Paper tackles learning time series models from noisy timestamps.
problem Learning time series detection models from temporally imprecise labels.
method Proposes a general learning framework accommodating different base classifiers and noise models.
result Significantly outperforms alternatives on real mobile health data.
Motion Code models time series dynamics with sparse approximations.
problem Challenges in time series classification and forecasting on noisy data.
method Motion Code views time series as stochastic processes, assigning unique signatures to distinct dynamics.
result Motion Code outperforms benchmarks in noisy datasets, including real-world Parkinson's disease tracking.
A new method for modeling event sequences with ambiguous timestamps.
problem Handling event sequences with variable timestamps and time-shifts.
method Time-discounting convolution with dynamic pooling.
result Efficiently models event dependencies and robust against timestamp uncertainty.
Proposes T-CGAN for generating time series data with irregular sampling.
problem Generating time series data with irregular sampling and noise.
method Conditional Generative Adversarial Network (CGAN) with deconvolutional and convolutional neural networks, conditioned on timestamps.
result T-CGAN-generated time series perform as well as real data for classification tasks.
Improved financial predictions with OHLC data and timestamps.
problem Improving VWAP predictions in financial markets.
method Investigated the impact of timing features on machine learning models for VWAP prediction.
result Incorporating timing features consistently improves predictive performance across multiple ML architectures.
RE-NET predicts future interactions in temporal knowledge graphs.
problem Predicting future facts in temporal knowledge graphs.
method Autoregressive architecture with recurrent event encoder and neighborhood aggregator.
result State-of-the-art performance on five public datasets.
Temporal threat model defends against data poisoning with timestamps.
problem Adversaries can poison more samples than expected, rendering existing defenses ineffective.
method Leverage timestamps to define earliness and duration metrics for temporal robustness.
result Temporal aggregation provides provable temporal robustness against data poisoning.
Improves scalability and robustness of dynamic graph clustering.
problem Scalability and robustness issues in matrix factorization methods for dynamic graphs.
method Temporal separated matrix factorization, bi-clustering regularization, selective embedding updating.
result Demonstrated scalability, robustness, and effectiveness on synthetic and real-world benchmarks.
NoLBERT avoids lookback and lookahead biases for better econometric inference.
problem Information leakage in language models affects econometric inference.
method Pretrained on text from 1976-1995, avoiding lookback and lookahead biases.
result NoLBERT outperforms domain-specific baselines and predicts higher profit growth.
Proposes models to analyze irregular healthcare time series data.
problem Irregular timestamps in healthcare time series data.
method Data augmentation, temporal coarsening, MultiResolution Ensemble (MRE) model.
result Improves mAP on mortality prediction task from 51.53% to 53.92%.
ForesightFlow detects informed trading on prediction markets using an information leakage score.
problem Detecting informed trading on decentralized prediction markets.
method Developed an Information Leakage Score (ILS) framework to quantify the fraction of terminal information move priced in before public news events.
result The score connects label generation to proper-scoring-rule literature and reveals systematic biases in insider trading documentation.
New protocol evaluates synthetic data for temporal consistency.
problem Synthetic data generators can produce invalid timestamps and trajectories.
method Characterize datasets by four properties, then measure timestamp validity and dynamics.
result Temporal fidelity must be measured, not inferred from static data.
Time-aware fact-checking improves veracity predictions for time-sensitive claims.
problem Fact-checking decisions should consider temporal information of claims and evidence.
method Investigated four temporal ranking methods to optimize evidence ranking for fact-checking models.
result Time-aware evidence ranking surpasses relevance assumptions and improves veracity predictions for time-sensitive claims.
VOLARE provides standardized realized volatility measures from financial data.
problem Lack of standardized realized volatility measures from ultra-high-frequency data.
method Asset-specific pipeline for cleaning and sampling data, providing a wide range of realized estimators.
result Comprehensive set of realized estimators for equities, exchange rates, and futures.
For regular particle filter algorithm or Sequential Monte Carlo (SMC) methods, the initial weights are traditionally dependent on the proposed distribution, the posterior distribution at the current timestamp in the sampled sequence, and the target is the posterior distribution of the previous timestamp. This is techni…
CT-OT Flow estimates continuous-time dynamics from discrete snapshots.
problem Estimating continuous-time dynamics from temporally aggregated snapshots with noisy or uncertain timestamps.
method Two-stage framework: aligning neighboring intervals via partial optimal transport (POT) and reconstructing a continuous-time distribution through temporal kernel smoothing.
result Reduces distributional and trajectory errors compared with existing methods across synthetic and real datasets.
Modeling event sequences with RNNs for predictive maintenance.
problem Predicting the intensity function of asynchronous event sequences.
method Use two RNNs: one for background and another for history effects.
result End-to-end training of the model for black-box event intensity prediction.
Paper tackles drowsy driving by learning from weakly labeled car acceleration data.
problem Lack of labeled data for estimating driver drowsiness.
method Weakly supervised learning, scalable stochastic optimization.
result Algorithm learns from weakly labeled data, outperforming baseline methods.
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.
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.
SoftCLT improves time series representation learning by soft contrastive loss.
problem Ignoring inherent correlations in time series leads to poor representation quality.
method SoftCLT introduces instance-wise and temporal contrastive loss with soft assignments.
result SoftCLT consistently improves various downstream tasks in time series learning.
iTimER learns from reconstruction errors to represent irregularly sampled time series.
problem Learning from irregularly sampled time series with missing data.
method iTimER models reconstruction errors as a proxy for unobserved values, using a mixup strategy and a Wasserstein metric.
result iTimER outperforms state-of-the-art methods in classification, interpolation, and forecasting tasks.
MEANTIME improves sequential recommendation by using multi-temporal embeddings and attention mechanisms.
problem Limited use of timestamp information and information bottleneck in sequential recommendation models.
method MEANTIME employs multiple types of temporal embeddings and attention mechanisms to capture diverse patterns from user behavior sequences.
result MEANTIME outperforms state-of-the-art sequential recommendation methods.
New metrics needed for streaming ML due to delayed labels.
problem Streaming ML evaluation fails to identify unexpected performance.
method Recommend additional metrics for streaming ML performance.
result New metrics are needed for streaming ML due to delayed labels.
SAFE detects fraudsters in advance by predicting survival probabilities.
problem Detecting fraudsters in time given their activity sequences.
method Survival analysis with RNN to map user activities to hazard values.
result SAFE outperforms existing models in fraud early detection.
SG-NTF completes HDI tensors with spectral mapping and spatio-temporal gating.
problem High-dimensional and incomplete tensor completion.
method Spectra-Guided Neural Tucker Factorization (SG-NTF) with Spatio-Temporal Co-Gating (STCG).
result Maintains competitive completion accuracy with parameter efficiency.
New method for estimating lead-lag times between non-synchronously observed point processes.
problem Estimating lead-lag relationships between non-synchronously observed point processes.
method Formulate lead-lag estimation as CPCF shape estimation; propose kernel density estimation-based lead-lag time estimator.
result Proposed method delivers superior numerical performance and effective lead-lag time estimation.
In this work, the time chart of Dow Jones Industrial Average (DJIA) index is analyzed and approach of recession time term is predicted, which may be hallmark of a worldwide economic crisis. However, the methods used for the prediction will be disclosed a few years from now. On the other hand, this work will be updated …
HRT uses bi-level reinforcement learning to optimize stock selection and execution in multi-asset equity markets.
problem Optimizing automated equity trading decisions under risk, turnover, and transaction costs.
method Hierarchical Reinforced Trader (HRT) framework that separates selection and execution decisions.
result HRT outperforms other methods in learning-based return-risk-cost trade-offs, improving Sharpe ratio and reducing turnover.
Gaussian processes model geospatial trajectories with uncertainty.
problem Interpolating and predicting complex spatiotemporal data.
method Gaussian process models trajectories as multidimensional Gaussian distributions.
result Gaussian processes provide a flexible and probabilistic way to interpolate geospatial data.
The paper proposes a method to analyze categorical feature interactions in large datasets using graph covariance and LLMs.
problem Analyzing complex datasets with numerous categorical features and timestamps.
method Binarization of categorical features using one-hot encoding, computation of graph covariance, identifying significant feature pairs, and using LLMs to generate explanations.
result The method identifies meaningful feature pairs and potential data stories underlying categorical feature interactions.
DMIDAS improves long-term forecasting accuracy in healthcare and electricity data.
problem Challenging long-term forecasting accuracy and computational complexity.
method Smoothness regularization and mixed data sampling techniques integrated into NBEATS architecture.
result Improves prediction accuracy by 5% on long forecasting horizons (1000 timestamps) compared to state-of-the-art models.
FraudTransformer detects payment fraud by preserving event order and time gaps.
problem Detecting payment fraud in real-world banking streams with irregular time gaps.
method Augments a GPT-style architecture with a dedicated time encoder and a learned positional encoder.
result FraudTransformer outperforms classical and transformer baselines, achieving highest AUROC and PRAUC on held-out test set.
Detects malware-infected clients and malicious domains using transfer learning.
problem Detecting malware-infected computers and malicious web domains from encrypted HTTPS traffic.
method Transfer learning with sluice networks to bootstrap each other's detection models.
result Outperforms known reference models and detects previously unknown malware and domains.
Optimizes noisy IS with better proposal densities.
problem Improving IS estimators with noisy data.
method Derives optimal proposal densities considering noise variance.
result Optimal proposals enhance IS estimators by focusing on noisy regions.
Efficient variational inference for Gaussian-process-modulated Poisson processes with panel count data.
problem Efficient inference for panel count data with unknown event timestamps.
method Variational inference with Gaussian-process-modulated intensity function, using tractable lower bound.
result Algorithm outperforms classical methods on synthetic and real data.
We design a new nonparametric method that allows one to estimate the matrix of integrated kernels of a multivariate Hawkes process. This matrix not only encodes the mutual influences of each nodes of the process, but also disentangles the causality relationships between them. Our approach is the first that leads to an …
CHIP model detects communities in continuous-time networks efficiently.
problem Detecting communities in large, timestamped networks.
method Spectral clustering on aggregated adjacency matrix of Hawkes process model.
result Consistent community detection for growing networks with efficient estimation.
Paper uses DMD to embed time in spatiotemporal forecasting.
problem Forecasting long-range seasonal dependencies in spatiotemporal data.
method Dynamic Mode Decomposition (DMD) for time representation.
result DMD-based embedding improves long-horizon forecasting accuracy.
We introduce a new model for describing the fluctuations of a tick-by-tick single asset price. Our model is based on Markov renewal processes. We consider a point process associated to the timestamps of the price jumps, and marks associated to price increments. By modeling the marks with a suitable Markov chain, we can…
Class2Simi reduces noise in noisy label learning by transforming noisy class labels into noisy similarity labels.
problem Learning with noisy labels in supervised and unsupervised settings.
method Transforming noisy class labels into noisy similarity labels, training DNNs from noisy data pairs.
result The noise rate reduction is theoretically guaranteed, making it easier to handle noisy similarity labels.
Quantum neural networks can approximate noisy functions accurately.
problem Approximating noisy functions with quantum neural networks.
method Universal approximation theorem with error bounds for noisy quantum neural networks.
result Quantum neural networks can approximate noisy functions with precise error bounds.
Concept Relation Discovery and Innovation Enabling Technology (CORDIET), is a toolbox for gaining new knowledge from unstructured text data. At the core of CORDIET is the C-K theory which captures the essential elements of innovation. The tool uses Formal Concept Analysis (FCA), Emergent Self Organizing Maps (ESOM) and…
Paper improves ℓ0-SSC for noisy data by proving SDP and proposing Noisy-DR-ℓ0-SSC.
problem Noisy data and less restrictive subspace affinity in sparse subspace clustering.
method Proposes Noisy-DR-ℓ0-SSC, which projects data onto a lower dimensional space and then applies noisy ℓ0-SSC. result Theoretical guarantee on the correctness of noisy ℓ0-SSC in terms of SDP on noisy data. Method detects and relabels noisy image labels to improve DNN performance.
problem Label noise in training images harms DNN generalization.
method Identifies noisy labels based on predictive uncertainty changes over training.
result Iterative relabeling of noisy labels improves DNN performance.
Framework corrects noisy labels to improve DNN performance.
problem Performance degradation due to noisy labels in large-scale datasets.
method Joint optimization of DNN parameters and true labels estimation.
result Significantly outperforms state-of-the-art methods in experiments.
Simple method improves deep learning with noisy labels.
problem Deep learning's overfitting to noisy labels.
method Adds a variance regularization term to penalize neural network's Jacobian norm.
result Achieves state-of-the-art performance with high noise tolerance.
ExpertNet uses noisy labels to improve deep learning robustness.
problem Improving deep learning robustness against noisy labels.
method ExpertNet framework combining Amateur and Expert models, iteratively learning from noisy labels and images.
result ExpertNet achieves robust classification with as little as 20-50% training data, outperforming state-of-the-art models.