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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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157314471628 · Jun 202019922001200920172026
48 results for hydrological time series

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.

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.

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.

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.

fSDE-Net generates time series with long-term memory using neural networks.

problem Generating time series with long-term memory from irregularly sampled data.
method fSDE-Net: neural fractional Stochastic Differential Equation Network using fractional Brownian motion.
result fSDE-Net can replicate distributional properties of real time-series data.

New framework uses time series features for predicting streamflow in ungauged areas.

problem Predicting streamflow in areas without gauging stations.
method Developed regression-based streamflow regionalization using a wide range of time series features from large datasets.
result Certain time series features, like entropy and autocorrelation, are better predictors of streamflow than traditional catchment attributes.

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 ↗

Bayesian framework selects features and lags for time series forecasting.

problem Variable selection and lagged error term identification in time series models.
method Hierarchical Bayesian models with spike-and-slab priors, two-stage MCMC algorithm.
result Posterior selection consistency under mild conditions, improved predictive performance.

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 ↗

Joint models are a common and important tool in the intersection of machine learning and the physical sciences, particularly in contexts where real-world measurements are scarce. Recent developments in rainfall-runoff modeling, one of the prime challenges in hydrology, show the value of a joint model with shared repres…

2019-11-21abs ↗pdf ↗

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.

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.

Deep learning improves probabilistic river discharge forecasting for hydroelectric power.

problem Uncertain river discharges due to climate variability.
method Modified recurrent neural network architecture conditioned on global circulation model projections.
result Generates parameterized probability distributions for realistic long-term discharge scenarios.

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.

Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, uiu_i, can be detected and quantified by studying the correlations in the magnitude series ui|u_i|, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact …

2004-06-14abs ↗pdf ↗

Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of fundamentally different mechanisms. In this work, we identify and evaluate two cla…

2019-10-10abs ↗pdf ↗

Modeling regime shifts in co-evolving time series with interactions and time-dependency.

problem Discovering and modeling regime shifts in multiple time series with relationships and time-dependent behaviors.
method Modeling interactions and time-dependency in co-evolving time series using a mapping grid and dynamic network representation for regime identification and time-dependent Cox regression for regime transition probabilities.
result A principled approach for modeling interactions and time-dependency in co-evolving time series.

We provide the proof that the space of time series data is a Kolmogorov space with T0T_{0}-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes fro…

2016-06-10abs ↗pdf ↗

Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based representation of time series for a given application can be achieved through s…

2019-01-29abs ↗pdf ↗

Overview of high-dimensional time series regression methods.

problem Estimation and inference with high-dimensional time series data.
method Limit theory for high-dimensional dependent data, asymptotic theory for time series regression, statistical learning methods.
result Main limit theory results and asymptotic theory for high-dimensional time series regression.

Improved prediction of hierarchical time series using structured regularization.

problem Making coherent forecasts for hierarchical time series.
method Structured regularization method for bottom-level time series predictions.
result Superior prediction accuracy and computational efficiency compared to previous methods.

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.

Meta-learning for Koopman spectral analysis with short time-series data.

problem Lack of long time-series for training embedding functions in Koopman spectral analysis.
method Meta-learning approach using bidirectional LSTM and neural network to estimate embedding functions from short time-series.
result The proposed method achieves better performance in eigenvalue estimation and future prediction compared to existing methods.