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48 results for archive

The UCR Time Series Archive - introduced in 2002, has become an important resource in the time series data mining community, with at least one thousand published papers making use of at least one data set from the archive. The original incarnation of the archive had sixteen data sets but since that time, it has gone th…

2018-10-17abs ↗pdf ↗

In 2002, the UCR time series classification archive was first released with sixteen datasets. It gradually expanded, until 2015 when it increased in size from 45 datasets to 85 datasets. In October 2018 more datasets were added, bringing the total to 128. The new archive contains a wide range of problems, including var…

2018-10-31abs ↗pdf ↗

Introduces a new benchmark for time series extrinsic regression.

problem Predicting a single continuous value from univariate or multivariate time series, not necessarily related to the predictor.
method Developed a new benchmarking archive for time series extrinsic regression.
result Initial benchmarking of existing models on the new TSER datasets.

An emended and improved version of the present paper has been archived in math-ph/0505057, and a preliminary account of its content has been published in Phys.Rev.Lett. 92, 60601, (2004). Moreover, in order to prove the relevance of topology for phase transition phenomena in a broad domain of physically interesting cas…

2003-05-15abs ↗pdf ↗

Temporal information impacts only a fraction of time series datasets, skewing benchmark evaluations.

problem Temporal information's impact on time series classification is often overestimated.
method Permutation tests on UCR archive to identify datasets where temporal info is irrelevant.
result Many tabular datasets perform well without temporal info, skewing benchmark evaluations.

Recent anomaly detection benchmarks are flawed, potentially misleading progress.

problem Flawed benchmark datasets create misleading progress reports.
method Identified four flaws in benchmark datasets and introduced a new archive.
result Published comparisons may be unreliable due to flaws in benchmark datasets.

We give a description of the automorphism group of a Rauzy diagram as a subgroup of the symmetric group. This is based on an example that appear in some personnal notes of Yoccoz that are to be published in the project ''Yoccoz archives''.

2020-02-17abs ↗pdf ↗

VOLARE provides standardized realized volatility measures from financial data.

problem Lack of standardized realized volatility measures from ultra-high-frequency data.
method Asset-specific pipeline for cleaning and sampling data, providing a wide range of realized estimators.
result Comprehensive set of realized estimators for equities, exchange rates, and futures.

Time series are series of values ordered by time. This kind of data can be found in many real world settings. Classifying time series is a difficult task and an active area of research. This paper investigates the use of transfer learning in Deep Neural Networks and a 2D representation of time series known as Recurrenc…

2019-09-19abs ↗pdf ↗

Adaptive weighting schemes enhance time-series data augmentation for financial and UCR datasets.

problem Limited size of time-series datasets hinders model performance.
method Two adaptive weighting schemes for automatic data augmentation.
result Improves annualized returns by over 50% on financial dataset and outperforms state-of-the-art on half of UCR datasets.

New TSER algorithms outperform existing methods in time series extrinsic regression.

problem Improving time series extrinsic regression models.
method Extended TSER archive, introduced two new algorithms (FreshPRINCE and DrCIF), compared with rotation forest.
result DrCIF and FreshPRINCE models significantly outperform existing methods.

Remote Sensing Images from satellites have been used in various domains for detecting and understanding structures on the ground surface. In this work, satellite images were used for localizing parking spaces and vehicles in parking lots for a given parcel using an RCNN based Neural Network Architectures. Parcel shapef…

2019-08-28abs ↗pdf ↗

New study on time series anomaly detection shows overlapping inference improves performance.

problem Heterogeneous evaluation practices and inference procedures in time series anomaly detection.
method Unified training, tuning, and evaluation protocol on TSB-AD benchmark, analyzing overlapping vs. disjoint inference.
result Overlapping inference yields consistent improvements, with average relative gain up to +28%.

A new method extracts features from time series data using iterated sums and improves classification accuracy.

problem Time series classification challenges.
method Feature extraction using iterated-sums signature (ISS) followed by a linear classifier.
result Competitive with state-of-the-art methods on UCR archive.

This article follow the article {http://hal.archives-ouvertes.fr/hal-00361030/fr/} in which the author characterize the fact of being of finite volume for a convex projective surface. We show here that the moduli space βf(Σg,p)β_f(Σ_{g,p}) of the convex projective structure on the surface Σg,pΣ_{g,p} of genius gg with pp pun…

2009-10-30abs ↗pdf ↗

We present seven myths commonly believed to be true in machine learning research, circa Feb 2019. This is an archival copy of the blog post at https://crazyoscarchang.github.io/2019/02/16/seven-myths-in-machine-learning-research/ Myth 1: TensorFlow is a Tensor manipulation library Myth 2: Image datasets are representat…

2019-02-18abs ↗pdf ↗

Better stock market predictions can be made by simpler topic models.

problem Improving stock market prediction accuracy using news articles.
method Empirical and theoretical analysis of supervised and plain LDA models, with a focus on Gibbs sampling and random search.
result Simpler topic models (plain LDA) outperform more complex models (sLDA) in out-of-sample performance.

Study of Polymarket's prediction market microstructure using tick-level order book data.

problem Understanding the microstructure of decentralized prediction markets.
method Analysis of a continuous tick-level order book feed and on-chain trade records.
result Trade direction inferred from Polymarket's public order-book feed disagrees with on-chain data in ~59% of cases.

Transfer learning for deep neural networks is the process of first training a base network on a source dataset, and then transferring the learned features (the network's weights) to a second network to be trained on a target dataset. This idea has been shown to improve deep neural network's generalization capabilities …

2018-11-05abs ↗pdf ↗

This study reviews decentralized prediction markets, identifying key design variants and open problems.

problem Designing and implementing decentralized prediction markets with desirable properties.
method Modular workflow comprising eight stages: infrastructure, market topic, share structure, pricing, market initialization, trading, resolution, settlement, and archiving. Analysis of design variants and trade-offs.
result Identification of open problems for researchers in the field of decentralized prediction markets.

This study examines non-retail trading on Polymarket, revealing unique behavior patterns and structural limitations.

problem Lack of address-level quote-lifecycle data in Polymarket prediction markets.
method Empirical analysis of 13 million order-filled events using DBSCAN clustering on a six-feature fill-side vector.
result Non-retail behavior is uni-modal, contradicting previous archetypal hypotheses.

Browsing and finding relevant information for Bangladeshi laws is a challenge faced by all law students and researchers in Bangladesh, and by citizens who want to learn about any legal procedure. Some law archives in Bangladesh are digitized, but lack proper tools to organize the data meaningfully. We present a text vi…

2017-11-14abs ↗pdf ↗

Developing a visual platform for faster astronomical source cataloging.

problem Speeding up cataloging of large area surveys in radio astronomy.
method Integration of advanced source finding and classification tools into a visual analytic platform.
result Improvement and acceleration of cataloging process in astronomical surveys.

Deep neural networks have revolutionized many fields such as computer vision and natural language processing. Inspired by this recent success, deep learning started to show promising results for Time Series Classification (TSC). However, neural networks are still behind the state-of-the-art TSC algorithms, that are cur…

2019-03-15abs ↗pdf ↗

Body-worn cameras are now commonly used for logging daily life, sports, and law enforcement activities, creating a large volume of archived footage. This paper studies the problem of classifying frames of footage according to the activity of the camera-wearer with an emphasis on application to real-world police body-wo…

2019-04-19abs ↗pdf ↗

Decision support tools that rely on supervised learning require large amounts of expert annotations. Using past radiological reports obtained from hospital archiving systems has many advantages as training data above manual single-class labels: they are expert annotations available in large quantities, covering a popul…

2019-10-07abs ↗pdf ↗

RED CoMETS improves multivariate time series classification accuracy.

problem Complexity of multivariate time series classification.
method Ensemble classifier RED CoMETS for symbolically represented multivariate time series.
result RED CoMETS achieves highest reported accuracy on 'HandMovementDirection' dataset.

Data-driven approaches, most prominently deep learning, have become powerful tools for prediction in many domains. A natural question to ask is whether data-driven methods could also be used to predict global weather patterns days in advance. First studies show promise but the lack of a common dataset and evaluation me…

2020-02-02abs ↗pdf ↗

In this paper, we propose a semiparametric approach, named nonparanormal skeptic, for efficiently and robustly estimating high dimensional undirected graphical models. To achieve modeling flexibility, we consider Gaussian Copula graphical models (or the nonparanormal) as proposed by Liu et al. (2009). To achieve estima…

2012-02-10abs ↗pdf ↗