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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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75150224299 · Jun 202019922001200920172026
48 results for Temporal Variability

Study on how intraclass variability affects Temporal Ensembling accuracy.

problem Effect of intraclass variability on Temporal Ensembling accuracy.
method Investigated through experiments with varying seed sizes and types on different datasets.
result Significant drop in accuracy with high intraclass variability datasets, more seed images improve accuracy, and seed type impacts overall efficiency.

LEAP identifies latent causal variables from temporal data.

problem Recovering time-delayed latent causal variables from general temporal data.
method Proposes LEAP, a framework that extends VAEs with constraints for temporally causal latent processes.
result Successfully identifies temporally causal latent processes from observed variables under various dependency structures.

RFN models urban mobility demand by separating temporal and spatial variability.

problem Aligning supply and demand in MoD systems for efficient transportation.
method Recurrent flow networks with latent variables and normalizing flows.
result RFN models explicitly disentangle temporal and spatial variability in urban mobility.

iCITRIS learns causal variables from interactive systems with instantaneous effects.

problem Identifying causal variables from temporal sequences with instantaneous effects.
method iCITRIS method for causal representation learning that handles instantaneous effects in intervened temporal sequences.
result iCITRIS accurately identifies causal variables and their causal graph from three interactive system datasets.

Model improves mortgage credit risk prediction with spatio-temporal machine learning.

problem Improving accuracy of default probabilities and loan portfolio loss distributions in mortgage credit risk.
method Combines tree-boosting with a latent spatio-temporal Gaussian process model.
result Predictive models outperform conventional methods due to non-linear and spatio-temporal effects.

IETNet identifies important channels for MVTS classification.

problem Multivariate time series classification with blackbox deep networks.
method End-to-end network combining temporal feature extraction, variable selection, and interaction.
result IETNet improves model accuracy and reduces overfitting by identifying and removing non-predictive variables.

CtrlNS learns latent factors and distribution shifts from sparse transitions without prior knowledge.

problem Lack of prior knowledge of domain variables limits causal temporal representation learning.
method Sparse transition assumption and identifiability results from theoretical perspective.
result Effective in identifying distribution shifts and latent factors without prior knowledge.

OracleAD detects multivariate time series anomalies without labels.

problem Rare and unlabeled multivariate time series anomalies.
method OracleAD encodes past sequences into causal embeddings, projects them into a latent space, and identifies anomalies based on deviations from a stable latent structure.
result OracleAD achieves state-of-the-art results and is interpretable.

In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To …

2018-06-17abs ↗pdf ↗

New model tackles complex spatio-temporal causal inference with dynamic confounders and functional data.

problem Complex spatio-temporal dynamics and unmeasured confounders hinder causal inference.
method PFD-BDCM, a unified generative framework for spatio-temporal dependencies, functional data, and dynamic confounding.
result PFD-BDCM outperforms existing methods across observational, interventional, and counterfactual queries.

New framework improves multivariate time series forecasting by minimizing redundant information.

problem Improving multivariate time series forecasting with deep learning techniques.
method Cross-variable Decorrelation Aware feature Modeling (CDAM) and Temporal correlation Aware Modeling (TAM) to refine Channel-mixing and exploit temporal correlations.
result Significantly surpasses existing models in comprehensive tests.

Convolutional architectures have recently been shown to be competitive on many sequence modelling tasks when compared to the de-facto standard of recurrent neural networks (RNNs), while providing computational and modeling advantages due to inherent parallelism. However, currently there remains a performance gap to mor…

2019-02-18abs ↗pdf ↗

Estimates spatio-temporal data with satellite NO2 concentrations using Yule-Walker equations.

problem Estimating large spatio-temporal autoregressions with unknown spatial interactions.
method Sparse generalized Yule-Walker estimation, penalized regression, spatial and temporal dependence.
result Strong forecast improvements and evidence of spatial interactions in NO2 satellite data.

New method disentangles latent variables in nonstationary data.

problem Disentangling latent variables in nonstationary sequential data.
method NCTRL framework exploiting Markov assumption and temporal structure.
result Independent latent components can be recovered from nonlinear mixture without auxiliary variables.

Novel spatio-temporal LSTM model forecasts oceanic variables across sensors and scales.

problem Data sparsity and lack of connected spatial and temporal information in environmental datasets.
method SPATIAL LSTM architecture that learns across spatial and temporal scales.
result Framework accurately forecasts oceanic variables with comparable performance to state-of-the-art models.

Paper presents a spatio-temporal Bayesian model for early detection of COVID-19 hotspots.

problem Understanding spatio-temporal dynamics of COVID-19 hotspots to prevent outbreaks.
method Spatio-temporal Bayesian framework with a zero-mean Gaussian process and non-stationary kernel function enhanced by deep neural networks.
result Model demonstrates superior hotspot-detection performance compared to baseline methods.

New framework IDOL identifies latent causal processes with instantaneous relations from time series data.

problem Identifying latent causal processes with instantaneous relations from time series data.
method Sparse influence constraint and variational inference architecture with sparsity regularization.
result Our method can identify latent causal processes with instantaneous relations.

SiBBlInGS discovers interpretable building blocks across states in multi-way data.

problem Identifying interpretable units (Building Blocks) in multi-state, multi-way data.
method Graph-based dictionary learning approach for sparse BBs and temporal traces.
result Captures per-trial variability and state-specific vs. state-invariant components.

New framework TDRL identifies latent causal variables from sequential data.

problem Identify latent causal variables from sequential data.
method Proposes TDRL framework to recover time-delayed latent causal variables and identify their relations from measured sequential data.
result Identifies latent causal variables reliably from sequential data.

ReGENN improves time series forecasting by considering inter and intra-temporal relationships.

problem Achieving reliable predictions in real-world time series applications.
method ReGENN combines graph evolution with deep recurrent learning to model dynamic dependencies among multiple variables.
result Sound improvement of up to 64.87% over competing algorithms in time-series forecasting.

Generative model for high-dimensional categorical data using Gaussian-Dirichlet fields.

problem Efficiently modeling and predicting high-dimensional categorical data.
method Combines Dirichlet and Gaussian processes for spatio-temporal modeling.
result Model accurately approximates categorical data in unobserved locations.

Temporal networks representing a stream of timestamped edges are seemingly ubiquitous in the real-world. However, the massive size and continuous nature of these networks make them fundamentally challenging to analyze and leverage for descriptive and predictive modeling tasks. In this work, we propose a general framewo…

2019-10-18abs ↗pdf ↗

A framework uses deep learning for spatio-temporal data prediction.

problem Interpolation of continuous spatio-temporal fields on irregular points.
method Decomposes spatio-temporal processes into products of basis functions and spatial coefficients.
result Effectiveness in reconstructing coherent spatio-temporal fields.

This paper benchmarks speech LVMs against deterministic models and adapts a video model to speech.

problem Speech generation models are inferior to deterministic models.
method Developed a speech benchmark of LVMs and compared them against deterministic models.
result The Clockwork VAE outperforms previous LVMs and reduces the gap to deterministic models.

TSCoNet forecasts correlated geophysical fields with uncertainty estimates.

problem Accurate and reliable forecasts of correlated geophysical fields across many locations.
method Two-stage CNN-LSTM coupled with Gaussian copula.
result Calibrated prediction intervals without sacrificing point accuracy.

Paper models spatio-temporal extremes using conditional variational autoencoders.

problem Modeling co-occurrence of extreme weather events under changing climate conditions.
method Conditional Variational Autoencoder (cXVAE) with CNN integration.
result Accurately emulates spatial fields and recovers extremal dependence with low computational cost.

MTHetGNN models complex relations in multivariate time series forecasting.

problem Complex relations among variables in multivariate time series forecasting.
method Designs a relation embedding module and a temporal embedding module, using graph neural networks and CNNs.
result Achieves state-of-the-art results in multivariate time series forecasting.

Estimates time-varying network connections using multi-stage smoothing.

problem Estimating edge probabilities of time-varying networks.
method Multi-stage smoothing: temporal local smoothing followed by node-domain smoothing.
result Captures both smooth temporal evolution and structural patterns in connectivity.

Mathematical modeling with Ordinary Differential Equations (ODEs) has proven to be extremely successful in a variety of fields, including biology. However, these models are completely deterministic given a certain set of initial conditions. We convert mathematical ODE models of three benchmark biological systems to Dyn…

2019-10-10abs ↗pdf ↗

Language models are at the heart of numerous works, notably in the text mining and information retrieval communities. These statistical models aim at extracting word distributions, from simple unigram models to recurrent approaches with latent variables that capture subtle dependencies in texts. However, those models a…

2019-09-11abs ↗pdf ↗

Spacetimeformer learns spatiotemporal relationships from data alone.

problem Forecasting multivariate time series with distinct spatial relationships.
method Transformers with dynamic graph connections learning interactions between space, time, and value.
result Competitive results on various time series prediction benchmarks.

One popular approach for nonstructural economic and financial forecasting is to include a large number of economic and financial variables, which has been shown to lead to significant improvements for forecasting, for example, by the dynamic factor models. A challenging issue is to determine which variables and (their)…

2011-06-20abs ↗pdf ↗

We propose a recurrent extension of the Ladder networks whose structure is motivated by the inference required in hierarchical latent variable models. We demonstrate that the recurrent Ladder is able to handle a wide variety of complex learning tasks that benefit from iterative inference and temporal modeling. The arch…

2017-07-28abs ↗pdf ↗

Variable order sequence modeling is an important problem in artificial and natural intelligence. While overcomplete Hidden Markov Models (HMMs), in theory, have the capacity to represent long-term temporal structure, they often fail to learn and converge to local minima. We show that by constraining HMMs with a simple …

2019-05-01abs ↗pdf ↗