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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.

168,657 papers · 148 categories

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157314470627 · Jun 202019922001200920172026
48 results for irregular time series

EDICT learns evidential distributions for irregular time series, improving predictions and uncertainty quantification.

problem Challenges in predicting and characterizing uncertainty for irregular time series data.
method EDICT (Evidential Distributions for Irregular Time Series) learns a continuous-time evidential distribution.
result EDICT achieves competitive performance on time series classification tasks and provides better uncertainty quantification.

We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to characterize the mechanisms underlying the time series. Motivated by the studies that show …

2015-04-23abs ↗pdf ↗

LLapDiff models irregular multivariate time series without step-by-step integration.

problem Trade-off between discrete and continuous methods for long-horizon forecasting.
method Generative framework that models target as a low-dimensional latent trajectory, guided by modal parameterization and Laplace domain poles.
result Improves long-horizon forecasting over baselines and supports missing-value imputation.

A new method uses sinusoidal functions to represent timestamps as dense vectors for improving irregularly sampled time series learning.

problem Challenges in supervised learning with irregularly sampled time series due to irregular time intervals.
method Proposes a novel method to represent timestamps as dense vectors using sinusoidal functions, called Time Embeddings.
result Improves LSTM-based and classical machine learning models, especially with very irregular data.

CRUs model irregular time series with continuous hidden states.

problem Handling irregular time intervals in sequential data.
method Continuous Recurrent Units (CRUs) that integrate hidden states via a linear stochastic differential equation.
result CRUs outperform methods based on neural ordinary differential equations in irregular time series interpolation.

ACSSM models irregular time series with continuous dynamics.

problem Modeling irregular time series data.
method ACSSM uses a multi-marginal Doob's h-transform and variational inference with stochastic optimal control.
result ACSSM outperforms in tasks like classification, regression, interpolation, and extrapolation.

GRUwE improves irregular time series prediction with simpler, efficient RNN-based approach.

problem Irregularly sampled multivariate time series prediction challenges.
method Gated Recurrent Unit with Exponential basis functions (GRUwE).
result GRUwE achieves competitive or superior performance compared to recent state-of-the-art methods.

ProFITi model forecasts irregular time series with missing values using conditional flows.

problem Probabilistic forecasting of irregularly sampled multivariate time series with missing values.
method ProFITi model uses conditional normalizing flows and invertible layers to learn joint distributions conditioned on past observations and queried channels and times.
result ProFITi model provides 4 times higher likelihood than the previous best model.

Extends shapelet transform to irregular time series, improving interpretability and efficiency.

problem Limitations of shapelet transform for irregular, partially observed time series.
method Continuous-time formulation, regularisation penalty, learned pseudometric.
result Efficient training without sacrificing interpretability for irregular, partially observed time series.

NCDEs improve predictions for irregular time series data.

problem Theoretical understanding of NCDEs' performance and irregular time series effects.
method Combining CDE theory and neural net complexity measures.
result Generalization bound and detailed sampling and approximation bias analysis.

New imputation strategies improve signature models for irregular time series.

problem Applying signature models to irregular time series requires continuous path construction.
method Characterized imputation as a problem, evaluated various strategies, proposed GP-PoM.
result Gaussian process adapters improve predictive performance and robustness.

Neural controlled DEs model irregular time series by adjusting based on observations.

problem Modeling irregularly sampled multivariate time series with memory-efficient adjoint-based backpropagation.
method Neural controlled differential equations (CDEs) that adjust based on subsequent observations.
result Achieves state-of-the-art performance on various datasets.

TGNN4I model forecasts irregularly observed graph data using ODEs.

problem Forecasting graph-structured data with irregular time steps and partial observations.
method Introduces a time-continuous latent state in each node using ODEs and GRUs, integrating graph neural network layers.
result Validated usefulness of graph structure and time-continuous dynamics in irregular observation settings.

Proposes a model to handle mobile health data with irregular measurements.

problem Handling heterogeneous, multi-resolution data in mobile health.
method Individualized dynamic latent factor model for irregular multi-resolution time series data.
result Superior performance compared to existing methods in simulation and smartwatch data applications.

ANCDEs improve time-series forecasting and classification using attention in NCDEs.

problem Improving time-series forecasting and classification using neural controlled differential equations.
method Integrating attention into neural controlled differential equations (ANCDEs).
result ANCDEs consistently show the best accuracy in time-series classification and forecasting.

Survey on learning models for irregularly sampled time series data.

problem Challenges in learning from non-uniformly sampled time series data.
method Survey of recent models and architectures based on temporal discretization, interpolation, recurrence, attention, and structural invariance.
result Significant progress in machine learning for irregularly sampled time series data.

EDAIN layer normalizes time series data for neural networks, improving model performance.

problem Irregularities in time series data degrade model performance in neural networks.
method EDAIN layer learns adaptive normalization parameters during end-to-end training.
result EDAIN layer outperforms conventional normalization methods and adaptive layers.

This paper uses ODE to improve RNN models for time series data.

problem Improving RNN models for irregularly sampled time series data.
method Extending RNNs with Neural Ordinary Differential Equations (ODEs).
result New ODE-based RNN models reduce training and evaluation time.

SCOTCH learns system structure from irregular time series using neural SDEs.

problem Learning system structure from irregular time series data.
method SCOTCH uses neural stochastic differential equations (SDE) with variational inference.
result SCOTCH improves structure learning performance on synthetic and real-world datasets.

TimeAutoML learns effective representations for irregularly sampled MTS data without manual tuning.

problem Learning effective representations for multivariate time series with irregular sampling rates and variable lengths.
method Autonomous representation learning pipeline with negative sample generation and auxiliary classification task.
result TimeAutoML achieves up to 20% performance improvement in anomaly detection on UCR datasets.

MuSiCNet tackles irregularly sampled multivariate time series by treating them as a hierarchy of relatively regular series.

problem Irregularly sampled multivariate time series with missing values.
method Gradual coarse-to-fine approach with multi-scale and multi-correlation attention network.
result MuSiCNet improves ISMTS representation quality through hierarchical learning.

Electronic records contain sequences of events, some of which take place all at once in a single visit, and others that are dispersed over multiple visits, each with a different timestamp. We postulate that fine temporal detail, e.g., whether a series of blood tests are completed at once or in rapid succession should n…

2019-04-27abs ↗pdf ↗

BayOTIDE tackles imputation of irregularly sampled multivariate time series with uncertainty quantification.

problem Imputation of irregularly sampled multivariate time series with missing values and noises.
method BayOTIDE treats multivariate time series as a combination of low-rank temporal factors with different patterns, using Gaussian Processes (GPs) as functional priors and converting them into state-space priors for scalable online inference.
result BayOTIDE can handle imputation over arbitrary time stamps and offers uncertainty quantification and interpretability.

EMDLOT predicts bond defaults better than traditional methods.

problem Lack of interpretability and irregular temporal dependencies in financial data.
method Integrates time-series and textual data, uses Time-Aware LSTM, soft clustering, and multi-level attention.
result EMDLOT outperforms traditional and deep learning benchmarks in recall, F1-score, and mAP.

Enhances time-series regression trees with latent factors for robust financial analysis.

problem Handling predictors with measurement error, trends, seasonality, and missing data.
method Integrates latent stationary factors extracted via state-space methods into time-series regression trees.
result Factor-augmented trees provide a reliable approach for macro-finance problems, exemplified by the lead-lag effect between equity volatility and the business cycle.

A cased-based reasoning method predicts rare events on strategic sites using satellite imagery.

problem Manual prediction of rare events on strategic sites is impractical due to large datasets.
method Case-based reasoning approach incorporating expert knowledge for irregular time series and small datasets.
result The method significantly outperforms random selection on challenging applications.

Paper tackles missing data in irregularly-sampled time series.

problem Modeling irregularly-sampled time series data.
method Encoder-decoder framework based on variational autoencoders and generative adversarial networks.
result Models achieve competitive or better classification results on irregularly-sampled multivariate time series.

Probabilistic NDVI forecasting from sparse satellite data.

problem Challenges in short-term NDVI forecasting due to sparse and irregular satellite data.
method Probabilistic forecasting framework using historical NDVI and meteorological observations, with temporal-distance weighted quantile loss and extreme-weather feature engineering.
result The proposed method outperforms baselines on pointwise and probabilistic evaluation metrics.

A new method models continuous-time counterfactual outcomes using neural controlled differential equations.

problem Estimating personalized healthcare outcomes over irregularly sampled data.
method Interpreting data as samples from a continuous-time process, modeling latent trajectory using controlled differential equations, and using adversarial training for time-dependent confounding.
result TE-CDE consistently outperforms existing approaches in irregularly sampled scenarios.

Paper develops a method for causal representation learning from irregular tensors.

problem Complex patterns in high-dimensional, irregular tensor data.
method Novel causal formulation and CaRTeD framework integrating temporal causal representation learning with irregular tensor decomposition.
result Framework provides theoretical guarantees and outperforms state-of-the-art techniques.

NCDSSM models irregularly sampled time series with improved imputation and forecasting.

problem Accurate modeling of irregularly sampled time series with missing observations.
method Neural Continuous-Discrete State Space Model (NCDSSM) with amortized inference for auxiliary variables and flexible dynamic state parameterizations.
result Improved imputation and forecasting performance on multiple benchmark datasets.

Fine-tuning a time series model improves financial price prediction accuracy.

problem Improving accuracy in predicting financial market prices using large models.
method Continual pre-training of a time series foundation model on financial data to fine-tune its performance for price prediction.
result The fine-tuned model outperforms the baseline in various financial metrics.

Monitoring patients in ICU is a challenging and high-cost task. Hence, predicting the condition of patients during their ICU stay can help provide better acute care and plan the hospital's resources. There has been continuous progress in machine learning research for ICU management, and most of this work has focused on…

2019-09-12abs ↗pdf ↗

Time series data is ubiquitous in the real-world problems across various domains including healthcare, social media, and crime surveillance. Detecting anomalies, or irregular and rare events, in time series data, can enable us to find abnormal events in any natural phenomena, which may require special treatment. Moreov…

2019-06-12abs ↗pdf ↗

Neural Laplace Control tackles offline RL for continuous-time delayed systems with irregular observations.

problem Offline reinforcement learning problems involving continuous-time environments with delays and irregular observations.
method Combines a Neural Laplace dynamics model with a model predictive control (MPC) planner.
result Achieves near expert policy performance on continuous-time delayed environments.