Some Forecast Methods in Regression Models for Categorical Time Series

We are dealing with the prediction of forthcoming outcomes of a categorical time series. We will assume that the evolution of the time series is driven by a covariate process and by former outcomes and that the covariate process itself obeys an autoregressive law. Two forecasting methods are presented. The first is based on an integral formula for the probabilities of forthcoming events and by a Monte Carlo evaluation of this integral. The second method makes use of an approximation formula for conditional expectations. The procedures proposed are illustrated by an application to data on forest damages

From Simple to Complex and Ultra-complex Systems:\ud A Paradigm Shift Towards Non-Abelian Systems Dynamics

Atoms, molecules, organisms distinguish layers of reality because of the causal links that govern their behavior, both horizontally (atom-atom, molecule-molecule, organism-organism) and vertically (atom-molecule-organism). This is the first intuition of the theory of levels. Even if the further development of the theory will require imposing a number of qualifications to this initial intuition, the idea of a series of entities organized on different levels of complexity will prove correct. Living systems as well as social systems and the human mind present features remarkably different from those characterizing non-living, simple physical and chemical systems. We propose that super-complexity requires at least four different categorical frameworks, provided by the theories of levels of reality, chronotopoids, (generalized) interactions, and anticipation

GSOS for non-deterministic processes with quantitative aspects

Recently, some general frameworks have been proposed as unifying theories for processes combining non-determinism with quantitative aspects (such as probabilistic or stochastically timed executions), aiming to provide general results and tools. This paper provides two contributions in this respect. First, we present a general GSOS specification format (and a corresponding notion of bisimulation) for non-deterministic processes with quantitative aspects. These specifications define labelled transition systems according to the ULTraS model, an extension of the usual LTSs where the transition relation associates any source state and transition label with state reachability weight functions (like, e.g., probability distributions). This format, hence called Weight Function SOS (WFSOS), covers many known systems and their bisimulations (e.g. PEPA, TIPP, PCSP) and GSOS formats (e.g. GSOS, Weighted GSOS, Segala-GSOS, among others). The second contribution is a characterization of these systems as coalgebras of a class of functors, parametric on the weight structure. This result allows us to prove soundness of the WFSOS specification format, and that bisimilarities induced by these specifications are always congruences.Comment: In Proceedings QAPL 2014, arXiv:1406.156