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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.

168,786 papers · 148 categories

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48 results for Irregular time points

In many fields observations are performed irregularly along time, due to either measurement limitations or lack of a constant immanent rate. While discrete-time Markov models (as Dynamic Bayesian Networks) introduce either inefficient computation or an information loss to reasoning about such processes, continuous-time…

2012-03-15abs ↗pdf ↗

EDICT learns evidential distributions for irregular time series, improving predictions and uncertainty quantification.

problem Challenges in predicting and characterizing uncertainty for irregular time series data.
method EDICT (Evidential Distributions for Irregular Time Series) learns a continuous-time evidential distribution.
result EDICT achieves competitive performance on time series classification tasks and provides better uncertainty quantification.

New imputation strategies improve signature models for irregular time series.

problem Applying signature models to irregular time series requires continuous path construction.
method Characterized imputation as a problem, evaluated various strategies, proposed GP-PoM.
result Gaussian process adapters improve predictive performance and robustness.

SCOTCH learns system structure from irregular time series using neural SDEs.

problem Learning system structure from irregular time series data.
method SCOTCH uses neural stochastic differential equations (SDE) with variational inference.
result SCOTCH improves structure learning performance on synthetic and real-world datasets.

LLapDiff models irregular multivariate time series without step-by-step integration.

problem Trade-off between discrete and continuous methods for long-horizon forecasting.
method Generative framework that models target as a low-dimensional latent trajectory, guided by modal parameterization and Laplace domain poles.
result Improves long-horizon forecasting over baselines and supports missing-value imputation.

Graph neural network constructs a sparse latent point cloud from dense point clouds.

problem Efficiently reconstructing and simulating point clouds with fine details.
method Irregular graph convolutional neural network with non-isotropic operations.
result The model can reconstruct dense point clouds from a sparse latent representation.

Neural Laplace Control tackles offline RL for continuous-time delayed systems with irregular observations.

problem Offline reinforcement learning problems involving continuous-time environments with delays and irregular observations.
method Combines a Neural Laplace dynamics model with a model predictive control (MPC) planner.
result Achieves near expert policy performance on continuous-time delayed environments.

CRUs model irregular time series with continuous hidden states.

problem Handling irregular time intervals in sequential data.
method Continuous Recurrent Units (CRUs) that integrate hidden states via a linear stochastic differential equation.
result CRUs outperform methods based on neural ordinary differential equations in irregular time series interpolation.

Paper develops a method for causal representation learning from irregular tensors.

problem Complex patterns in high-dimensional, irregular tensor data.
method Novel causal formulation and CaRTeD framework integrating temporal causal representation learning with irregular tensor decomposition.
result Framework provides theoretical guarantees and outperforms state-of-the-art techniques.

ACSSM models irregular time series with continuous dynamics.

problem Modeling irregular time series data.
method ACSSM uses a multi-marginal Doob's h-transform and variational inference with stochastic optimal control.
result ACSSM outperforms in tasks like classification, regression, interpolation, and extrapolation.

We show that there are no irregular Sasaki-Einstein structures on rational homology 5-spheres. On the other hand, using K-stability we prove the existence of continuous families of non-toric irregular Sasaki-Einstein structures on odd connected sums of S2×S3S^2 \times S^3.

2018-06-01abs ↗pdf ↗

A new method uses sinusoidal functions to represent timestamps as dense vectors for improving irregularly sampled time series learning.

problem Challenges in supervised learning with irregularly sampled time series due to irregular time intervals.
method Proposes a novel method to represent timestamps as dense vectors using sinusoidal functions, called Time Embeddings.
result Improves LSTM-based and classical machine learning models, especially with very irregular data.

We study topological recursion on the irregular spectral curve xy2xy+1=0xy^2-xy+1=0, which produces a weighted count of dessins d'enfant. This analysis is then applied to topological recursion on the spectral curve xy2=1xy^2=1, which takes the place of the Airy curve x=y2x=y^2 to describe asymptotic behaviour of enumerative proble…

2014-12-29abs ↗pdf ↗

We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to characterize the mechanisms underlying the time series. Motivated by the studies that show …

2015-04-23abs ↗pdf ↗

LRF framework predicts and interprets longitudinal response trajectories.

problem Sparse and irregular data in longitudinal studies.
method Longitudinal Random Forest (LRF) framework with adaptive node-wise trajectory estimation.
result LRF outperforms competing methods in predicting and interpreting longitudinal trajectories.

Paper connects Painlevé VI equation to irregular systems, solving monodromy data.

problem Solving monodromy data for irregular systems related to Painlevé VI.
method Expressed Frobenius integrability in terms of PVI, computed monodromy data for coalescing eigenvalues.
result Computed monodromy data for transcendentals holomorphic at critical points of PVI.

TGNN4I model forecasts irregularly observed graph data using ODEs.

problem Forecasting graph-structured data with irregular time steps and partial observations.
method Introduces a time-continuous latent state in each node using ODEs and GRUs, integrating graph neural network layers.
result Validated usefulness of graph structure and time-continuous dynamics in irregular observation settings.

We introduce a notion of K-semistability for Sasakian manifolds. This extends to the irregular case the orbifold K-semistability of Ross-Thomas. Our main result is that a Sasakian manifold with constant scalar curvature is necessarily K-semistable. As an application, we show how one can recover the volume minimization …

2012-04-10abs ↗pdf ↗

GRUwE improves irregular time series prediction with simpler, efficient RNN-based approach.

problem Irregularly sampled multivariate time series prediction challenges.
method Gated Recurrent Unit with Exponential basis functions (GRUwE).
result GRUwE achieves competitive or superior performance compared to recent state-of-the-art methods.

This paper uses ODE to improve RNN models for time series data.

problem Improving RNN models for irregularly sampled time series data.
method Extending RNNs with Neural Ordinary Differential Equations (ODEs).
result New ODE-based RNN models reduce training and evaluation time.

We show that every toric Sasaki-Einstein manifold SS admits a special Legendrian submanifold LL which arises as the link fix(τ)S{\rm fix}(τ)\cap S of the fixed point set fix(τ){\rm fix}(τ) of an anti-holomorphic involution ττ on the cone C(S)C(S). In particular, an irregular toric Sasaki-Einstein manifold S2×S3S^{2}\times S^{3} h…

2012-01-05abs ↗pdf ↗

Moon phases added to stock market analysis for better pattern recognition.

problem Finding meaningful patterns in stock market data using irregular time sampling.
method Incorporating Moon phases into the Gregorian calendar time sampling methods for stock market analysis.
result Moon phases provide unique, irregular sampling features for stock market pattern recognition.

Electronic records contain sequences of events, some of which take place all at once in a single visit, and others that are dispersed over multiple visits, each with a different timestamp. We postulate that fine temporal detail, e.g., whether a series of blood tests are completed at once or in rapid succession should n…

2019-04-27abs ↗pdf ↗

A new method models continuous-time counterfactual outcomes using neural controlled differential equations.

problem Estimating personalized healthcare outcomes over irregularly sampled data.
method Interpreting data as samples from a continuous-time process, modeling latent trajectory using controlled differential equations, and using adversarial training for time-dependent confounding.
result TE-CDE consistently outperforms existing approaches in irregularly sampled scenarios.

ProFITi model forecasts irregular time series with missing values using conditional flows.

problem Probabilistic forecasting of irregularly sampled multivariate time series with missing values.
method ProFITi model uses conditional normalizing flows and invertible layers to learn joint distributions conditioned on past observations and queried channels and times.
result ProFITi model provides 4 times higher likelihood than the previous best model.

Proposes a model to handle mobile health data with irregular measurements.

problem Handling heterogeneous, multi-resolution data in mobile health.
method Individualized dynamic latent factor model for irregular multi-resolution time series data.
result Superior performance compared to existing methods in simulation and smartwatch data applications.

NCDEs improve predictions for irregular time series data.

problem Theoretical understanding of NCDEs' performance and irregular time series effects.
method Combining CDE theory and neural net complexity measures.
result Generalization bound and detailed sampling and approximation bias analysis.

Neural controlled DEs model irregular time series by adjusting based on observations.

problem Modeling irregularly sampled multivariate time series with memory-efficient adjoint-based backpropagation.
method Neural controlled differential equations (CDEs) that adjust based on subsequent observations.
result Achieves state-of-the-art performance on various datasets.

Defines weak normals for irregular curves in high-dimensional spaces.

problem Dealing with irregular curves in high-dimensional Euclidean spaces.
method Using sequences of inscribed polygonals and Gram-Schmidt procedure, introduces a relaxed notion of weak normals.
result Weak normals for irregular curves are the strong limit of approximating polygonals and agree with relaxed energy.

Extends shapelet transform to irregular time series, improving interpretability and efficiency.

problem Limitations of shapelet transform for irregular, partially observed time series.
method Continuous-time formulation, regularisation penalty, learned pseudometric.
result Efficient training without sacrificing interpretability for irregular, partially observed time series.

Study infinite-dimensional Toda manifold at irregular singularity, revealing non-uniqueness of formal solutions.

problem Non-uniqueness of formal solutions to the Dubrovin equation at irregular singularity.
method Revisited canonical coordinates, formal solutions analysis, Borel resummation, Stokes matrices computation.
result Infinite-dimensional Stokes matrices computed from resummed formal solutions.

We derive the Do and Norbury recursion formula for the one-loop mean of an irregular spectral curve from a variant of replica method by Brezín and Hikami. We express this recursion in special times in which all terms W1(g)W_1^{(g)} of the genus expansion of the one-loop mean are polynomials. We find a generalization of th…

2015-12-31abs ↗pdf ↗

Detecting patterns in real time streaming data has been an interesting and challenging data analytics problem. With the proliferation of a variety of sensor devices, real-time analytics of data from the Internet of Things (IoT) to learn regular and irregular patterns has become an important machine learning problem to …

2018-11-16abs ↗pdf ↗

Graph neural networks extend neural Bayes estimators to irregular spatial data.

problem Estimating parameters from irregular spatial data with computational efficiency.
method Employing graph neural networks to approximate Bayes estimators for irregular spatial data.
result Extending neural Bayes estimation to irregular spatial data with computational benefits.

CARRNN tackles deep learning for sporadic data, improving prediction errors in healthcare.

problem Challenges in learning temporal patterns from sporadic multivariate longitudinal data.
method Developed a novel deep learning architecture combining RNN and CAR models, using a generalized discrete-time autoregressive model.
result CARRNN achieves the lowest prediction errors in multivariate time-series regression tasks.

Detects illegal stock market trading behaviors using graph ranking methods.

problem Detecting irregular trade behaviors in the stock market.
method Three graph Laplacian based semi-supervised ranking methods.
result Un-normalized and symmetric normalized graph Laplacian based methods outperform the random walk Laplacian method.