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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.

168,695 papers · 148 categories

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159318476635 · Jun 202019922001200920172026
48 results for Imbalanced Time Series

Paper tackles imbalanced time series classification with a novel oversampling method.

problem Imbalanced time series classification challenges due to high dimensionality and correlation.
method Density-ratio based clustering followed by shrinkage technique for covariance estimation, then generating synthetic samples.
result OHIT outperforms state-of-the-art methods in F1, G-mean, and AUC metrics.

New deep learning method handles rare and imbalanced events in time series.

problem Challenges in event detection in time series data, especially rare and imbalanced events.
method Supervised regression-based deep learning approach that handles various types of events.
result Superior performance across diverse domains, particularly for rare events and imbalanced datasets.

The OSTSC package is a powerful oversampling approach for classifying univariant, but multinomial time series data in R. This article provides a brief overview of the oversampling methodology implemented by the package. A tutorial of the OSTSC package is provided. We begin by providing three test cases for the user to …

2017-11-27abs ↗pdf ↗

Deep learning improves tree species classification accuracy in imbalanced contexts.

problem Inaccurate tree species maps for large areas, especially in imbalanced contexts.
method Used deep learning models (including convolutional and attention-based) on Sentinel-2 multispectral satellite time series data.
result Deep learning models achieve higher accuracy and F1-macro scores compared to Random Forest in imbalanced contexts.

Develops a data-driven fault diagnosis framework for time-series data.

problem Fault diagnosis of dynamic systems using imbalanced and unknown fault classes.
method Kullback-Leibler divergence, data-driven fault classification, open-set classification.
result Framework handles imbalanced datasets, class overlapping, and unknown faults.

In the present work we demonstrate the application of different physical methods to high-frequency or tick-by-tick financial time series data. In particular, we calculate the Hurst exponent and inverse statistics for the price time series taken from a range of futures indices. Additionally, we show that in a limit orde…

2007-12-18abs ↗pdf ↗

In this paper, we introduce a new approach to multiclass classification problem. We decompose the problem into a series of regression tasks, that are solved with CART trees. The proposed method works significantly faster than state-of-the-art solutions while giving the same level of model quality. The algorithm is also…

2019-09-11abs ↗pdf ↗

Study reveals class-dependent effects in perturbation-based feature attribution metrics for time series classification.

problem Varying effectiveness of perturbation-based metrics across different classes in time series models.
method Systematic empirical analysis across multiple datasets, model architectures, and perturbation strategies.
result Perturbation-based metrics show varying effectiveness across classes, with some metrics performing better for certain classes.

Anomaly detection in multivariate time series is improved using ensemble techniques.

problem Anomaly detection in multivariate time series data is challenging due to sparse anomalies and feature subset anomalies.
method Feature-bagging technique, nested rotation PCA, ensemble of base models, semi-supervised Logistic Regressor.
result The proposed ensemble technique outperforms basic algorithms by 2% unsupervised and at least 10% semi-supervised.

This paper addresses a multi-label predictive fault classification problem for multidimensional time-series data. While fault (event) detection problems have been thoroughly studied in literature, most of the state-of-the-art techniques can't reliably predict faults (events) over a desired future horizon. In the most g…

2020-01-27abs ↗pdf ↗

PSC classifier improves HDLSS classification on class-imbalanced data.

problem Classification on high-dimension low-sample-size data with class imbalance.
method Population Structure-learned Classifier (PSC) maximizing inter-class and intra-class scatter matrices.
result PSC outperforms state-of-the-art methods on IHDLSS.

Data in real-world application often exhibit skewed class distribution which poses an intense challenge for machine learning. Conventional classification algorithms are not effective in the case of imbalanced data distribution, and may fail when the data distribution is highly imbalanced. To address this issue, we prop…

2019-01-05abs ↗pdf ↗

A new algorithm improves credit scoring accuracy for imbalanced data.

problem Poor classification of minority class in credit scoring data sets.
method Weighted-Hybrid-Sampling-Boost (WHSBoost) algorithm with balanced data sampling.
result WHSBoost outperforms other methods in credit scoring accuracy.

Under-bagging kk-NN improves performance on imbalanced classification.

problem Imbalanced classification problems where one class is significantly underrepresented.
method Proposes an under-bagging kk-NN ensemble learning algorithm, analyzing convergence rates and efficiency.
result Achieves optimal convergence rates under mild assumptions and reduces sub-sample size and kk for highly imbalanced data.

BERT improved for propaganda detection with imbalanced, dissimilar data.

problem BERT struggles with dissimilar imbalanced datasets in propaganda detection.
method Cost-sensitive BERT with dissimilarity measure for imbalanced, dissimilar datasets.
result Achieved second-highest score on sentence-level propaganda classification.

VIR model improves regression accuracy and uncertainty estimation for imbalanced data.

problem Imbalanced regression datasets lead to poor model accuracy and uncertainty estimation.
method VIR model uses probabilistic smoothing and reweighting to estimate latent representations and uncertainty.
result VIR model outperforms state-of-the-art models in accuracy and uncertainty estimation.

Classifiers trained on data sets possessing an imbalanced class distribution are known to exhibit poor generalisation performance. This is known as the imbalanced learning problem. The problem becomes particularly acute when we consider incremental classifiers operating on imbalanced data streams, especially when the l…

2014-05-09abs ↗pdf ↗

Study shows imbalanced labels can be beneficial but not always in class-imbalanced learning.

problem Challenges in class-imbalanced learning with heavy label bias.
method Systematic investigation of semi-supervised and self-supervised approaches to leverage imbalanced labels.
result Imbalanced labels are valuable in semi-supervised learning but not always in self-supervised learning.

HardVis helps visually manage imbalanced data by sampling hard instances.

problem Managing unsafe or noisy instances in imbalanced classification.
method Visual analytics system using undersampling and oversampling techniques.
result Boosts predictive power of ML models by balancing data sets.

Paper tackles imbalanced binary classification by optimizing precision and recall directly.

problem Imbalanced binary classification where standard accuracy is misleading.
method Exact constrained reformulations for precision and recall optimization.
result ERO framework outperforms state-of-the-art methods on multiple datasets.

Optimal downsampling improves GLM performance in imbalanced classification.

problem Improving GLM performance in imbalanced classification.
method Proposed a pseudo maximum likelihood estimator for optimal downsampling.
result The introduced estimator outperforms existing alternatives in both synthetic and empirical data.

New method improves classification accuracy in imbalanced high-dimensional data.

problem Imbalanced classification in high-dimensional data.
method Data splitting and hard-thresholding rules for LDA.
result Proposed method reduces misclassification rates in minority class.

Proposes a new data augmentation method for imbalanced datasets in both classification and regression.

problem Imbalanced datasets in supervised learning, especially in regression.
method GOLIATH algorithm based on kernel density estimates for classification and regression.
result Significant improvement over existing state-of-the-art techniques in imbalanced regression.

Analyzes SVM classifier behavior with different parameters and data types.

problem Tuning SVM parameters for balanced and imbalanced data.
method Behavioral analysis of SVM with different parameters and data types, proposing a novel search algorithm.
result Proposed search algorithm reduces computational time and provides expected kernel function range.

Paper introduces a new method to improve learning on imbalanced regression problems.

problem Imbalanced distribution learning in predictive modeling reduces standard algorithms' performance.
method The paper proposes a novel method using disentangled VAEs and Smoothed Bootstrap in the latent space.
result The method improves learning on tabular data within the Imbalanced Regression framework.

Study challenges the necessity of data augmentation for improving predictions on imbalanced text datasets.

problem Improving predictions on imbalanced text datasets.
method Comparing classifier cutoff adjustments to data augmentation techniques.
result Classifier cutoff adjustments can produce similar results to data augmentation without the need for additional data.

LDAO addresses imbalanced regression by learning local distribution structures.

problem Imbalanced regression with sparse target regions difficult for models.
method LDAO learns local distribution structures, models and samples from each, then merges.
result LDAO outperforms state-of-the-art methods on 45 imbalanced datasets.

SkewPNN uses probabilistic neural networks with skew-normal kernels to improve classification of imbalanced data.

problem Imbalanced data distribution leading to biased predictions for minority classes.
method Probabilistic neural networks with skew-normal kernel function and Bat optimization algorithm for hyperparameter tuning.
result SkewPNN and BA-SkewPNN outperform other methods in both balanced and imbalanced datasets.