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cs.DS2025
A faster algorithm for efficient longest common substring calculation for non-parametric entropy estimation in sequential data
Bridget Smart, Max Ward, Matthew Roughan
Non-parametric entropy estimation on sequential data is a fundamental tool in signal processing, capturing information flow within or between processes to measure predictability, r…
q-fin.ST2025
Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe)
Cameron Cornell, Lewis Mitchell, Matthew Roughan
Causal networks offer an intuitive framework to understand influence structures within time series systems. However, the presence of cycles can obscure dynamic relationships and hi…