When does a collection of local micro-events become a coherent process? This playground instantiates a sheaf-theoretic answer: a process is a sheaf of trajectories over a site of time-intervals, where local sections glue consistently into global behavior.
The site is the poset category of time-intervals with inclusions as morphisms.
A presheaf assigns to each interval the set of admissible micro-histories on that interval. Restriction maps truncate histories to sub-intervals.
The sheaf condition states: if local sections agree on overlaps, they glue to a unique global section .
The viewer now surfaces pairwise and triple Čech diagnostics: each overlap reports while triple overlaps verify the cocycle condition . Failures are highlighted when exceeding the glue tolerance ε.
The macro presheaf assigns coarse-grained observables (here: moving averages) to each interval. Coarse-graining is a natural transformation:
Naturality ensures : the macro of a restriction equals the restriction of the macro.
We compute a commutativity matrix: each entry records the mean and max deviation between both sides of the square above, so you can see which inclusions are closest to a true natural transformation.
A macro description becomes a true process when its dynamics are closed: future evolution depends only on the current macro-state, not the micro-history.
The Mori–Zwanzig formalism makes this precise. Coarse-graining produces an exact equation:
with drift , memory kernel , and noise . When the kernel decays rapidly (timescale separation), the memory term vanishes and you get Markovian closure: the macro is a self-contained dynamical system.
The playground now fits a finite impulse-response kernel with adjustable lag count, plots its shape, and runs a Ljung–Box test on the residuals to quantify whether the Markov model is statistically adequate.
Macro observables now expose higher moments, autocorrelation, and mutual information between overlapping intervals. These summaries help you identify when the sheafified process carries long memory, heavy tails, or strongly coupled overlaps.