Measuring time series predictability using support vector regression

Most studies involving statistical time series analysis rely on assumptions of linearity, which by its simplicity facilitates parameter interpretation and estimation. However, the linearity assumption may be too restrictive for many practical applications. The implementation of nonlinear models in time series analysis involves the estimation of a large set of parameters, frequently leading to overfitting problems. In this article, a predictability coefficient is estimated using a combination of nonlinear autoregressive models and the use of support vector regression in this model is explored. We illustrate the usefulness and interpretability of results by using electroencephalographic records of an epileptic patient.

QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES

Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.

Towards a maximal extension of Pelczynski`s decomposition method in Banach spaces

l Suppose that X, Y. A and B are Banach spaces such that X is isomorphic to Y E) A and Y is isomorphic to X circle plus B. Are X and Y necessarily isomorphic? In this generality. the answer is no, as proved by W.T. Cowers in 1996. In the present paper, we provide a very simple necessary and sufficient condition on the 10-tuples (k, l, m, n. p, q, r, s, u, v) in N with p+q+u >= 3, r+s+v >= 3, uv >= 1, (p,q)$(0,0), (r,s)not equal(0,0) and u=1 or v=1 or (p. q) = (1, 0) or (r, s) = (0, 1), which guarantees that X is isomorphic to Y whenever these Banach spaces satisfy X(u) similar to X(p)circle plus Y(q), Y(u) similar to X(r)circle plus Y(s), and A(k) circle plus B(l) similar to A(m) circle plus B(n). Namely, delta = +/- 1 or lozenge not equal 0, gcd(lozenge, delta (p + q - u)) divides p + q - u and gcd(lozenge, delta(r + s - v)) divides r + s - v, where 3 = k - I - in + n is the characteristic number of the 4-tuple (k, l, m, n) and lozenge = (p - u)(s - v) - rq is the discriminant of the 6-tuple (p, q, r, s, U, v). We conjecture that this result is in some sense a maximal extension of the classical Pelczynski`s decomposition method in Banach spaces: the case (1, 0. 1, 0, 2. 0, 0, 2. 1. 1). (C) 2009 Elsevier Inc. All rights reserved.

Banach spaces without minimal subspaces

We prove three new dichotomies for Banach spaces a la W.T. Gowers` dichotomies. The three dichotomies characterise respectively the spaces having no minimal subspaces, having no subsequentially minimal basic sequences, and having no subspaces crudely finitely representable in all of their subspaces. We subsequently use these results to make progress on Gowers` program of classifying Banach spaces by finding characteristic spaces present in every space. Also, the results are used to embed any partial order of size K I into the subspaces of any space without a minimal subspace ordered by isomorphic embeddability. (c) 2009 Elsevier Inc. All fights reserved.

On isomorphism classes of C(2(m) circle plus [0, alpha]) spaces

We provide a complete isomorphic classification of the Banach spaces of continuous functions on the compact spaces 2(m) circle plus [0, alpha], the topological sums of Cantor cubes 2(m), with m smaller than the first sequential cardinal, and intervals of ordinal numbers [0, alpha]. In particular, we prove that it is relatively consistent with ZFC that the only isomorphism classes of C(2(m) circle plus [0, alpha]) spaces with m >= N(0) and alpha >= omega(1) are the trivial ones. This result leads to some elementary questions on large cardinals.

Dually discrete spaces

A neighbourhood assignment in a space X is a family O = {O-x: x is an element of X} of open subsets of X such that X is an element of O-x for any x is an element of X. A set Y subset of X is a kernel of O if O(Y) = U{O-x: x is an element of Y} = X. We obtain some new results concerning dually discrete spaces, being those spaces for which every neighbourhood assignment has a discrete kernel. This is a strictly larger class than the class of D-spaces of [E.K. van Douwen, W.F. Pfeffer, Some properties of the Sorgenfrey line and related spaces, Pacific J. Math. 81 (2) (1979) 371-377]. (c) 2008 Elsevier B.V. All rights reserved.

Generalizations of Pelczynski`s decomposition method for Banach spaces containing a complemented copy of their squares

Suppose that X and Y are Banach spaces isomorphic to complemented subspaces of each other. In 1996, W. T. Gowers solved the Schroeder- Bernstein Problem for Banach spaces by showing that X is not necessarily isomorphic to Y. However, if X-2 is complemented in X with supplement A and Y-2 is complemented in Y with supplement B, that is, { X similar to X-2 circle plus A Y similar to Y-2 circle plus B, then the classical Pelczynski`s decomposition method for Banach spaces shows that X is isomorphic to Y whenever we can assume that A = B = {0}. But unfortunately, this is not always possible. In this paper, we show that it is possible to find all finite relations of isomorphism between A and B which guarantee that X is isomorphic to Y. In order to do this, we say that a quadruple (p, q, r, s) in N is a P-Quadruple for Banach spaces if X is isomorphic to Y whenever the supplements A and B satisfy A(p) circle plus B-q similar to A(r) circle plus B-s . Then we prove that (p, q, r, s) is a P-Quadruple for Banach spaces if and only if p - r = s - q = +/- 1.

On moduli spaces for abelian categories

We show that if A is an abelian category satisfying certain mild conditions, then one can introduce the concept of a moduli space of (semi)stable objects which has the structure of a projective algebraic variety. This idea is applied to several important abelian categories in representation theory, like highest weight categories.

A family of Schroeder-Bernstein type theorems for Banach spaces

Motivated by a characterization of the complemented subspaces in Banach spaces X isomorphic to their squares X-2, we introduce the concept of P-complemented subspaces in Banach spaces. In this way, the well-known Pelczynski`s decomposition method can be seen as a Schroeder-Bernstein type theorem. Then, we give a complete description of the Schroeder-Bernstein type theorems for this new notion of complementability. By contrast, some very elementary questions on P-complementability are refinements of the Square-Cube Problem closely connected with some Banach spaces introduced by W.T. Gowers and B. Maurey in 1997. (C) 2007 Elsevier Inc. All rights reserved.

Some Schroeder-Bernstein type theorems for Banach spaces

We first introduce the notion of (p, q, r)-complemented subspaces in Banach spaces, where p, q, r is an element of N. Then, given a couple of triples {(p, q, r), (s, t, u)} in N and putting Lambda = (q + r - p)(t + u - s) - ru, we prove partially the following conjecture: For every pair of Banach spaces X and Y such that X is (p, q, r)-complemented in Y and Y is (s, t, u)-complemented in X, we have that X is isomorphic Y if and only if one of the following conditions holds: (a) Lambda not equal 0, Lambda divides p - q and s - t, p = 1 or q = 1 or s = 1 or t = 1. (b) p = q = s = t = 1 and gcd(r, u) = 1. The case {(2, 1, 1), (2, 1,1)} is the well-known Pelczynski`s decomposition method. Our result leads naturally to some generalizations of the Schroeder-B em stein problem for Banach spaces solved by W.T. Gowers in 1996. (C) 2007 Elsevier Inc. All rights reserved.

UNIT VECTOR FIELDS ON ANTIPODALLY PUNCTURED SPHERES: BIG INDEX, BIG VOLUME

We establish in this paper a lower bound for the volume of a unit vector field (v) over right arrow defined ou S(n) \ {+/-x}, n = 2,3. This lower bound is related to the sum of the absolute values of the indices of (v) over right arrow at x and -x.

On the manifold structure of the set of unparameterized embeddings with low regularity

Given manifolds M and N, with M compact, we study the geometrical structure of the space of embeddings of M into N, having less regularity than C(infinity) quotiented by the group of diffeomorphisms of M.

On the extent of star countable spaces

For a topological property P, we say that a space X is star Pif for every open cover Uof the space X there exists Y aS, X such that St(Y,U) = X and Y has P. We consider star countable and star Lindelof spaces establishing, among other things, that there exists first countable pseudocompact spaces which are not star Lindelof. We also describe some classes of spaces in which star countability is equivalent to countable extent and show that a star countable space with a dense sigma-compact subspace can have arbitrary extent. It is proved that for any omega (1)-monolithic compact space X, if C (p) (X)is star countable then it is Lindelof.

Periodic geodesics and geometry of compact Lorentzian manifolds with a Killing vector field

We study the geometry and the periodic geodesics of a compact Lorentzian manifold that has a Killing vector field which is timelike somewhere. Using a compactness argument for subgroups of the isometry group, we prove the existence of one timelike non self-intersecting periodic geodesic. If the Killing vector field is nowhere vanishing, then there are at least two distinct periodic geodesics; as a special case, compact stationary manifolds have at least two periodic timelike geodesics. We also discuss some properties of the topology of such manifolds. In particular, we show that a compact manifold M admits a Lorentzian metric with a nowhere vanishing Killing vector field which is timelike somewhere if and only if M admits a smooth circle action without fixed points.

Spaces of compact operators on C(2(m) circle plus [0, alpha]) spaces

We classify up to isomorphism the spaces of compact operators K(E, F), where E and F are Banach spaces of all continuous functions defined on the compact spaces 2(m) circle plus [0, alpha], the topological sum of Cantor cubes 2(m) and the intervals of ordinal numbers [0, alpha]. More precisely, we prove that if 2(m) and aleph(gamma) are not real-valued measurable cardinals and n >= aleph(0) is not sequential cardinal, then for every ordinals xi, eta, lambda and mu with xi >= omega(1), eta >= omega(1), lambda = mu < omega or lambda, mu is an element of [omega(gamma), omega(gamma+1)[, the following statements are equivalent: (a) K(C(2(m) circle plus [0, lambda]), C(2(n) circle plus [0, xi])) and K(C(2(m) circle plus [0, mu]), C(2(n) circle plus [0, eta]) are isomorphic. (b) Either C([0, xi]) is isomorphic to C([0, eta] or C([0, xi]) is isomorphic to C([0, alpha p]) and C([0, eta]) is isomorphic to C([0,alpha q]) for some regular cardinal alpha and finite ordinals p not equal q. Thus, it is relatively consistent with ZFC that this result furnishes a complete isomorphic classification of these spaces of compact operators. (C) 2010 Elsevier Inc. All rights reserved.