Paper proposes a robust framework for detecting multiple periodic components in time series.
problem Detecting multiple periodic components in time series with interlaced patterns and external noise.
method Applying maximal overlap discrete wavelet transform to isolate periodic components, ranking them by wavelet variance, and detecting single periodicity robustly.
result The proposed algorithm outperforms other methods for both single and multiple periodicity detection.
Model for multi-period carbon market pricing with allowances.
problem Carbon market pricing with multiple trading periods and compliance times.
method Singular forward-backward stochastic differential equations (SDEs).
result Value function convergence to infinite period model under certain conditions.
ST-MTM models complex time series by decomposing and masking seasonal and trend components.
problem Forecasting complex time series with intricate temporal variations.
method Seasonal-Trend Decomposition with Masking and Contrastive Learning.
result ST-MTM achieves superior forecasting performance compared to existing methods.
In this paper, in following of the first part (which ADF tests using ACI evaluation) has conducted, Time Series (TSs) are analyzed using decomposition analysis. In fact, TSs are composed of four components including trend (long term behavior or progression of series), cyclic component (non-periodic fluctuation behavior…
Proves freely 2-periodic knots have two canonical components in their character variety.
problem Identifying freely 2-periodic knots in character varieties.
method Analyzes SL(2, C) character variety and hyperbolic torsion polynomial.
result Character variety has two canonical components for freely 2-periodic knots.
Attributing forecast gaps to component models in complex model suites
problem Attributing forecast gaps between model-suite forecasts and realized outcomes
method Formalizing walk analysis and adapting order-independent attribution frameworks
result Deriving efficient formulas for elementwise and vectorized gap attribution
This case study tests the possibility of prediction for "success" (or "winner") components of four stock & shares market indices in a time period of three years from 02-Jul-2009 to 29-Jun-2012.We compare their performance ain two time frames: initial frame three months at the beginning (02/06/2009-30/09/2009) and the f…
The paper tackles attributing forecast gaps in complex model suites.
problem Attributing forecast gaps to individual component models in complex model suites.
method Formalized walk analysis, adapted LMDI and Shapley value approaches.
result Developed efficient formulas for gap attribution in practical portfolio-scale examples.
Study finds multiple periodic solutions to ODEs related to curvature problems.
problem Finding multiple positive periodic solutions to quasilinear ODEs.
method Global bifurcation techniques applied to second order quasilinear ODEs.
result Bifurcation-theoretic proof of nonuniqueness for conformal metrics with constant scalar curvature.
The paper introduces a method for forecasting corporate sales growth using multiple reference variables.
problem Forecasting corporate sales growth with multiple reference variables.
method Reference class selection using rank-based algorithms and principal components analysis for data dimension reduction.
result Dimension reduced variables with past sales growth rates and operating margins perform well in forecasting.
Characterizes periods of abelian differentials on surfaces.
problem Characterizing periods of abelian differentials in a given stratum.
method Analyzes elements of H1(S,Z,C) to characterize relative periods. result Generalizes previous work on abelian differentials, answering a question by Filip.
We give a sharp lower bound for the number of geometrically distinct contractible periodic orbits of dynamically convex Reeb flows on prequantizations of symplectic manifolds that are not aspherical. Several consequences of this result are obtained, like a new proof that every bumpy Finsler metric on Sn carries at l…
The dynamics of holomorphic 1-forms are studied, showing ergodic foliations and connected spaces.
problem Analyzing the dynamics of absolute period foliations in strata of holomorphic 1-forms.
method Using cohomology classes and isoperiodic forms, the authors show ergodicity and connectedness of spaces.
result The absolute period foliation is ergodic on the area-1 locus and has non-dense leaves in explicit suborbifolds.
The dynamic nature of air quality chemistry and transport makes it difficult to identify the mixture of air pollutants for a region. In this study of air quality in the Houston metropolitan area we apply dynamic principal component analysis (DPCA) to a normalized multivariate time series of daily concentration measurem…
Classifies involutions on alternating prime non-split links.
problem Classifying involutions on alternating prime non-split links.
method Using the category of flypes between reduced alternating diagrams.
result Quotient of an alternating periodic link is alternating; freely 2-periodic alternating links have an even number of components.
Entangled embedded periodic nets and crystal frameworks are defined, along with their dimension type, homogeneity type, adjacency depth and periodic isotopy type. We obtain periodic isotopy classifications for various families of embedded nets with small quotient graphs. We enumerate the 25 periodic isotopy classes of …
MEM models improve volatility forecasting in financial markets.
problem Improving volatility forecasting in financial markets.
method Multiplicative Error Model (MEM) framework for positive-valued time series.
result MEMs parsimoniously produce good forecasts of asset returns.
We study the asymptotic behavior of the sequence of the Nielsen numbers {N(fk)}, the essential periodic orbits of f and the homotopy minimal periods of f by using the Nielsen theory of maps f on infra-solvmanifolds of type R. We give a linear lower bound for the number of essential periodic orbits of such …
msPCA solves sparse PCA for multiple components efficiently.
problem Sparse principal component analysis with multiple components.
method Alternating maximization algorithm for sparse loading vectors, with orthogonality or zero correlation constraints.
result Achieves high variance explained with sparse components and controlled feasibility violations.
In this paper we prove several multiplicity results of t-periodic light rays in conformally stationary spacetimes using the Fermat metric and the extensions of the classical theorems of Gromoll-Meyer and Bangert-Hingston to Finsler manifolds. Moreover, we exhibit some stationary spacetimes with a finite number of t…
We construct Weierstrass data for higher genus embedded doubly periodic minimal surfaces and present numerical evidence that the associated period problem can be solved. In the orthogonal ends case, there previously was only one known surface for each genus. We illustrate multiple new examples for each genus g>2. In th…
We consider the demixing problem of two (or more) structured high-dimensional vectors from a limited number of nonlinear observations where this nonlinearity is due to either a periodic or an aperiodic function. We study certain families of structured superposition models, and propose a method which provably recovers t…
Classifies orientation-reversing homeomorphisms of even periods on surfaces.
problem Classifying orientation-reversing homeomorphisms of even periods on surfaces.
method Following the approach of [1] and correcting errors in [1] for the case of periods multiple of 4.
result Classification for orientation-reversing homeomorphisms of periods multiple of 4.
This paper is devoted to prove the existence of q-periodic alternating projections of prime alternating q-periodic knots. The main tool is the Menasco-Thistlethwaite's Flyping theorem. Let K be an oriented prime alternating knot that is q-periodic with q≥3, i.e. K admits a symmetry that is a rotation of…
We show that a closed orientable 3-manifold M admits an action of Z_p with fixed point set S^1 iff M can be obtained as the result of surgery on a p-periodic framed link L and Z_p acts freely on the components of L. We prove a similar theorem for free Z_p-actions. As an interesting application, we prove the following, …
In the present paper we construct a Z^{3}-periodic surface in R^{3} whose almost all plane sections of a certain direction consist of exactly one connected component. This question originates from a problem of Novikov on the semi- classical motion of an electron in strong magnetic field. Our main tool is the Rips machi…
The study finds dense orbits and absolute period leaves for complex flows.
problem Existence of dense orbits for real Rel flows on holomorphic 1-forms.
method Established a density criterion for mSL(2,R)-orbit closures, verified using explicit constructions. result Found dense leaves and examples of absolute period foliation.
Heat demand prediction is a prominent research topic in the area of intelligent energy networks. It has been well recognized that periodicity is one of the important characteristics of heat demand. Seasonal-trend decomposition based on LOESS (STL) algorithm can analyze the periodicity of a heat demand series, and decom…
System learns to combine multiple model components for personalized text generation.
problem Adapting and biasing language models for personal preferences.
method Combines model-defined components, learns activation and probability combination from unlabeled text.
result Directly generates text with personalized components from unlabeled data.
Uniform bounds found for Sierpinski carpet hyperbolic components.
problem Bounding hyperbolic components of Sierpinski carpet type.
method Establishing uniform a priori bounds and analyzing quadratic-like restrictions.
result Sierpinski carpet hyperbolic components of disjoint type are bounded.
Describes curves on surfaces with punctures and boundaries.
problem Representing multiple curves on surfaces with punctures and boundaries.
method Using geometric intersection numbers with embedded curves.
result Each multiple curve can be uniquely described.
Study on liquidity dynamics in Uniswap v3 pools using statistical methods.
problem Characterize liquidity in Uniswap v3 pools.
method Functional principal component analysis (FPCA) and dynamic factor methods.
result Liquidity dynamics in Uniswap v3 pools are well-captured by a low-order Legendre polynomial basis.
New model optimizes portfolios over multiple periods using predictive control.
problem Optimizing multi-period portfolios with risk and variance objectives.
method Model Predictive Control with Mean-Variance and Risk Parity.
result 30x faster and more robust solutions compared to single period models.
Lower bound on volumes of special mapping tori.
problem Calculating the minimum volume of compactified mapping tori.
method Using strongly irreducible end-periodic homeomorphisms and properties of pants graphs.
result Volume of compactified mapping tori is comparable to the translation length of the homeomorphism on pants graphs.
Study contact geometry of energy hypersurface in symmetric 3-body problem on S^2.
problem Contact geometry of energy hypersurface in symmetric 3-body problem on S^2.
method Contact geometry analysis, Moser regularization, Weinstein conjecture.
result Components of energy hypersurface are contactomorphic to R^3 or its connected sum for specific energies.
Study evaluates cryptocurrency markets, focusing on Bitcoin.
problem Evaluating financial markets, especially during crises.
method Multiple-bubble testing approach.
result Identifies Bitcoin's multiple bubbles during economic periods.
The period map for 4-manifolds is dense and surjective under certain conditions.
problem Understanding the space of metrics on 4-manifolds and their harmonic forms.
method Constructing families of metrics by stretching along hypersurfaces.
result The period map is dense and surjective for 4-manifolds with b+=1. In this paper, we study the dual representation for generalized multiple stopping problems, hence the pricing problem of general multiple exercise options. We derive a dual representation which allows for cashflows which are subject to volume constraints modeled by integer valued adapted processes and refraction period…
Model explains periodic trading in financial markets through game theory.
problem Understanding periodic trading activities in financial markets.
method Mean-field liquidation game with major-minor players.
result Existence and uniqueness of Nash equilibrium established.
MCCA extracts shared structure from multiple tensor datasets.
problem Extracting shared structure from multiple tensor datasets.
method Multilinear common component analysis (MCCA) using Kronecker products of mode-wise covariance matrices.
result MCCA constructs a common basis that retains information from multiple tensor datasets.
The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series. We make use of visibility algorithms to quantify in graph-theoretical terms time …
This paper classifies periodic weaves and their universal cover, extending Tait's conjectures.
problem Classifying periodic weaves and their universal cover in thickened surfaces.
method Introducing hyperbolic periodic weaves, extending Tait's conjectures, and using a generalized Kauffman bracket polynomial.
result Tait's conjectures are extended to minimal reduced alternating weaving motifs.
Study finite-type solutions of elliptic sinh-Gordon equation with Durham boundary conditions.
problem Finite-type solutions of elliptic sinh-Gordon equation with Durham boundary conditions.
method Determine rationality criteria for Durham conditions and analyze spectral curve properties.
result Rationality criteria are sufficient for finite-type solutions with complementary boundary conditions.
We consider a basic model of multi-period trading, which can be used to evaluate the performance of a trading strategy. We describe a framework for single-period optimization, where the trades in each period are found by solving a convex optimization problem that trades off expected return, risk, transaction cost and h…
New periodic solutions found in 2n-body problem, braids of pseudo-Anosov type with stretch factors as metallic ratios.
problem Periodic solutions of the 2n-body problem and their braid types.
method Analyzing braid types and stretch factors associated with pseudo-Anosov braids.
result Braids from new periodic solutions are of pseudo-Anosov type with stretch factors as metallic ratios.
Enhances financial time series forecasting with a multi-period learning framework.
problem Accurate financial time series forecasting requires considering both short-term and long-term trends.
method Proposes a Multi-period Learning Framework (MLF) with three modules: Inter-period Redundancy Filtering, Learnable Weighted-average Integration, and Multi-period self-Adaptive Patching.
result Improves financial time series forecasting accuracy and efficiency.
AMSAs adaptively manage crypto-currency trading by selecting multiple strategies based on market conditions.
problem Maximizing gains in volatile crypto-currency markets with high uncertainty.
method AMSAs use multiple sub-agents with different strategies, dynamically selecting them based on market conditions.
result AMSAs can achieve high positive alpha in long-term crypto-currency trading.
This research creates efficient models for cyclo-stationary systems using generative methods.
problem Efficiently modeling systems with periodic forcing.
method Score-based generative modeling for reduced-order models.
result Accurately reproduces statistical properties and temporal correlations of cyclo-stationary time series.