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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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58116173231 · May 202619922001200920172026
48 results for EWMA-type control charts

Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.

problem Detecting shape shifts in functional profiles.
method Combining Fréchet mean and shape invariant model for interpretable parameterization of profile deviations.
result Potential shifts in shape deformation process distinguished by significant shifts in amplitude and/or phase.

Support Vector Data Description (SVDD) is a machine learning technique used for single class classification and outlier detection. SVDD based K-chart was first introduced by Sun and Tsung for monitoring multivariate processes when underlying distribution of process parameters or quality characteristics depart from Norm…

2016-07-25abs ↗pdf ↗

A new control chart detects shifts in binary data streams quickly and reliably.

problem Early detection of small shifts in multiple binary data streams.
method Cumulative Standardized Binomial EWMA (CSB-EWMA) chart with exact variance derivation.
result Adaptive control limits ensure robust detection across different data distributions.

The classic N p chart gives a signal if the number of successes in a sequence of inde- pendent binary variables exceeds a control limit. Motivated by engineering applications in industrial image processing and, to some extent, financial statistics, we study a simple modification of this chart, which uses only the most …

2010-01-12abs ↗pdf ↗

The paper monitors artificial neural networks using embeddings and multivariate control charts.

problem Ensuring the stability of artificial neural networks during deployment.
method Monitoring the latent feature representation (embedding) of ANN outputs using multivariate control charts based on data depth and ranks.
result The proposed method effectively detects nonstationary data streams in ANN outputs.

The paper monitors stock market relationships using network analysis and statistical control charts.

problem Detecting abnormal changes in the financial market network structure.
method Network construction using distance methods, hierarchical clustering, and Shewhart control charts.
result Abnormal changes in financial market relationships can be detected using statistical process control.

The paper proves geometric and spectral alignment for deep neural networks.

problem Understanding the singular spectra of deep neural network layers.
method Proves deterministic quotient-geometric estimates for singular spectra of Frobenius-normalized layer factors.
result Exact power-law spectra form a trace-normalized Cartan orbit under Frobenius normalization.

In this paper, we give definitions of three kinds of minimal charts, and we investigate properties of minimal charts and establish fundamental theorems characterizing minimal charts. To classify charts with two or three crossings we use the fundamental theorems. In the future paper, we give an numeration of the charts …

2016-02-09abs ↗pdf ↗

This paper studies minimal charts of a specific type to understand embedded surfaces in 4-space.

problem Investigating minimal charts of a specific type to understand embedded surfaces in 4-space.
method Analyzing charts of type (5,2) to find a minimal chart.
result Identified a minimal chart of type (5,2) representing an embedded surface in 4-space.

Martingale Doppelgänger-Eval benchmarks VLMs on candlestick evidence vs. trend extrapolation

problem Auditing whether VLMs use chart evidence or trend extrapolation
method Proving formal limitations and designing controlled mechanisms
result Identifying regression coefficients for evidence vs. trend

The paper studies 4-charts with three crossings and their equivalence to a specific knot.

problem Investigating the structure and equivalence of 4-charts with three crossings.
method Examining charts as oriented labeled graphs in a disk, focusing on acyclic components and equivalence through label-orientation-reflection.
result Any linear minimal 4-chart with three crossings is equivalent to a 2-twist spun trefoil knot.

Minimal charts of specific type contain unique subgraphs.

problem Characterizing minimal charts of type (m;2,3,2)(m;2,3,2).
method Analyzing the structure of charts and their subgraphs.
result Each of Γm+1Γ_{m+1} and Γm+2Γ_{m+2} contains one of three specific subgraphs.

In this paper, we shall show a condition for that a chart is C-move equivalent to the product of two charts, the union of two charts ΓΓ^* and ΓΓ^{**} which are contained in disks DD^* and DD^{**} with DD=D^*\cap D^{**}=\emptyset.

2016-03-27abs ↗pdf ↗

A method to fix radius distortion in generative models on curved spaces.

problem Distortion in geodesic radius measurements across different charts on Riemannian manifolds.
method Radial Compensation (RC) adjusts the tangent-space base distribution to match the geodesic radius law, improving model stability and interpretability.
result RC ensures that the model's geodesic radius matches the intended distribution, improving numerical stability and curvature interpretation.

Control charts have traditionally been used in industrial statistics, but are constantly seeing new areas of application, especially in the age of Industry 4.0. This paper introduces a new method, which is suitable for applications in the healthcare sector, especially for monitoring a health-characteristic of a patient…

2019-02-14abs ↗pdf ↗

Let ΓΓ be a chart. For each label mm, we denote by ΓmΓ_m the "subgraph" of ΓΓ consisting of all the edges of label mm and their vertices. Let ΓΓ be a minimal chart of type (m;3,3)(m;3,3). That is, a minimal chart ΓΓ has six white vertices, and both of ΓmΓm+1Γ_m\capΓ_{m+1} and Γm+1Γm+2Γ_{m+1}\capΓ_{m+2} consist of three white ve…

2016-09-27abs ↗pdf ↗

A 2-dimensional braid over an oriented surface-knot FF is presented by a graph called a chart on a surface diagram of FF. We consider 2-dimensional braids obtained by an addition of 1-handles equipped with chart loops. We introduce moves of 1-handles with chart loops, called 1-handle moves, and we investigate how muc…

2015-03-02abs ↗pdf ↗

Let ΓΓ be a chart, and we denote by ΓmΓ_m the union of all the edges of label mm. A chart ΓΓ is of type (3,2,2)(3,2,2) if there exists a label mm such that w(Γ)=7w(Γ)=7, w(ΓmΓm+1)=3w(Γ_m\capΓ_{m+1})=3, w(Γm+1Γm+2)=2w(Γ_{m+1}\capΓ_{m+2})=2, and w(Γm+2Γm+3)=2w(Γ_{m+2}\capΓ_{m+3})=2 where w(G)w(G) is the number of white vertices in GG. In this paper, we prov…

2019-01-31abs ↗pdf ↗

Dance Dance Revolution (DDR) is a popular rhythm-based video game. Players perform steps on a dance platform in synchronization with music as directed by on-screen step charts. While many step charts are available in standardized packs, players may grow tired of existing charts, or wish to dance to a song for which no …

2017-03-20abs ↗pdf ↗

Chart autoencoders learn latent features preserving manifold topology and geometry, with robust denoising capabilities.

problem Learning low-dimensional latent features of high-dimensional data sampled near a manifold.
method Chart autoencoders encode data into latent features on charts, preserving manifold topology and geometry.
result Chart autoencoders achieve a squared generalization error of n2d+2log4nn^{-\frac{2}{d+2}}\log^4 n under proper network architectures.

Channel charting (CC) has been proposed recently to enable logical positioning of user equipments (UEs) in the neighborhood of a multi-antenna base-station solely from channel-state information (CSI). CC relies on dimensionality reduction of high-dimensional CSI features in order to construct a channel chart that captu…

2019-08-07abs ↗pdf ↗

We give a combinatorial description of closed curves on oriented surfaces in terms of certain permutations, called charts. We describe automorphisms of curves in terms of charts and compute the total number of curves counted with appropriate weights. We also discuss relations between curves, Grothendieck dessins d'enfa…

2004-02-02abs ↗pdf ↗

Given a 2-crossing minimal chart ΓΓ, a minimal chart with two crossings, set α=min{ i  α=\min\{~i~|~there exists an edge of label ii containing a white vertex}\}, and β=max{ i  β=\max\{~i~|~there exists an edge of label ii containing a white vertex}\}. In this paper we study the structure of a neighbourhood of ΓαΓβΓ_α\cupΓ_β, and p…

2017-09-26abs ↗pdf ↗

The paper proves uniform Temple charts and applies them to null distance metrics.

problem Proving the existence of uniform Temple charts and their applications to null distance metrics.
method Constructing uniform Temple charts and estimating gradients of optical functions; applying these charts to study spacetime metrics.
result Proves (N,d^τ)(N, \hat{d}_τ) is a rectifiable metric space and applies a Lorentzian isometry theorem.

This is the first step of the two steps to enumerate the minimal charts with two crossings. For a label mm of a chart ΓΓ we denote by ΓmΓ_m the union of all the edges of label mm and their vertices. For a minimal chart ΓΓ with exactly two crossings, we can show that the two crossings are contained in ΓαΓβΓ_α\capΓ_β f…

2017-04-05abs ↗pdf ↗

In this paper, we find a holomorphic Darboux chart around any immersed noncompact holomorphic Legendrian curve in a complex contact manifold (X,ξ)(X,ξ). By using such a chart, we show that every holomorphic Legendrian immersion RXR\to X from an open Riemann surface can be approximated on relatively compact subsets by holo…

2017-02-02abs ↗pdf ↗

Continuing the study of bounded geometry for Riemannian foliations, begun by Sanguiao, we introduce a chart-free definition of this concept. Our main theorem states that it is equivalent to a condition involving certain normal foliation charts. For this type of charts, it is also shown that the derivatives of the chang…

2013-08-02abs ↗pdf ↗

Unified framework for singular statistical models using observable charts.

problem Non-identifiability and breakdown of classical asymptotic theory in singular models.
method Invariant framework based on observable charts to define local coordinate systems in model space.
result Observable order provides a lower bound on KL divergence vanishing rate in singular models.

This study evaluates the performances of CNN and LSTM for recognizing common charts patterns in a stock historical data. It presents two common patterns, the method used to build the training set, the neural networks architectures and the accuracies obtained.

2018-08-01abs ↗pdf ↗

Charts are an excellent way to convey patterns and trends in data, but they do not facilitate further modeling of the data or close inspection of individual data points. We present a fully automated system for extracting the numerical values of data points from images of scatter plots. We use deep learning techniques t…

2017-04-21abs ↗pdf ↗

In this paper we try to design the necessary calculation needed for backtesting trading systems when only candle chart data are available. We lay particular emphasis on situations which are not or not uniquely decidable and give possible strategies to handle such situations.

2014-12-17abs ↗pdf ↗