Positive and negative local trend association patterns in analysis of associations between time series

The paper introduces new time series shape association measures based on Euclidean distance. The method of analysis of associations between time series based on separate analysis of positively and negatively associated local trends is discussed. The examples of application of the proposed measures and methods to analysis of associations between historical prices of securities obtained from Google Finance are considered. An example of time series with inverse associations between them is discussed. © 2014 Springer International Publishing

Reactive Turing Machines

We propose reactive Turing machines, extending classical Turing machines with a process-theoretical notion of interaction. We show that every effective transition system is simulated up to branching bisimilarity by a reactive Turing machine, and that every computable transition system with a bounded branching degree is simulated up to divergence-preserving branching bisimilarity by a reactive Turing machine. We conclude from these results that there exist universal reactive Turing machines, and that the parallel composition of a finite number of (communicating) reactive Turing machines can be simulated by a single reactive Turing machine. We also establish a correspondence between reactive Turing machines and the process theory TCPtau, proving that a transition system can be simulated, up to branching bisimilarity, by a reactive Turing machine if, and only if, it is definable by a finite TCPtau-specification