Exponential mixing properties of nonlinear functional autoregressive models
非线性函数型自回归模型的指数混合性质AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确研究函数型时间序列的自回归动态、指数混合性质和依赖数据下的学习理论。
非线性函数型自回归模型的指数混合性质AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
The importance of functional data analysis has increased substantially in recent years. In machine learning, nonlinear function regression based on deep neural networks is referred to as operator learning, and many of its applications involve functional time series data. However, the theoretical understanding of nonlinear models in functional time series analysis remains limited, as most existing works focus on linear models. In this paper, we derive basic properties for analyzing adaptive learning in nonlinear functional autoregressive (NFAR) models. Specifically, we derive sufficient conditions for NFAR models to be exponentially mixing. We provide an example with a Hammerstein operator under which these conditions are satisfied. As an application of exponential mixing, we consider operator learning for NFAR models with Urysohn operators and derive convergence rates for adaptive estimators based on deep neural networks.
跨空间时间序列的预测驱动推断
The following motif is common in spatiotemporal settings: we have a sequence of covariate and label pairs observed for a relatively short, recent time period. We have access to unlabeled covariates over a longer time period. Data is observed over many spatial locations. For instance, crop yield might be observed over a large geographical area for recent years, but weather data (which is informative about crop yield) is available for a much longer period. The goal is to…
用于多元时间序列的逆交叉谱神经网络
CoVariance Neural Networks and their extensions have emerged as effective tools for processing multivariate data, deriving graph shift operators directly from second-order statistics. These architectures, however, are designed for independent and identically distributed observations and do not fully capture the joint structure of temporal and cross-variable dependencies in multivariate time series. In this work, we introduce Inverse Cross-Spectral Neural Networks (iCSNNs), a…
通过正交化自适应估计发现存在混杂的时间序列因果滞后结构
Finding which variables cause which others in multivariate time series, and at what lags, is central to science and policy, yet existing methods force a choice between flexible confounder adjustment, data-driven lag selection, and inference that controls the false discovery rate (FDR). ORACLE-VARX does all three in one pipeline. First, double/debiased machine learning (DML) removes nonlinear confounder effects from the outcomes and the lagged series. Second, adaptive causal…
欧元区货币政策传导是否存在不对称性?
We answer the question posed in the title with a nonlinear mixed-frequency vector autoregression, estimated with Bayesian additive regression trees. The model combines monthly macro-financial variables with quarterly bank lending survey data, and identifies the dynamic responses from high-frequency policy surprises. Sign asymmetry dominates; a tightening produces monetary policy transmission mostly in line with the theoretical predictions, whereas easing of any size produces…
阈值原理、神经网络联系与计量经济学传承札记
This is mostly a non-technical note, reflecting the author's philosophy and personal views on time series analysis, with references limited to only a few representatives for brevity. The Threshold Principle, formally announced in Tong (1990), modernised time series analysis by introducing a collection of sub-systems to model complex nonlinear dynamics. We explore the conceptual architecture of the Threshold Principle drawing parallels and contrasts with artificial neural…
观察性时间序列动态因果效应的半参数推断
In observational time series, statistical inference for dynamic causal effects of a one-time intervention across horizons is complicated by high-dimensional observed pre-treatment information, unmeasured confounding, and serial dependence. To address these challenges, we develop a semiparametric framework for inference from a single serially dependent time series, integrating debiased machine learning with instrumental variables through buffered block cross-fitting. Under…