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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.

168,982 papers · 148 categories

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48 results for multi-variable time series

This paper enhances LSTM neural networks for multi-variable time series data, providing interpretable insights.

problem Accurate prediction of multi-variable time series data with interpretable insights.
method Variable-wise hidden states and a mixture attention mechanism to model the generative process of the target variable.
result Enhanced prediction performance by capturing the dynamics of different variables.

In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To …

2018-06-17abs ↗pdf ↗

We will prove that, for a 22 or 33 component LL-space link, HFLHFL^- is completely determined by the multi-variable Alexander polynomial of all the sub-links of LL, as well as the pairwise linking numbers of all the components of LL. We will also give some restrictions on the multi-variable Alexander polynomial of …

2015-05-05abs ↗pdf ↗

The Conway potential function (CPF) for colored links is a convenient version of the multi-variable Alexander-Conway polynomial. We give a skein characterization of CPF, much simpler than the one by Murakami. In particular, Conway's `smoothing of crossings' is not in the axioms. The proof uses a reduction scheme in a t…

2014-07-11abs ↗pdf ↗

MCP extends conformal prediction to vector-valued score functions without data splitting.

problem Fixed prediction set shapes in scalar score functions limit coverage guarantees.
method MCP uses a single optimization problem for prediction set design and calibration, eliminating data splitting.
result RemMCP and RelMCP achieve target coverage with smaller or comparable prediction set sizes, reducing variance.

In recent years, twisted Alexander polynomial has been playing an important role in low-dimensional topology. For Montesinos links, we develop an efficient method to compute the twisted Alexander polynomial associated to any linear representation. In particular, formulas for multi-variable Alexander polynomials of thes…

2017-09-10abs ↗pdf ↗

We show that link Floer homology detects the Thurston norm of a link complement. As an application, we show that the Thurston polytope of an alternating link is dual to the Newton polytope of its multi-variable Alexander polynomial. To illustrate these techniques, we also compute the Thurston polytopes of several speci…

2006-01-25abs ↗pdf ↗

The paper extends Pearson correlation to multi-variables, useful for noise measurement and feature selection.

problem The standard Pearson correlation coefficient is limited to two variables and doesn't meet the needs for multi-variable analysis.
method The authors use random matrix theory to extend Pearson's correlation coefficient to an arbitrary number of variables.
result The extended correlation coefficient is useful for gauging noise and selecting features, particularly in classification.

We construct the Einstein equation for an invariant Riemannian metric on the exceptional full flag manifold M=G2/TM=G_2/T. By computing a Gröbner basis for a system of polynomials of multi-variables we prove that this manifold admits exactly two non-Kähler invariant Einstein metrics. Thus G2/TG_2/T turns out to be the first …

2010-10-18abs ↗pdf ↗

In many regular cases, there exists a (properly defined) limit of iterations of a function in several real variables, and this limit satisfies the functional equation (1-z)f(x)=f(f(xz)(1-z)/z); here z is a scalar and x is a vector. This is a special case of a well-known translation equation. In this paper we present a …

2009-11-08abs ↗pdf ↗

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 ↗

A mathematical paradox shows secant planes don't always form a tangent plane, but some analogies hold with a specific vector product.

problem Secant planes of a two-variable smooth function do not always form a tangent plane, even for simple polynomials.
method Analogies with the one-variable case are explored, using Clifford's geometric vector product.
result Some analogies with the one-variable case still hold in the multi-variable context with a specific vector product.

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 ↗

Paper proposes a robust time series classification method using ResNet and Recurrence Plots.

problem Classifying time series data is challenging and underexplored.
method Transfer learning in Deep Neural Networks, 2D Recurrence Plots, ResNet architecture, simplified preprocessing.
result First time multi-time series classification using a single network.

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.

Automatically extracts features from time series data for improved forecasting.

problem Manual feature selection for time series forecasting is inefficient and prone to errors.
method Extracts features from time series using recurrence plots and computer vision algorithms.
result Automatically extracted features lead to highly comparable and sometimes superior forecasting performance.

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.

Multidimensional time series are sequences of real valued vectors. They occur in different areas, for example handwritten characters, GPS tracking, and gestures of modern virtual reality motion controllers. Within these areas, a common task is to search for similar time series. Dynamic Time Warping (DTW) is a common di…

2018-04-17abs ↗pdf ↗

theft package simplifies feature extraction for time series analysis in R.

problem Lack of a unified access point and methodological pipelines for feature-based time series analysis.
method theft package provides a unified framework for computing features from six open-source time series feature sets.
result theft enables comprehensive quantification and interpretation of time series structure.

Dilated CNN improves multivariate time series classification.

problem Multivariate time series classification.
method Transformed multivariate time series into image-like style, applied dilated and strided convolutions.
result Automatic features extracted by dilated CNN are as effective as hand-crafted features.

Method summarizes and predicts time series data for COVID-19 cases and deaths.

problem Summarizing and predicting time series data for multiple related time series.
method Hierarchical algorithm generating shapelets for centroids, nearest neighbor search for labeling, dynamic time warping for non-uniform lengths.
result Predictive model for individual time series based on aggregated statistics.

AR model forecasts partially observed dynamical time series by estimating evolution function and imputing missing variables.

problem Forecasting dynamical time series with missing variables.
method Autoregressive with slack time series (ARS) model.
result ARS model forecasts future time series with time-invariant and linear assumptions.

The paper analyzes online learning of smooth functions in both single and multi-variable settings.

problem Online learning of smooth functions with known smoothness properties.
method Analyzes classes of absolutely continuous functions and their properties, proving bounds and exact results.
result Sharp bounds and exact results for optimal prediction errors in various classes of smooth functions.