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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 TB forecasting

EGDL predicts TB outbreaks with deep learning, integrating epidemiological models.

problem Predicting TB outbreaks with complex spatiotemporal dynamics.
method Modified MN-SIR model with Bayesian inference, deep neural networks.
result EGDL delivers robust and accurate TB outbreak predictions.

Proposes TPIS for early and low-cost TB vs. pneumonia diagnosis.

problem Challenges in differentiating TB from pneumonia.
method Two-step decision support system with stacked ensemble classifiers.
result TPIS outperforms other methods in early and final diagnosis.

We investigate Legendrian graphs in (R3,ξstd)(\R^3, ξ_{std}). We extend the classical invariants, Thurston-Bennequin number and rotation number to Legendrian graphs. We prove that a graph can be Legendrian realized with all its cycles Legendrian unknots with tb=1tb=-1 and rot=0rot=0 if and only if it does not contain K4K_4 as a mi…

2011-08-10abs ↗pdf ↗

Let νν be either the Ozsváth-Szabó ττ-invariant or the Rasmussen ss-invariant, suitably normalized. For a knot KK, Livingston and Naik defined the invariant tν(K)t_ν(K) to be the minimum of kk for which νν of the kk-twisted positive Whitehead double of KK vanishes. They proved that tν(K)t_ν(K) is bounded above by $-T…

2017-12-10abs ↗pdf ↗

Let νbe any integer-valued additive knot invariant that bounds the smooth 4-genus of a knot K, |ν(K)| <= g_4(K), and determines the 4-ball genus of positive torus knots, ν(T_{p,q}) = (p-1)(q-1)/2. Either of the knot concordance invariants of Ozsvath-Szabo or Rasmussen, suitably normalized, have these properties. Let D_…

2005-05-17abs ↗pdf ↗

For an integer nn, write Xn(K)X_n(K) for the 4-manifold obtained by attaching a 2-handle to the 4-ball along the knot KS3K\subset S^3 with framing nn. It is known that if n<tb(K)n< \overline{\text{tb}}(K), then Xn(K)X_n(K) admits the structure of a Stein domain, and moreover the adjunction inequality implies there is an upper bo…

2017-10-23abs ↗pdf ↗

The study provides a criterion to compute the total Thurston-Bennequin invariant of Legendrian graphs.

problem Computing the total Thurston-Bennequin invariant for Legendrian graphs.
method Generalized criterion for computing the total Thurston-Bennequin invariant from the tb of smaller cycles.
result The criterion holds for graphs with up to 9 vertices and for infinite families of examples.

Many modern data mining applications are concerned with the analysis of datasets in which the observations are described by paired high-dimensional vectorial representations or "views". Some typical examples can be found in web mining and genomics applications. In this article we present an algorithm for data clusterin…

2012-02-02abs ↗pdf ↗

We study the effect of surgery on transverse knots in contact 3-manifolds. In particular, we investigate the effect of such surgery on open books, the Heegaard Floer contact invariant, and tightness. The overarching theme of this paper is to show that in many contexts, surgery on transverse knots is more natural than s…

2014-09-24abs ↗pdf ↗

We introduce a new braid-theoretic framework with which to understand the Legendrian and transversal classification of knots, namely a Legendrian Markov Theorem without Stabilization which induces an associated transversal Markov Theorem without Stabilization. We establish the existence of a nontrivial knot-type specif…

2008-01-22abs ↗pdf ↗

We prove that all maximal-tb Legendrian torus links (n,m) in the standard contact 3-sphere, except for (2,m),(3,3),(3,4) and (3,5), admit infinitely many Lagrangian fillings in the standard symplectic 4-ball. This is proven by constructing infinite order Lagrangian concordances which induce faithful actions of the modu…

2020-01-05abs ↗pdf ↗

In this paper we present a new algorithm for computing a low rank approximation of the product ATBA^TB by taking only a single pass of the two matrices AA and BB. The straightforward way to do this is to (a) first sketch AA and BB individually, and then (b) find the top components using PCA on the sketch. Our algori…

2016-10-21abs ↗pdf ↗

We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning, sparse component analysis, and non-negative matrix factorization. Our algorithm str…

2017-01-19abs ↗pdf ↗

Classifies convex disks with Legendrian boundary in overtwisted contact 3-manifolds.

problem Classifying convex disks with Legendrian boundary in overtwisted contact 3-manifolds.
method Contact isotopy classification, h-principle, fundamental groups, contact mapping class group.
result Establishes an h-principle for convex disks with Legendrian boundary in overtwisted contact 3-manifolds.

The paper connects Legendrian links to cluster theory and exact Lagrangian fillings.

problem Understanding the relationship between Legendrian links and cluster theory.
method Using exact Lagrangian fillings and cluster theory, the paper establishes connections between Legendrian links and cluster varieties.
result The augmentation variety of certain Legendrian 2-bridge links is isomorphic to a product of cluster varieties.

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.

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.