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…
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.
Trend · papers per month
Archive of 20 time series datasets for forecasting evaluation.
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…
Introduces a new benchmark for time series extrinsic regression.
An emended and improved version of the present paper has been archived in math-ph/0505057, and a preliminary account of its content has been published in Phys.Rev.Lett. 92, 60601, (2004).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…
Temporal information impacts only a fraction of time series datasets, skewing benchmark evaluations.
Recent anomaly detection benchmarks are flawed, potentially misleading progress.
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''.
VOLARE provides standardized realized volatility measures from financial data.
Benchmark study evaluates 8 clustering methods on 99 UCR time series datasets.
Extends Popularity Bias Memorization theorem to new conditions.
Research into the classification of time series has made enormous progress in the last decade. The UCR time series archive has played a significant role in challenging and guiding the development of new learners for time series classification. The largest dataset in the UCR archive holds 10 thousand time series only; w…
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…
Polymarket-v1 Database tracks 1.2B trades across 1.3M markets with 100% ground-truth direction.
This is an review on the point classification of second order ODE's by Ruslan Sharipov. His works were published in 1997-1998 at the Electronic Archive at LANL and undeservedly forgotten. Last chapter is an application of this classification to the investigation of Painleve equations.
Adaptive weighting schemes enhance time-series data augmentation for financial and UCR datasets.
New TSER algorithms outperform existing methods in time series extrinsic regression.
New algorithms benchmarked for multivariate time series classification.
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…
We present in this paper experiments on Table Recognition in hand-written registry books. We first explain how the problem of row and column detection is modeled, and then compare two Machine Learning approaches (Conditional Random Field and Graph Convolutional Network) for detecting these table elements. Evaluation wa…
New study on time series anomaly detection shows overlapping inference improves performance.
A new method extracts features from time series data using iterated sums and improves classification accuracy.
The present work shows the application of transfer learning for a pre-trained deep neural network (DNN), using a small image dataset ( 12,000) on a single workstation with enabled NVIDIA GPU card that takes up to 1 hour to complete the training task and archive an overall average accuracy of . The DNN …
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 of the convex projective structure on the surface of genius with pun…
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…
We consider surfaces in of type which minimize the Willmore functional with prescribed isoperimetric ratio. The existence of smooth minimizers was proved by Schygulla (Archive Rational Mechanics and Analysis, 2012). In the singular limit when the isoperimetric ratio converges to zero, he…
Better stock market predictions can be made by simpler topic models.
Study of Polymarket's prediction market microstructure using tick-level order book data.
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 …
The past decade has seen an explosion in the amount of digital information stored in electronic health records (EHR). While primarily designed for archiving patient clinical information and administrative healthcare tasks, many researchers have found secondary use of these records for various clinical informatics tasks…
This study reviews decentralized prediction markets, identifying key design variants and open problems.
This study examines non-retail trading on Polymarket, revealing unique behavior patterns and structural limitations.
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…
Developing a visual platform for faster astronomical source cataloging.
Python package for SPD matrix distances, reproducible and extensible.
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…
We describe an exercise of using Big Data to predict the Michigan Consumer Sentiment Index, a widely used indicator of the state of confidence in the US economy. We carry out the exercise from a pure ex ante perspective. We use the methodology of algorithmic text analysis of an archive of brokers' reports over the peri…
RTFN extracts robust temporal features for time series analysis.
tl;dr: no, it cannot, at least not on average on the standard archive problems. We assess whether using six smoothing algorithms (moving average, exponential smoothing, Gaussian filter, Savitzky-Golay filter, Fourier approximation and a recursive median sieve) could be automatically applied to time series classificatio…
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…
Computer vision SSL methods show effectiveness on time series data.
We propose a calibrated multivariate regression method named CMR for fitting high dimensional multivariate regression models. Compared with existing methods, CMR calibrates regularization for each regression task with respect to its noise level so that it simultaneously attains improved finite-sample performance and tu…
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…
Patient journeys are compared to find clusters of similar disease trajectories.
RED CoMETS improves multivariate time series classification accuracy.
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…
AHN package simplifies supervised learning with hydrocarbon networks.
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…