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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.

168,742 papers · 148 categories

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13263851 · May 202619922001200920172026
48 results for hydrological events

New method clusters hydrological and sediment data for storm event analysis.

problem Analyzing storm events for water quality constituents like turbidity.
method Multivariate time series clustering of river discharge and sediment data.
result Clusters differ from 2-D hysteresis loop classifications.

Despite the huge success of Long Short-Term Memory networks, their applications in environmental sciences are scarce. We argue that one reason is the difficulty to interpret the internals of trained networks. In this study, we look at the application of LSTMs for rainfall-runoff forecasting, one of the central tasks in…

2019-03-19abs ↗pdf ↗

PIML model improves hydrological predictions by blending physics and ML.

problem Hydrological models either lack predictive accuracy or fail to maintain physical consistency.
method Physics Informed Machine Learning (PIML) that integrates physics-based models and ML algorithms.
result PIML model outperforms both physics-based and ML models in predicting streamflow and evapotranspiration.

Predicting flood for any location at times of extreme storms is a longstanding problem that has utmost importance in emergency management. Conventional methods that aim to predict water levels in streams use advanced hydrological models still lack of giving accurate forecasts everywhere. This study aims to explore arti…

2019-02-06abs ↗pdf ↗

Optimizes sampling for faster convergence in Bayesian experimental design and uncertainty quantification.

problem Efficiently selecting samples for faster convergence in Bayesian experimental design and uncertainty quantification.
method Output-weighted acquisition functions leveraging likelihood ratio to guide sampling towards relevant regions.
result Superiority of the proposed method in uncertainty quantification and rare event identification.

Transformer-based diffusion models improve hydrological time series imputation and forecasting.

problem Limited observations in hydrometeorological time series.
method Transformer-based diffusion models applied to hydrological data.
result Transformer-based models efficiently sample realistic time series distributions under variable missing data.

DL models can outperform regionalized models in hydrology by pooling diverse data.

problem Traditional wisdom in hydrology suggests regionalization improves model performance, but DL models can unify data for better performance.
method Used DL models on pooled data from different regions, showing improved performance compared to regionalized models.
result DL models can improve performance by pooling diverse data, highlighting the 'data synergy' effect.

New method combines simple forecasting techniques for river flow predictions.

problem Improving accuracy of long-term hydrological forecasts.
method Combines at least two forecasting methods using median combiner.
result Performs well in long-term forecasts, especially with multiple methods.

Enhanced time series forecasting with improved trend and seasonal components.

problem Challenges in real-world time series forecasting, especially in multivariate applications.
method Individual decomposition of trend and seasonal components, using different approaches for each.
result Significant reduction in error values, around 10% MSE average reduction across benchmarks.

Researchers use Gaussian processes with non-stationary kernels to model precipitation patterns in the Upper Indus Basin.

problem Uncertainty in precipitation patterns in the Upper Indus Basin, Himalayas.
method Proposes Gaussian processes with structured non-stationary kernels to model precipitation patterns, accounting for spatial variation with a latent Gaussian process.
result The proposed model adapts to varying precipitation patterns across distinct topography and outperforms stationary models in ablation experiments.

A new method estimates time-varying parameters in earth system models using offline and online data assimilation.

problem Estimating time-varying parameters in complex earth system models.
method Hybrid Offline Online Parameter Estimation with Particle Filtering (HOOPE-PF)
result HOOPE-PF outperforms existing methods, especially with small ensemble sizes.

LSTM models with DI enhance streamflow forecasts across diverse regions.

problem Challenges in integrating varied discharge measurements for accurate streamflow forecasts.
method Flexible data integration (DI) using LSTM models with CNN units for lagged inputs.
result DI significantly improved streamflow forecast performance, reaching record efficiency coefficients.

LSTM model predicts rainfall runoff with high temporal resolution.

problem Accurate and efficient rainfall runoff simulations for flood risk management.
method Data-driven rainfall runoff model using Long-short-Term-Memory (LSTM) networks.
result LSTM model achieves high-resolution discharge predictions with improved performance.

Develops a neural model to predict event occurrence and timing.

problem Standard event time models ignore the distinction between event occurrence probability and predicted time.
method Introduces a conditional event time model using a neural network with a binary stochastic layer.
result Shows superior event occurrence and timing predictions on various datasets.

Paper proposes a new trading strategy using corporate event detection from news articles.

problem Predicting stock movements based on corporate events from news articles.
method Bi-level event detection model: low-level for token-level event identification, high-level for article-level event identification.
result The proposed strategy outperforms existing models in stock prediction metrics.

ProxiModel extracts high-quality news events from news corpora.

problem Mining high-quality structured event knowledge from noisy news data.
method ProxiModel uses a proximity-network to model event correlation within and across news corpora.
result ProxiModel efficiently and effectively extracts high-quality event descriptors and attributes.

Non-spanning identification of scheduled event risk in option pricing.

problem Separating continuous surface from scheduled jump in option pricing.
method Modeling FOMC decisions, CPI releases, and NFP reports as deterministic-time jumps in risk-neutral option pricing.
result Improves held-out event-spanning pricing with Gaussian and two-component mixture jumps.

Study examines HTE estimation from time-to-event data with competing events.

problem Estimating HTEs from time-to-event data with competing events.
method Outcome modeling approach using plug-in estimators for potential outcomes.
result Competing events introduce new challenges for HTE estimation.

CAUSE learns Granger causality from event sequences, outperforming existing methods.

problem Learning Granger causality from complex, interdependent event sequences.
method CAUSE uses a neural point process to capture interdependency and an attribution method to extract Granger causality.
result CAUSE outperforms state-of-the-art methods in inferring inter-type Granger causality.

REST framework predicts stock trends by considering stock-specific and related-stock events.

problem Predicting stock trends using event information from news, social media, and discussion boards.
method REST framework addresses two main shortcomings of existing event-driven methods: stock-specific event influence and related-stock event influence.
result REST framework achieves higher investment returns compared to baselines.

Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In this work, we propose to incorporate the fine-grained events in stock movement pred…

2019-10-11abs ↗pdf ↗

New deep learning method handles rare and imbalanced events in time series.

problem Challenges in event detection in time series data, especially rare and imbalanced events.
method Supervised regression-based deep learning approach that handles various types of events.
result Superior performance across diverse domains, particularly for rare events and imbalanced datasets.

The study uses financial events to predict stock market movements.

problem Predicting stock market movements using financial events.
method Combined event extraction method, BERT/ALBERT enhanced event representation, and extended hierarchical attention network.
result Significantly better accuracies and higher simulated returns compared to state-of-the-art models.

Proposes a model for predicting events from event streams.

problem Predicting events like part replacement and failure in manufacturing and teleservice systems.
method Non-parametric prognostic framework using MGCP modulated Poisson processes.
result MGCP prior facilitates sharing of information and analysis of flexible event patterns.

LOBDIF predicts limit order book events using a diffusion model.

problem Predicting the timing and type of events in a dynamic market system.
method LOBDIF uses a diffusion model to learn the complex time-event distribution in limit order book streams.
result LOBDIF significantly outperforms existing methods in real-world data experiments.