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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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16324763 · May 202619922001200920172026
48 results for S2S forecasting

TelePiT improves S2S forecasting by integrating physics and teleconnections.

problem Challenges in subseasonal-to-seasonal climate forecasting due to chaotic dynamics and complex interactions.
method Integrates physics and teleconnections into a transformer architecture with spherical embedding and multi-scale physics-informed neural ODE.
result Significantly outperforms state-of-the-art methods across all forecast horizons.

On a natural circle bundle T(M) over a 4-dimensional manifold M equipped with a split signature metric g, whose fibers are real totally null selfdual 2-planes, we consider a tautological rank 2 distribution D obtained by lifting each totally null plane horizontally to its point in the fiber. Over the open set where g i…

2012-10-12abs ↗pdf ↗

Model financial dynamics using 2-manifold geometries, revealing the torus as best for cyclical data.

problem Financial forecasting using complex market data.
method Embedding market data onto 2-manifolds (S2, R2, H2, T) guided by uniformization theorem, inferring latent curvature.
result The torus geometry best predicts cyclical financial data, aligning with IS-LM theory.

We induce a Poisson algebra {,}Cn,N\{\cdot,\cdot\}_{\mathcal{C}_{n,N}} on the configuration space Cn,N\mathcal{C}_{n,N} of NN twisted polygons in RPn1\mathbb{RP}^{n-1} from the swapping algebra \cite{L12}, which is found coincide with Faddeev-Takhtajan-Volkov algebra for n=2n=2. There is another Poisson algebra $\{\cdot,\cdot\}…

2014-12-14abs ↗pdf ↗

Sharp systolic inequality for invariant tight contact forms on S1-bundles over S2.

problem Finding the shortest period of closed Reeb orbits on invariant tight contact forms.
method Proving a sharp systolic inequality based on the Euler class of the bundle.
result A behavior of the systolic inequality depends on the Euler class of the bundle.

We construct globally-defined SU(3)SU(3) structures on smooth compact toric varieties (SCTV) in the class of CP1\mathbb{CP}^1 bundles over MM, where MM is an arbitrary SCTV of complex dimension two. The construction can be extended to the case where the base is Kähler-Einstein of positive curvature, but not necessarily t…

2017-07-14abs ↗pdf ↗

Capillarity functionals are parameter invariant functionals defined on classes of two-dimensional parametric surfaces in R3 as the sum of the area integral and a non homogeneous term of suitable form. Here we consider the case of a class of non homogenous terms vanishing at infinity for which the corresponding capillar…

2016-08-03abs ↗pdf ↗

RNGI model bridges two probability densities on Riemannian manifolds efficiently.

problem Limited applicability of Euclidean stochastic interpolants to Riemannian manifolds.
method Introduces RNGI model interpolating between Riemannian manifold probability densities along geodesics.
result Proves temporal marginal density solves transport equation on Riemannian manifold.

This is a survey on the global theory of constant mean curvature surfaces in Riemannian homogeneous 3-manifolds. These ambient 3-manifolds include the eight canonical Thurston 3-dimensional geometries, i.e. R3, H3, S3, H2 \times R, S2 \times R, the Heisenberg space Nil3, the universal cover of PSL2(R) and the Lie group…

2010-04-27abs ↗pdf ↗

In our previous work [PSSW], we showed that the Ricci flow on S^2 whose initial metric has conical singularities \sum_{j=1}^k β_j[p_j] converges to a constant curvature metric with conic singularities (in the stable and semi-stable cases) or to a gradient shrinking soliton with conical singularities (in the unstable ca…

2015-03-15abs ↗pdf ↗

After establishing the uniqueness of the continuation of local Cauchy data for harmonic maps between two Riemannian manifolds M and N, we prove (i) a reflection principle for a smooth minimal submanifold Y of a Riemannian manifold M that contains a reflective submanifold of M as a hypersurface and (ii) the reflection p…

2017-07-04abs ↗pdf ↗

We define a manifold MM where objects cMc\in M are curves, which we parameterize as c:S1Rnc:S^1\to R^n (n2n\ge 2, S1S^1 is the circle). Given a curve cc, we define the tangent space TcMT_cM of MM at cc including in it all deformations h:S1Rnh:S^1\to R^n of cc. In this paper we study geometries on the manifold of curves, pr…

2006-04-30abs ↗pdf ↗

Complete, conformally flat metrics of constant positive scalar curvature on the complement of kk points in the nn-sphere, k2k \ge 2, n3n \ge 3, were constructed by R\. Schoen [S2]. We consider the problem of determining the moduli space of all such metrics. All such metrics are asymptotically periodic, and we develop…

1994-06-30abs ↗pdf ↗

Short-term load forecasting is a critical element of power systems energy management systems. In recent years, probabilistic load forecasting (PLF) has gained increased attention for its ability to provide uncertainty information that helps to improve the reliability and economics of system operation performances. This…

2019-03-26abs ↗pdf ↗

Combining forecasts of 16 ED causes improves accuracy and stability.

problem Forecasting accuracy and stability for ED admissions is poor due to model uncertainty and limited data.
method High-dimensional forecast combinations of 16 cause-specific ED forecasts using extensive covariates.
result Forecast combinations yield forecast accuracies of 3.81%-23.54% across causes, outperforming individual models in 50% of scenarios.

Conditional forecasts improve performative prediction accuracy.

problem Performative predictions undermine standard forecasting methods.
method Condition forecasts on covariates to make them forecast-invariant.
result Proper scoring rules fail under conditioning, but two solutions are identified.

The paper shows how certain circle families in S1imesD3S^1 imes D^3 relate to sphere families in S2imesD2S^2 imes D^2 and induces nontrivial barbell diffeomorphisms.

problem Understanding the relationship between circle and sphere families in specific 3-manifolds.
method Analyzing the fundamental groups and ambient extensions of circle and sphere families.
result Induces nontrivial barbell diffeomorphisms of S1imesS2imesIS^1 imes S^2 imes I.

Study improves seasonal forecasts using deep learning.

problem Challenges in generating large forecast ensembles and limited observations for verification.
method Developed a probabilistic deep neural network model.
result Demonstrated favorable skill compared to state-of-the-art dynamical forecast systems.

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

MPANF improves naive forecast by incorporating directional information.

problem Challenging to surpass naive forecast in financial time series.
method Combines naive forecast with movement prediction and accuracy.
result MPANF generally outperforms common benchmarks.

Simplifies forecast combination by using diversity of out-of-sample forecasts.

problem Estimating optimal weights for forecast combinations is challenging.
method Use out-of-sample forecasts to extract features and calculate weights for forecast combination.
result Achieves superior forecasting performance in point forecasts and prediction intervals.

Microdata improves inflation forecasts after major shocks, study finds.

problem Forecasting inflation in a non-stationary environment with microeconomic data.
method Developed a scan test to detect periods of micro forecast outperformance, combined with adaptive machine learning.
result Micro forecasts improve inflation predictions after major shocks, especially after 2020.

Given a nonlinear model, a probabilistic forecast may be obtained by Monte Carlo simulations. At a given forecast horizon, Monte Carlo simulations yield sets of discrete forecasts, which can be converted to density forecasts. The resulting density forecasts will inevitably be downgraded by model mis-specification. In o…

2011-12-29abs ↗pdf ↗

Paper proposes a new method for selecting the best hierarchical forecasting approach.

problem Selecting the best method for reconciling base forecasts in hierarchical time series.
method Conditional hierarchical forecasting using machine learning and time series features.
result Conditional hierarchical forecasting leads to significantly more accurate forecasts, especially at lower levels.

Proposes a neural network for accurate and reconciled hierarchical time series forecasting.

problem Forecasting and reconciling hierarchical time series data.
method Uses a deep neural network to directly produce accurate and reconciled forecasts, minimizing a customized loss function at training time.
result Our approach outperforms state-of-the-art competitors in hierarchical forecasting on real-world datasets.

This paper reviews forecast combinations over 50 years, highlighting their evolution and utility.

problem Improving forecast accuracy through combining multiple forecasts.
method Evolution of forecast combination methods, from simple to sophisticated.
result Forecast combinations have become a mainstream approach in forecasting.

This paper improves forecast stability without sacrificing accuracy using dynamic loss weighting.

problem Rolling origin forecast instability in time series forecasting.
method Dynamic loss weighting algorithms applied to the N-BEATS model.
result Dynamic loss weighting can further improve forecast stability without compromising accuracy.

A new framework detects forecast model inadequacies using online monitoring of forecast errors.

problem Inaccurate forecasts lead to poor decision-making in complex models.
method Sequential changepoint techniques on forecast errors for real-time identification of process changes.
result The framework identifies shifts in forecast errors faster than in the original models, indicating process changes.

As renewable distributed energy resources (DERs) penetrate the power grid at an accelerating speed, it is essential for operators to have accurate solar photovoltaic (PV) energy forecasting for efficient operations and planning. Generally, observed weather data are applied in the solar PV generation forecasting model w…

2017-09-24abs ↗pdf ↗

Develops a method to ensure accurate quantile forecasts across multiple levels.

problem Ensuring accurate quantile forecasts at multiple levels, even under distribution shifts.
method Multi-level quantile tracker (MultiQT) wraps around any forecaster to produce calibrated forecasts.
result Guaranteed calibration of quantile forecasts at multiple levels, even against adversarial shifts.

A new hierarchical forecasting method using machine learning improves forecast accuracy.

problem Improving forecast accuracy in hierarchical forecasting systems.
method Non-linear combination of base forecasts, focusing on both accuracy and coherence.
result The proposed method outperforms existing approaches, especially for diverse series.

New method evaluates language model forecasters by checking consistency of predictions.

problem Evaluating the performance of language model forecasters is difficult due to lack of ground truth.
method Developed a consistency check framework based on arbitrage to evaluate forecasters.
result Consistency metrics correlate with ground truth performance of LLM forecasters.

The paper proposes a method to improve forecast combination accuracy using portfolio theory.

problem Improving forecast accuracy by combining multiple forecasts.
method Generates forecast combinations using a portfolio analogy, allowing negative weights for hedging.
result Demonstrates improved performance in weighted random forest forecasts.