Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having the right inventory available at the right time at the right place. In this paper we propose DeepAR, a methodology for producing accurate probabilistic forecasts, based on training an auto-regressive recurrent network model on a large number of related time series. We demonstrate how by applying deep learning techniques to forecasting, one can overcome many of the challenges faced by widely-used classical approaches to the problem. We show through extensive empirical evaluation on several real-world forecasting data sets accuracy improvements of around 15% compared to state-of-the-art methods.
We refute an often invoked theorem which claims that a periodic orbit with an odd number of real Floquet multipliers greater than unity can never be stabilized by time-delayed feedback control in the form proposed by Pyragas. Using a generic normal form, we demonstrate that the unstable periodic orbit generated by a subcritical Hopf bifurcation, which has a single real unstable Floquet multiplier, can in fact be stabilized. We derive explicit analytical conditions for the control matrix in terms of the amplitude and the phase of the feedback control gain, and present a numerical example. Our results are of relevance for a wide range of systems in physics, chemistry, technology, and life sciences, where subcritical Hopf bifurcations occur.
Stability of synchronization in delay-coupled networks of identical units generally depends in a complicated way on the coupling topology. We show that for large coupling delays synchronizability relates in a simple way to the spectral properties of the network topology. The master stability function used to determine the stability of synchronous solutions has a universal structure in the limit of large delay: It is rotationally symmetric around the origin and increases monotonically with the radius in the complex plane. This allows a universal classification of networks with respect to their synchronization properties and solves the problem of complete synchronization in networks with strongly delayed coupling.
We study chaotic synchronization in networks with time-delayed coupling. We introduce the notion of strong and weak chaos, distinguished by the scaling properties of the maximum Lyapunov exponent within the synchronization manifold for large delay times, and relate this to the condition for stable or unstable chaotic synchronization, respectively. In simulations of laser models and experiments with electronic circuits, we identify transitions from weak to strong and back to weak chaos upon monotonically increasing the coupling strength.
We investigate the normal form of a subcritical Hopf bifurcation subjected to time-delayed feedback control. Bifurcation diagrams which cover time-dependent states as well are obtained by analytical means. The computations show that unstable limit cycles with an odd number of positive Floquet exponents can be stabilized by time-delayed feedback control, contrary to incorrect claims in the literature. The model system constitutes one of the few examples where a nonlinear time delay system can be treated entirely by analytical means.
We study diffusively coupled oscillators in Hopf normal form. By introducing a noninvasive delay coupling, we are able to stabilize the inherently unstable anti-phase orbits. For the super-and subcritical cases, we state a condition on the oscillator's nonlinearity that is necessary and sufficient to find coupling parameters for successful stabilization. We prove these conditions and review previous results on the stabilization of oddnumber orbits by time-delayed feedback. Finally, we illustrate the results with numerical simulations.
We consider the delayed feedback control method for stabilization of unstable rotating waves near a fold bifurcation. Theoretical analysis of a generic model and numerical bifurcation analysis of the rate-equations model demonstrate that such orbits can always be stabilized by a proper choice of control parameters. Our paper confirms the recently discovered invalidity of the so-called "odd-number limitation" of delayed feedback control. Previous results have been restricted to the vicinity of a subcritical Hopf bifurcation. We now refute such a limitation for rotating waves near a fold bifurcation. We include an application to all-optical realization of the control in three-section semiconductor lasers.
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