rooted in the linear paradigm is sufficient to generate convincing evidence against the underlying perceived law of motion. (shrink)

As a tool for analyzing time series, grey prediction models have been widely used in various fields of society due to their higher prediction accuracy and the advantages of small sample modeling. The basic GM model is the most popular and important grey model, in which the first “1” stands for the “first order” and the second “N” represents the “multivariate.” The construction of the background values is not only an important step in grey modeling but also (...) the key factor that affects the prediction accuracy of the grey prediction models. In order to further improve the prediction accuracy of the multivariate grey prediction models, this paper establishes a novel multivariate grey prediction model based on dynamic background values model) and uses the whale optimization algorithm to solve the optimal parameters of the model. The DBGM model can adapt to different time series by changing parameters to achieve the purpose of improving prediction accuracy. It is a grey prediction model with extremely strong adaptability. Finally, four cases are used to verify the feasibility and effectiveness of the model. The results show that the proposed model significantly outperforms the other 2 multivariate grey prediction models. (shrink)

Chaos distributes with a covert method to condense the dynamic of complexity and satisfies the security requirements of a cryptographic system. This study gives an ability online/offline ID-based short signature scheme using conformable fractional chaotic maps. Furthermore, we establish its security under IBSS existential unforgeability of identity-based short signature under chosen message attack in the random oracle model. Some of the stimulating preparations of obtainable processes are that they give a multiperiod application of the offline storage, which licenses the (...) agent to recycle the offline pre-registered data in time series, rather than one-period usage in all past IBSS processes. (shrink)

Neurons encode and transmit signals through chemical synaptic or electrical synaptic connections in the actual nervous system. Exploring the biophysical properties of coupling channels is of great significance for further understanding the rhythm transitions of neural network electrical activity patterns and preventing neurological diseases. From the perspective of biophysics, the activation of magnetic field coupling is the result of the continuous release and propagation of intracellular and extracellular ions, which is very similar to the activation of chemical synaptic coupling through (...) the continuous release of neurotransmitters. In this article, an induction coil is used to connect two HR neurons to stimulate the effect of magnetic field coupling. It is inevitable that time delays can affect the coupling process in the transmission of information, and it should be considered in the coupled model. Firstly, the firing characteristics and bifurcation modes of two coupled HR neurons are studied by using one parameter and two parameters bifurcation. With the increase of propagation delay and coupling gain, the chaotic state of neurons disappears and the high-period window decreases due to the influence of energy transfer between neurons. Then, the synchronization patterns of two HR neurons with different stimulation are analyzed by error diagrams and time series diagrams. It is confirmed that the synchronous pattern has certain regularity and is related not only to the neurons with large stimulation current but also to the time delay and coupling gain. The research conclusions of this article will provide the corresponding theoretical basis for medical experiments. (shrink)

Atrial fibrillation is the most common cardiac arrhythmia in clinical practice. It often starts with asymptomatic and short episodes, which are difficult to detect without the assistance of automatic monitoring tools. The vast majority of methods proposed for this purpose are based on quantifying the irregular ventricular response during the arrhythmia. However, although AF totally alters the atrial activity reflected on the electrocardiogram, replacing stable P-waves by chaotic and time-variant fibrillatory waves, this information has still not been explored (...) for automated screening of AF. Hence, a pioneering AF detector based on quantifying the variability over time of the AA morphological pattern is here proposed. Results from two public reference databases have proven that the proposed method outperforms current state-of-the-art algorithms, reporting accuracy higher than 90%. A less false positive rate in the presence of other arrhythmias different from AF was also noticed. Finally, the combination of this algorithm with the classical analysis of RR series variability also yielded a promising trade-off between AF accuracy and detection delay. Indeed, this combination provided similar accuracy than RR-based methods, but with a significantly shorter delay of 10 beats. (shrink)

Electricity is an indicator that shows the progress of a civilization; it is a product that has greatly changed the way we think about the world. Electricity price forecasting became a fundamental task in all countries due to the deregulation of the electricity market in the 1990s. This work examines the effectiveness of using multiple variables for price prediction given the large number of factors that could influence the price of the electricity market. The tests were carried out over four (...) periods using data from Spain and deep learning models. Two different attribute selection methods based on Pearson’s correlation coefficient have been used to improve the efficiency of the training process. The variables used as input to the different prediction models were chosen, considering those most commonly used previously in the literature. This study attempts to test whether using time series lags improves the non-use of lags. The results obtained have shown that lags improve the results compared to a previous work in which no lags were used. (shrink)

Mining time series data is of great significance in various areas. To efficiently find representative patterns in these data, this article focuses on the definition of a valid dissimilarity measure and the acceleration of partitioning clustering, a common group of techniques used to discover typical shapes of time series. Dissimilarity measure is a crucial component in clustering. It is required, by some particular applications, to be invariant to specific transformations. The rationale for using the angle between (...) two time series to define a dissimilarity is analyzed. Moreover, our proposed measure satisfies the triangle inequality with specific restrictions. This property can be employed to accelerate clustering. An integrated algorithm is proposed. The experiments show that angle-based dissimilarity captures the essence of time series patterns that are invariant to amplitude scaling. In addition, the accelerated algorithm outperforms the standard one as redundancies are pruned. Our approach has been applied to discover typical patterns of information diffusion in an online social network. Analyses revealed the formation mechanisms of different patterns. (shrink)

McTaggart famously introduced the A- and B-series as rival metaphysical accounts of time. This paper shall reorient the debate over the original distinction. Instead of treating the series as competing theories about the nature of time, it will be argued that they are different viewpoints on a world that is fundamentally physical. To that end, non-reductive physicalism is proposed to reconcile the series.

Elliot Sober ([2001]) forcefully restates his well-known counterexample to Reichenbach's principle of the common cause: bread prices in Britain and sea levels in Venice both rise over time and are, therefore, correlated; yet they are ex hypothesi not causally connected, which violates the principle of the common cause. The counterexample employs nonstationary data—i.e., data with time-dependent population moments. Common measures of statistical association do not generally reflect probabilistic dependence among nonstationary data. I demonstrate the inadequacy of the counterexample (...) and of some previous responses to it, as well as illustrating more appropriate measures of probabilistic dependence in the nonstationary case. A challenge to the principle of the common causeSober's argument and the attempts to rescue the principleProbabilistic dependenceNonstationary time seriesProbabilistic dependence in nonstationary time seriesDo Venetian sea levels and British bread prices violate the principle of the common cause? (shrink)

Time series analysis is a technique to describe the structure and forecast values of a particular variable based on a series of sequential observations. While commonly used in finance and engineering to understand structural changes across time, its applicability to humanistic processes like discourse is less clear. This article demonstrates the feasibility and complementary use of TSA with a case study of metaphor use in psychotherapy sessions. A conceptual sketch of how TSA components relate to discourse (...) components is followed by a step-by-step analysis of two therapist–client dyads. Each dyad is shown to be adequately described by a different model, and the key characteristics of the models are interpreted alongside prior qualitative analysis of the dyads, shedding new light on their structural properties and attendant implications. Limitations of the present analysis and future research directions are briefly discussed. (shrink)

In the absence of continuing selves or persons, Buddhist philosophers are under pressure to provide a systematic account of phenomenological and other features of conscious experience. Any such Buddhist account of experience, however, faces further problems because of another cardinal tenet of Buddhist revisionary metaphysics: the doctrine of impermanence, which during the Abhidharma period is transformed into the doctrine of momentariness. Setting aside the problems that plague the Buddhist Abhidharma theory of experience because of lack of persons, I shall focus (...) on problems that arise because of its allegiance to momentariness and explore some responses on behalf of the Abhidharma Buddhist philosophers. I address two challenges to the Buddhist view in this paper. The first, which I will call the “Phenomenological Challenge”, primarily concerns the temporal properties of what is represented in conscious experience. The second, which I will call the “Metaphysical Challenge”, concerns the temporal properties of conscious representation itself. (shrink)

To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926). To deal with this problem, one can work either with differenced series or multivariate models: VAR (VEC or VECM) models. These models usually include at least one cointegration relation. Although the Bayesian literature on VAR/VEC is quite advanced, Bauwens et al. (1999) highlighted that “the topic of selecting the cointegrating rank has not yet given very useful (...) and convincing results”. The present article applies the Full Bayesian Significance Test (FBST), especially designed to deal with sharp hypotheses, to cointegration rank selection tests in VECM time series models. It shows the FBST implementation using both simulated and available (in the literature) data sets. As illustration, standard non informative priors are used. (shrink)

In herein article an attempt of problem solution connected with anomaly detection in network traffic with the use of statistic models with long or short memory dependence was presented. In order to select the proper type of a model, the parameter describing memory on the basis of the Geweke and Porter-Hudak test was estimated. Bearing in mind that the value of statistic model depends directly on quality of data used for its creation, at the initial stage of the suggested method, (...) outliers were identified and then removed. For the implementation of this task, the criterion using the value of interquartile range was used. The data prepared in this manner were useful for automatic creation of statistic models classes, such as ARFIMA and Holt-Winters. The procedure of calculation of model parameters’ optimal values was carried out as a compromise between the models coherence and the size of error estimation. Then, relations between the estimated network model and its actual parameters were used in order to detect anomalies in the network traffic. Considering the possibility of appearance of significant real traffic network fluctuations, procedure of updating statistic models was suggested. The results obtained in the course of performed experiments proved efficacy and efficiency of the presented solution. (shrink)

Standard models in quantitative linguistics assume that word usage follows a fixed frequency distribution, often Zipf's law or a close relative. This view, however, does not capture the near daily variations in topics of conversation, nor the short-term dynamics of language change. In order to understand the dynamics of human language use, we present a corpus of daily word frequency variation scraped from online news sources every 20 min for more than 2 years. We construct a simple time-varying model (...) with a latent state, which is observed via word frequency counts. We use Bayesian techniques to infer the parameters of this model for 20,000 words, allowing us to convert complex word-frequency trajectories into low-dimensional parameters in word usage. By analyzing the inferred parameters of this model, we quantify the relative mobility and drift of words on a day-to-day basis, while accounting for sampling error. We quantify this variation and show evidence against “rich-get-richer” models of word use, which have been previously hypothesized to explain statistical patterns in language. (shrink)

This thesis describes a method to control rare events in non-equilibrium systems by applying physical forces to those systems but without relying on numerical simulation techniques, such as copying rare events. In order to study this method, the book draws on the mathematical structure of equilibrium statistical mechanics, which connects large deviation functions with experimentally measureable thermodynamic functions. Referring to this specific structure as the "phenomenological structure for the large deviation principle", the author subsequently extends it to time-series (...) statistics that can be used to describe non-equilibrium physics. The book features pedagogical explanations and also shows many open problems to which the proposed method can be applied only to a limited extent. Beyond highlighting these challenging problems as a point of departure, it especially offers an effective means of description for rare events, which could become the next paradigm of non-equilibrium statistical mechanics. (shrink)

The novel coronavirus disease is regarded as one of the most imminent disease outbreaks which threaten public health on various levels worldwide. Because of the unpredictable outbreak nature and the virus’s pandemic intensity, people are experiencing depression, anxiety, and other strain reactions. The response to prevent and control the new coronavirus pneumonia has reached a crucial point. Therefore, it is essential—for safety and prevention purposes—to promptly predict and forecast the virus outbreak in the course of this troublesome time to (...) have control over its mortality. Recently, deep learning models are playing essential roles in handling time-series data in different applications. This paper presents a comparative study of two deep learning methods to forecast the confirmed cases and death cases of COVID-19. Long short-term memory and gated recurrent unit have been applied on time-series data in three countries: Egypt, Saudi Arabia, and Kuwait, from 1/5/2020 to 6/12/2020. The results show that LSTM has achieved the best performance in confirmed cases in the three countries, and GRU has achieved the best performance in death cases in Egypt and Kuwait. (shrink)

This work presents a novel approach to forecast streaming big time series based on nearest similar patterns. This approach combines a clustering algorithm with a classifier and the nearest neighbours algorithm. It presents two separate stages: offline and online. The offline phase is for training and finding the best models for clustering, classification and the nearest neighbours algorithm. The online phase is to predict big time series in real time. In the offline phase, data are (...) divided into clusters and a forecasting model based on the nearest neighbours is trained for each cluster. In addition, a classifier is trained using the cluster assignments previously generated by the clustering algorithm. In the online phase, the classifier predicts the cluster label of an instance, and the proper nearest neighbours model according to the predicted cluster label is applied to obtain the final prediction using the similar patterns. The algorithm is able to be updated incrementally for online learning from data streams. Results are reported using electricity consumption with a granularity of |$10$| minutes for 4-hour-ahead forecasting and compared with well-known online benchmark learners, showing a remarkable improvement in prediction accuracy. (shrink)

The laser chaos decision maker has been demonstrated to enable ultra-high-speed solutions of multiarmed bandit problems or decision-making in the GHz order. However, the underlying mechanisms are not well understood. In this paper, we analyze the chaotic dynamics inherent in experimentally observed laser chaos time series via surrogate data and further accelerate the decision-making performance via parameter optimization. We first evaluate the negative autocorrelation in a chaotic time series and its impact on decision-making detail. (...) Then, we analyze the decision-making ability using three different surrogate chaos time series to examine the underlying mechanism. We clarify that the negative autocorrelation of laser chaos improves decision-making and that the amplitude distribution of the original laser chaos time series is not optimal. Hence, we introduce a new parameter for adjusting the amplitude distribution of the laser chaos to enhance the decision-making performance. This study provides a new insight into exploiting the supremacy of chaotic dynamics in artificially constructed intelligent systems. (shrink)

The temporal structure of behavior contains a rich source of information about its dynamic organization, origins, and development. Today, advances in sensing and data storage allow researchers to collect multiple dimensions of behavioral data at a fine temporal scale both in and out of the laboratory, leading to the curation of massive multimodal corpora of behavior. However, along with these new opportunities come new challenges. Theories are often underspecified as to the exact nature of these unfolding interactions, and psychologists have (...) limited ready-to-use methods and training for quantifying structures and patterns in behavioral time series. In this paper, we will introduce four techniques to interpret and analyze high-density multi-modal behavior data, namely, to: (1) visualize the raw time series, (2) describe the overall distributional structure of temporal events (Burstiness calculation), (3) characterize the nonlinear dynamics over multiple timescales with Chromatic and Anisotropic Cross-Recurrence Quantification Analysis (CRQA), (4) and quantify the directional relations among a set of interdependent multimodal behavioral variables with Granger Causality. Each technique is introduced in a module with conceptual background, sample data drawn from empirical studies and ready-to-use Matlab scripts. The code modules showcase each technique’s application with detailed documentation to allow more advanced users to adapt them to their own datasets. Additionally, to make our modules more accessible to beginner programmers, we provide a “Programming Basics” module that introduces common functions for working with behavioral timeseries data in Matlab. Together, the materials provide a practical introduction to a range of analyses that psychologists can use to discover temporal structure in high-density behavioral data. (shrink)

Effective feature representation is the key to success of machine learning applications. Recently, many feature learning models have been proposed. Among these models, the Gaussian process latent variable model for nonlinear feature learning has received much attention because of its superior performance. However, most of the existing GPLVMs are mainly designed for classification and regression tasks, thus cannot be used in data clustering task. To address this issue and extend the application scope, this paper proposes a novel GPLVM for clustering. (...) Specifically, by combining GPLVM with the subspace clustering method, our C-GPLVM can obtain more representative latent variable for clustering. Moreover, it can directly predict the new samples by introducing a back constraint in the model, thus being more suitable for big data learning tasks such as analysis of chaotic time series and so on. In the experiment, we compare it with the related GPLVMs and clustering algorithms. The experimental results show that the proposed model not only inherits the feature learning ability of GPLVM but also has superior clustering accuracy. (shrink)

This work is a generalization of the López-Ruiz, Mancini, and Calbet (LMC) and Shiner, Davison, and Landsberg (SDL) complexity measures, considering that the state of a system or process is represented by a continuous temporal series of a dynamical variable. As the two complexity measures are based on the calculation of informational entropy, an equivalent information source is defined by using partitions of the dynamical variable range. During the time intervals, the information associated with the measured dynamical variable (...) is the seed to calculate instantaneous LMC and SDL measures. To show how the methodology works generating indicators, two examples, one concerning meteorological data and the other concerning economic data, are presented and discussed. (shrink)

Emotional experiences typically labelled “being moved” or “feeling touched” may belong to one universal emotion. This emotion, which has been labelled “kama muta”, is hypothesised to have a positive valence, be elicited by sudden intensifications of social closeness, and be accompanied by warmth, goosebumps and tears. Initial evidence on correlations among the kama muta components has been collected with self-reports after or during the emotion. Continuous measures during the emotion seem particularly informative, but previous work allows only restricted inferences on (...) intra-individual processes because time series were cross-correlated across samples. In the current studies, we instead use a within-subject design to replicate and extend prior work. We compute intra-individual cross-correlations between continuous self-reports on feeling moved and (1) positive and negative affect; (2) goosebumps and subjective warmth and (3) appraisals of closeness and morality. Results confirm the predictions of kama muta theory that feeling moved by intensified communal sharing cross-correlates with appraised closeness, positive affect, warmth and (less so) goosebumps, but not with negative affect. Contrary to predictions, appraised morality cross-correlated with feeling moved as much as appraised closeness did. We conclude that strong inferences on emotional processes are possible using continuous measures, replace earlier findings, and are largely in line with theorising. (shrink)

Feeling moved or touched can be accompanied by tears, goosebumps, and sensations of warmth in the centre of the chest. The experience has been described frequently, but psychological science knows little about it. We propose that labelling one’s feeling as being moved or touched is a component of a social-relational emotion that we term kama muta. We hypothesise that it is caused by appraising an intensification of communal sharing relations. Here, we test this by investigating people’s moment-to-moment reports of feeling (...) moved and touched while watching six short videos. We compare these to six other sets of participants’ moment-to-moment responses watching the same videos: respectively, judgements of closeness, reports of weeping, goosebumps, warmth in the centre of the chest, happiness, and sadness. Our eighth time series is expert ratings of communal sharing. Time series analyses show strong and consistent cross-correlations of feeling moved and touched and closeness with each other and with each of the three physiological variables and expert-rated communal sharing – but distinctiveness from happiness and sadness. These results support our model. (shrink)

Nowadays decision making is strongly supported by the high-confident point estimations produced by deep learning algorithms. In many activities, they are sufficient for the decision-making process. However, in some other cases, confidence intervals are required too for an appropriate decision-making process. In this work, a first attempt to generate point estimations with confidence intervals for the $^{222}$Rn radiation level time series at Canfranc Underground Laboratory is presented. To predict the low-radiation periods allows correctly scheduling the unshielded periods for (...) maintenance operations in the experiments hosted in this facility. This should minimize the deposition of radioactive dust on the exposed surfaces during these unshielded periods. An approach based on deep learning with stochastic regulation is evaluated in the forecasting of point estimations and confidence intervals of the $^{222}$Rn time series and compared with a second approach based on Gaussian processes. As a consequence of this work, an evaluation of the capacity of Gaussian process and deep learning with stochastic regularization for generating point estimations and their confidence intervals for this time series is stated. (shrink)