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.
Paper extends SI method for detecting CPs in complex systems' frequency domain.
This paper analyzes the multi-armed bandit problem using frequency-domain methods.
Transforms game optimization dynamics into frequency domain for precise hyperparameter analysis.
In this paper, we contribute to the literature on energy market co-movement by studying its dynamics in the time-frequency domain. The novelty of our approach lies in the application of wavelet tools to commodity market data. A major part of economic time series analysis is done in the time or frequency domain separate…
The paper introduces a method for interpretable principal component analysis of high-dimensional time series.
In this paper, we take the first steps towards a novel unified framework for the analysis of perturbations in both the Time and Frequency domains. The identification of type and source of such perturbations is fundamental for monitoring reactor cores and guarantee safety while running at nominal conditions. A 3D Convol…
Method improves clarity in forecasting spatio-temporal data.
Bayesian model reconstructs time and frequency data robustly.
Wavelet analysis reveals non-linear dynamics in cryptocurrency prices.
CMC method detects causal relationships in time series data.
The paper introduces a frequency-domain estimator for low-order systems from noisy data.
In this paper, a genetic algorithm-based frequency-domain feature search (GAFDS) method is proposed for the electroencephalogram (EEG) analysis of epilepsy. In this method, frequency-domain features are first searched and then combined with nonlinear features. Subsequently, these features are selected and optimized to …
We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged periodogram estimator, the cross-periodogram estimator and the local cross-Whittle e…
FreST Loss decorrelates spatio-temporal dependencies in graph signals.
This paper contributes to the literature on international stock market comovements and contagion. The novelty of our approach lies in application of wavelet tools to high-frequency financial market data, which allows us to understand the relationship between stock markets in a time-frequency domain. While major part of…
FreDF improves forecasting by learning in the frequency domain.
We propose a new framework for manifold denoising based on processing in the graph Fourier frequency domain, derived from the spectral decomposition of the discrete graph Laplacian. Our approach uses the Spectral Graph Wavelet transform in order to per- form non-iterative denoising directly in the graph frequency domai…
Improves Gaussian process factor models for multi-population recordings.
SPGD improves adversarial training efficiency and accuracy.
This paper investigates the effect of leak in spiking neural networks.
FRA-Attack improves adversarial transferability for closed-source MLLMs by aligning visual focus across models.
This letter extends the concept of graph-frequency to graph signals that evolve with time. Our goal is to generalize and, in fact, unify the familiar concepts from time- and graph-frequency analysis. To this end, we study a joint temporal and graph Fourier transform (JFT) and demonstrate its attractive properties. We b…
Speech separation has been very successful with deep learning techniques. Substantial effort has been reported based on approaches over spectrogram, which is well known as the standard time-and-frequency cross-domain representation for speech signals. It is highly correlated to the phonetic structure of speech, or "how…
A two-layer classifier improves smartphone transportation mode recognition.
This study proposes an exercise fatigue detection model based on real-time clinical data which includes time domain analysis, frequency domain analysis, detrended fluctuation analysis, approximate entropy, and sample entropy. Furthermore, this study proposed a feature extraction method which is combined with an analyti…
Study non-parametric frequency-domain system identification from finite samples.
Previous research has shown that computation of convolution in the frequency domain provides a significant speedup versus traditional convolution network implementations. However, this performance increase comes at the expense of repeatedly computing the transform and its inverse in order to apply other network operati…
DOPPLER optimizes DP training with low-pass filtering, improving model accuracy.
In this study an Artificial Neural Network was trained to classify musical instruments, using audio samples transformed to the frequency domain. Different features of the sound, in both time and frequency domain, were analyzed and compared in relation to how much information that could be derived from that limited data…
FredNormer improves time series forecasting by adapting to frequency domain patterns.
Unified analysis for graph learning from multi-attribute Gaussian time series.
Sparse graph learning for dependent time series using ADMM.
Tactile enhanced multimedia is generated by synchronizing traditional multimedia clips, to generate hot and cold air effect, with an electric heater and a fan. This objective is to give viewers a more realistic and immersing feel of the multimedia content. The response to this enhanced multimedia content (mulsemedia) i…
Decreasing magnetic resonance (MR) image acquisition times can potentially reduce procedural cost and make MR examinations more accessible. Compressed sensing (CS)-based image reconstruction methods, for example, decrease MR acquisition time by reconstructing high-quality images from data that were originally sampled a…
The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of daily Foreign Exchange rates, Stock Market indices and fixed income instruments …
This paper studies business cycle patterns in UK sectoral output. It analyzes the distinction between white noise processes and their non-white noise counterparts in the frequency domain and further examines the associated features and patterns for the process where white noise conditions are violated. The characterist…
Behavioral theories posit that investor sentiment exhibits predictive power for stock returns, whereas there is little study have investigated the relationship between the time horizon of the predictive effect of investor sentiment and the firm characteristics. To this end, by using a Granger causality analysis in the …
New method phenotypes sleep apnea patients using time series analysis.
TimeVQVAE-AD detects anomalies in time series data with high accuracy and provides explainable results.
New method learns frequency-dependent partial correlations.
FAST selects coresets more efficiently by matching distributions in the frequency domain.
DecoR estimates causal effects in confounded time series data.
We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices and Bond futures across different financial markets. We study the scaling behaviour of the time series by using a generalized Hurst exponent approach. We verify the robustness of this approach and we compare the results …
In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains invisible when only the traditional analysis is employed. We define estimators which c…
New sEMG dataset for ADL activities recognized with high accuracy.
This paper has proposed a new baseline deep learning model of more benefits for image classification. Different from the convolutional neural network(CNN) practice where filters are trained by back propagation to represent different patterns of an image, we are inspired by a method called "PCANet" in "PCANet: A Simple …
FreDN separates trends and periodicities in non-stationary time series forecasts.
Recent advances in deep learning motivate the use of deep neural networks in Internet-of-Things (IoT) applications. These networks are modelled after signal processing in the human brain, thereby leading to significant advantages at perceptual tasks such as vision and speech recognition. IoT applications, however, ofte…