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Sequential pattern mining (SPM) is an important branch of knowledge discovery that aims to mine frequent sub-sequences (patterns) in a sequential database. Various SPM methods have been investigated, and most of them are classical SPM methods, since these methods only consider whether or not a given pattern occurs within a sequence. Classical SPM can only find the common features of sequences, but it ignores the number of occurrences of the pattern in each sequence, i.e., the degree of interest of specific users. To solve this problem, this paper addresses the issue of repetitive nonoverlapping sequential pattern (RNP) mining and proposes the RNP-Miner algorithm. To reduce the number of candidate patterns, RNP-Miner adopts an itemset pattern join strategy. To improve the efficiency of support calculation, RNP-Miner utilizes the candidate support calculation algorithm based on the position dictionary. To validate the performance of RNP-Miner, 10 competitive algorithms and 20 sequence databases were selected. The experimental results verify that RNP-Miner outperforms the other algorithms, and using RNPs can achieve a better clustering performance than raw data and classical frequent patterns. All the algorithms were developed using the PyCharm environment and can be downloaded from //github.com/wuc567/Pattern-Mining/tree/master/RNP-Miner.

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We give a full classification of continuous flexible discrete axial cone-nets, which are called axial C-hedra. The obtained result can also be used to construct their semi-discrete analogs. Moreover, we identify a novel subclass within the determined class of (semi-)discrete axial cone-nets, whose members are named axial P-nets as they fulfill the proportion (P) of the intercept theorem. Known special cases of these axial P-nets are the smooth and discrete conic crease patterns with reflecting rule lines. By using a parallelism operation one can even generalize axial P-nets. The resulting general P-nets constitute a rich novel class of continuous flexible (semi-)discrete surfaces, which allow direct access to their spatial shapes by three control polylines. This intuitive method makes them suitable for transformable design tasks using interactive tools.

It is shown how mixed finite element methods for symmetric positive definite eigenvalue problems related to partial differential operators can provide guaranteed lower eigenvalue bounds. The method is based on a classical compatibility condition (inclusion of kernels) of the mixed scheme and on local constants related to compact embeddings, which are often known explicitly. Applications include scalar second-order elliptic operators, linear elasticity, and the Steklov eigenvalue problem.

The use of alternative operations in differential cryptanalysis, or alternative notions of differentials, are lately receiving increasing attention. Recently, Civino et al. managed to design a block cipher which is secure w.r.t. classical differential cryptanalysis performed using XOR-differentials, but weaker with respect to the attack based on an alternative difference operation acting on the first s-box of the block. We extend this result to parallel alternative operations, i.e. acting on each s-box of the block. First, we recall the mathematical framework needed to define and use such operations. After that, we perform some differential experiments against a toy cipher and compare the effectiveness of the attack w.r.t. the one that uses XOR-differentials.

Understanding fluid movement in multi-pored materials is vital for energy security and physiology. For instance, shale (a geological material) and bone (a biological material) exhibit multiple pore networks. Double porosity/permeability models provide a mechanics-based approach to describe hydrodynamics in aforesaid porous materials. However, current theoretical results primarily address state-state response, and their counterparts in the transient regime are still wanting. The primary aim of this paper is to fill this knowledge gap. We present three principal properties -- with rigorous mathematical arguments -- that the solutions under the double porosity/permeability model satisfy in the transient regime: backward-in-time uniqueness, reciprocity, and a variational principle. We employ the ``energy method'' -- by exploiting the physical total kinetic energy of the flowing fluid -- to establish the first property and Cauchy-Riemann convolutions to prove the next two. The results reported in this paper -- that qualitatively describe the dynamics of fluid flow in double-pored media -- have (a) theoretical significance, (b) practical applications, and (c) considerable pedagogical value. In particular, these results will benefit practitioners and computational scientists in checking the accuracy of numerical simulators. The backward-in-time uniqueness lays a firm theoretical foundation for pursuing inverse problems in which one predicts the prescribed initial conditions based on data available about the solution at a later instance.

We introduce a simple initialization of the Maubach bisection routine for adaptive mesh refinement which applies to any conforming initial triangulation. Using Maubach's routine with this initialization generates meshes that preserve shape regularity and satisfy the closure estimate needed for optimal convergence of adaptive schemes. Our ansatz allows for the intrinsic use of existing implementations.

MDS codes have diverse practical applications in communication systems, data storage, and quantum codes due to their algebraic properties and optimal error-correcting capability. In this paper, we focus on a class of linear codes and establish some sufficient and necessary conditions for them being MDS. Notably, these codes differ from Reed-Solomon codes up to monomial equivalence. Additionally, we also explore the cases in which these codes are almost MDS or near MDS. Applying our main results, we determine the covering radii and deep holes of the dual codes associated with specific Roth-Lempel codes and discover an infinite family of (almost) optimally extendable codes with dimension three.

Contrastive dimension reduction methods have been developed for case-control study data to identify variation that is enriched in the foreground (case) data X relative to the background (control) data Y. Here, we develop contrastive regression for the setting when there is a response variable r associated with each foreground observation. This situation occurs frequently when, for example, the unaffected controls do not have a disease grade or intervention dosage but the affected cases have a disease grade or intervention dosage, as in autism severity, solid tumors stages, polyp sizes, or warfarin dosages. Our contrastive regression model captures shared low-dimensional variation between the predictors in the cases and control groups, and then explains the case-specific response variables through the variance that remains in the predictors after shared variation is removed. We show that, in one single-nucleus RNA sequencing dataset on autism severity in postmortem brain samples from donors with and without autism and in another single-cell RNA sequencing dataset on cellular differentiation in chronic rhinosinusitis with and without nasal polyps, our contrastive linear regression performs feature ranking and identifies biologically-informative predictors associated with response that cannot be identified using other approaches

The generalized optimised Schwarz method proposed in [Claeys & Parolin, 2022] is a variant of the Despr\'es algorithm for solving harmonic wave problems where transmission conditions are enforced by means of a non-local exchange operator. We introduce and analyse an acceleration technique that significantly reduces the cost of applying this exchange operator without deteriorating the precision and convergence speed of the overall domain decomposition algorithm.

Knowing who follows whom and what patterns they are following are crucial steps to understand collective behaviors (e.g. a group of human, a school of fish, or a stock market). Time series is one of resources that can be used to get insight regarding following relations. However, the concept of following patterns or motifs and the solution to find them in time series are not obvious. In this work, we formalize a concept of following motifs between two time series and present a framework to infer following patterns between two time series. The framework utilizes one of efficient and scalable methods to retrieve motifs from time series called the Matrix Profile Method. We compare our proposed framework with several baselines. The framework performs better than baselines in the simulation datasets. In the dataset of sound recording, the framework is able to retrieve the following motifs within a pair of time series that two singers sing following each other. In the cryptocurrency dataset, the framework is capable of capturing the following motifs within a pair of time series from two digital currencies, which implies that the values of one currency follow the values of another currency patterns. Our framework can be utilized in any field of time series to get insight regarding following patterns between time series.

A new nonparametric estimator for Toeplitz covariance matrices is proposed. This estimator is based on a data transformation that translates the problem of Toeplitz covariance matrix estimation to the problem of mean estimation in an approximate Gaussian regression. The resulting Toeplitz covariance matrix estimator is positive definite by construction, fully data-driven and computationally very fast. Moreover, this estimator is shown to be minimax optimal under the spectral norm for a large class of Toeplitz matrices. These results are readily extended to estimation of inverses of Toeplitz covariance matrices. Also, an alternative version of the Whittle likelihood for the spectral density based on the Discrete Cosine Transform (DCT) is proposed. The method is implemented in the R package vstdct that accompanies the paper.

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