DA-RNN improves time series prediction by selectively using past values and relevant driving series.
problem Lack of effective methods to capture long-term temporal dependencies and select relevant driving series.
method Dual-stage attention-based recurrent neural network (DA-RNN) with input and temporal attention mechanisms.
result DA-RNN outperforms state-of-the-art methods in time series prediction.
Slow feature analysis (SFA) is a method for extracting slowly varying driving forces from quickly varying nonstationary time series. We show here that it is possible for SFA to detect a component which is even slower than the driving force itself (e.g. the envelope of a modulated sine wave). It is shown that it depends…
FunCLBM clusters time series data for autonomous driving validation.
problem Validation of autonomous driving systems using large amounts of data.
method FunCLBM model for co-clustering high-dimensional time series data.
result FunCLBM provides structured partition and clustering views of datasets.
Neural RDEs extend CDEs to irregular time series.
problem Modeling long irregular time series efficiently.
method Representing time series through log-signature and solving RDEs.
result Significant training speed-ups and improved model performance.
Paper discovers manoeuvres from vehicle telematics data.
problem Analyzing driving behaviour from vehicle data.
method Used motif detection in time-series with a modified EMD algorithm.
result Validated motif discovery for complex manoeuvres.
Proposes CTSDG model for better vehicle intention prediction across domains.
problem Domain generalization for vehicle intention prediction in dynamic environments.
method Structural causal model with recurrent latent variable integration.
result Consistent improvement in prediction accuracy compared to state-of-the-art methods.
Proposes a deep neural network for early disk drive failure prediction.
problem Early prediction of disk drive failure using multivariate time series sensor data.
method Enriched features derived from sensor data through transformations, combined with ensemble learning and deep neural network architecture.
result Significantly improved classification accuracy in predicting disk drive failure.
UAIL uses uncertainty estimation to improve control systems in safety-critical tasks.
problem Improving control systems in safety-critical domains like autonomous driving.
method UAIL applies Monte Carlo Dropout to estimate uncertainty in control output and selectively acquire new training data.
result UAIL can reliably predict infractions and outperforms existing algorithms.
Study uses LCRN to detect driver distraction from EEG signals.
problem Improving road safety by detecting driver distraction.
method Used a Long-term Recurrent Convolutional Network (LCRN) for EEG-based driver distraction detection.
result LCRN model outperformed state-of-the-art TSC models in detecting driver distraction.
DA-RNN predicts driving maneuvers up to 3 seconds ahead.
problem Adapting driving model to new drivers and vehicles.
method Domain-Adversarial Recurrent Neural Network (DA-RNN) for robust predictions.
result DA-RNN improves performance by 30% in real drivers and 114% in simulations.
Proposes iVDFM for identifying latent factors in multivariate time series.
problem Identifying latent factors in multivariate time series with structural dynamics.
method Identifiable Variational Dynamic Factor Model (iVDFM) with iVAE-style conditioning.
result Identifiable latent factors up to permutation and component-wise affine transformations.
A new method uses maximum entropy for time series analysis.
problem Challenges in testing statistical properties of multivariate time series.
method Statistical mechanical approach for ensembles of time series.
result Shows possible applications in financial portfolio selection.
In the context of stochastic volatility models, we study representation formulas in terms of expectations for the power series' coefficients associated to the call price-function. As in a recent paper by Antonelli and Scarlatti the expansion is done w.r.t. the correlation between the noises driving the underlying asset…
This work improves explanation quality for time series predictions by learning perturbations.
problem Explaining predictions on multivariate time series data with time dependencies.
method Learning both masks and associated perturbations to explain predictions.
result Learning perturbations significantly improves explanation quality on time series data.
Framework tracks and predicts multiple objects in autonomous driving.
problem Challenges in multi-target tracking due to object number fluctuation and occlusion.
method Constrained mixture sequential Monte Carlo (CMSMC) method with a mixture representation.
result Framework can track and predict multiple objects simultaneously without explicit data association.
Combines neural networks and STL for multi-class time-series classification.
problem Lack of interpretability in neural networks for time-series data.
method Proposes a method that uses neural networks to classify time-series data using STL specifications, introducing margin for multi-class classification and STL-based attributes for interpretability.
result Evaluations show improved interpretability and performance compared to state-of-the-art baselines.
CLA improves investment accuracy by leveraging past knowledge.
problem Improving investment decisions through past knowledge integration.
method CLA uses an explicit memory structure and FFNN base model, incorporating change points and contextual similarity.
result CLA significantly outperforms FFNN base models in expected return forecasting.
This paper analyses the relationship between BitCoin price and supply-demand fundamentals of BitCoin, global macro-financial indicators and BitCoin attractiveness for investors. Using daily data for the period 2009-2014 and applying time-series analytical mechanisms, we find that BitCoin market fundamentals and BitCoin…
Study uses ML and statistical models to analyze climate impacts of industrial growth.
problem Understanding and predicting environmental impacts of industrial activities.
method Comparative analysis of ML and statistical models on time series data.
result ML models outperform statistical models in predicting environmental impacts.
Unified review of methods for inferring non-stationary process parameters.
problem Inferring parameters of non-stationary processes without a known model.
method Unified review and categorization of algorithms for Parameter Inference from a Non-stationary Unknown Process (PINUP).
result Simple statistical features can perform well on non-stationary systems, highlighting gaps in existing methods.
Deep learning improves asset pricing models.
problem Estimating asset pricing models with limited data.
method Used deep neural networks, fundamental no-arbitrage condition, adversarial approach, and macroeconomic time series.
result Deep learning asset pricing model outperforms benchmarks.
Improved volatility models for option pricing with weak error rates.
problem Improving volatility models to fit market data better.
method Developed a weak convergence analysis for the Euler method applied to linear rough volatility models.
result Proved weak convergence rates of 1/2 + H for linear models and 1 for quadratic payoffs.
Machine learning detects road anomalies and aggressive driving from smartphone data.
problem Road quality assessment and aggressive driving detection.
method Machine learning techniques applied to smartphone acceleration data.
result Robust platform for road transport evaluation.
New method clusters travel behavior data from 1990-2017.
problem Challenges in analyzing large-scale travel data.
method Divide and Combine K-means clustering on time series data.
result Activity-travel patterns can be grouped into three clusters.
A method predicts driving intentions of human-driven vehicles for safer autonomous driving.
problem Predicting timely driving intentions of human-driven vehicles for autonomous vehicles in mixed traffic.
method A Hidden Markov Model (HMM) approach using continuous mobility features.
result HMMs trained with continuous mobility features improve prediction accuracy.
DecompKAN improves time series forecasting accuracy and transparency.
problem Accurate and transparent time series forecasting in scientific domains.
method Combines decomposition, patching, normalization, and B-spline KAN edge functions.
result Achieves best or tied-best MSE on 20 of 36 comparisons across 9 datasets.
Paper develops rules for autonomous driving using semantic memory.
problem Creating rules for autonomous driving systems.
method Uses real driving data and semantic memory for rule learning.
result Automatic rule learning for autonomous driving.
FCPCA fuzzy clusters high-dimensional time series data efficiently.
problem Ambiguous clustering of multivariate time series data with overlapping distributions.
method FCPCA based on common principal component analysis.
result FCPCA outperforms existing methods in fuzzy clustering of multivariate time series.
The paper analyzes vehicle encounters using driving primitives.
problem Understanding complex vehicle encounters for autonomous driving.
method Decompose driving data into primitives using nonparametric Bayesian learning.
result More than 4000 driving primitives identified from 976 encounters.
The paper identifies drivers from a single car turn using sensor data.
problem Predicting driver identity from a single car turn using sensor data.
method Time series classification of sensor readings from a single turn, focusing on unique patterns in each driver's style.
result Accurate identification of drivers from a single turn, even in varied driving conditions.
Improved forecasting for irregularly-sampled time series using kernel flows.
problem Forecasting dynamical systems from irregularly-sampled time series data.
method Directly approximating the vector field using time differences in data-adapted kernels.
result Significant improvement in forecasting accuracy compared to classical methods.
A novel framework interprets driving patterns using Action phases clustering.
problem Challenges in comprehending driving heterogeneity from underlying behavior mechanisms.
method Resampling and Downsampling Method (RDM) followed by iterative clustering calibration.
result Six driving patterns identified in real-world datasets, revealing dynamic nature of driving.
Study compares six feature sets and three baselines for time-series classification.
problem Comparing feature sets for time-series classification tasks.
method Normalization-based approach to benchmarking, comparing 124 problems.
result Feature sets perform similarly overall, with tsfresh showing strongest performance.
Deep RL mimics human driving for collision avoidance in self-driving cars.
problem Developing human-like driving policies for autonomous vehicles in mixed traffic environments.
method Model-free, deep reinforcement learning approach using a combination of rule-based and expert-driven data.
result Demonstrated human-like driving policies through Gaussian process modeling of track position and speed distributions.
Automobile theft detection method uses owner driving data clustering.
problem Automobile theft detection challenges with limited real data.
method Clustering owner driving data using k-means algorithm, then detecting theft by comparing reconstructed data.
result 99% accuracy in detecting vehicle theft using only owner driving data.
Automates feature extraction for IMU-based activity recognition.
problem Manual feature engineering is time-consuming and limits IMU-based applications.
method FRESH algorithm for automated feature extraction.
result Workflow automates feature extraction from synchronized IMU sensors.
The paper introduces a new insurance pricing model based on driving mileage.
problem Weak link between insurance premiums and mileage, leading to overdriving and accidents.
method Developed a Pay-As-You-Drive insurance pricing model using a counting process and non-homogeneous Poisson distribution.
result The model provides theoretical results for better insurance pricing based on driving behavior.
ARU adapts deep forecasting models in streaming data with efficient updates.
problem Adapting deep globally trained models for streaming data efficiently.
method ARU combines deep global models with closed-form linear models for per-series adaptation.
result ARU outperforms local adaptation methods on various datasets.
Foundation models outperform supervised methods in time series forecasting across various operational regimes.
problem Lack of domain-specific training and ongoing maintenance in supervised learning for time series forecasting.
method Evaluation of foundation models against standard supervised approaches across four operational regimes: periodic, physically constrained, stochastic, and demand forecasting.
result Foundation models are optimal for cold-start or long-tail scenarios and perform well in domains with transferable periodic structures.
Study analyzes cointegration in US, Canadian, and Mexican bond markets.
problem Identify long-term common factors driving government bond interest rates.
method Used vector autoregression (VAR) and error correction models to analyze cointegration.
result Found long-term common factors influencing US, Canadian, and Mexican bond markets.
New method reduces state redundancy in HSMM for driving patterns.
problem Overestimation of states in HSMM models.
method Robust HDP-HSMM (rHDP-HSMM) method to reduce redundant states.
result Improved consistency and accurate inference of driving maneuvers.
A technique uncovers latent causal relationships in multiple time series data.
problem Identifying causal relationships in complex, dynamic systems.
method Blindly identifies latent sources by projecting observed data into pairs of components to maximize causality.
result Reveals multiple strong causal relationships not evident in observed data.
A scoring method for driving safety using trajectory data.
problem Managing traffic safety through driver behaviors and violations.
method Extract driving habits and violations from trajectories, train a model, score drivers.
result Proves the effectiveness of the scoring method using traffic simulation.
Paper proposes a robust framework for detecting multiple periodic components in time series.
problem Detecting multiple periodic components in time series with interlaced patterns and external noise.
method Applying maximal overlap discrete wavelet transform to isolate periodic components, ranking them by wavelet variance, and detecting single periodicity robustly.
result The proposed algorithm outperforms other methods for both single and multiple periodicity detection.
The paper explores new risk models for autonomous driving.
problem Risk management and actuarial modeling for autonomous vehicles.
method Examines technical difficulties and proposes a novel risk model.
result The new model better reflects real-world driving safety.
CMTS synthesizes near-miss driving scenarios for safer autonomous driving tests.
problem Lack of near-miss driving data for testing autonomous driving algorithms.
method Generative model conditioned on road maps, using Variational Bayesian methods.
result Synthesized data covers more near-miss scenarios, improving trajectory prediction and risk handling.
The study combines social interaction data into a single network, identifying stable groups of chimpanzees.
problem Identifying stable groups of chimpanzees based on social interactions over time.
method Network representation, weighted proximity weights, principled loss function, statistical tests.
result The approach detects stable groups of chimpanzees that stay related for a significant length of time.
Automated vehicles learn to predict upcoming maneuvers with high accuracy.
problem Making self-driving cars feel safer by anticipating future actions.
method Machine learning techniques applied to a large dataset of real-world driving.
result Automated vehicles can predict maneuvers up to 5 seconds in advance with high accuracy.