Research
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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.

168,657 papers · 148 categories

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14284256 · Mar 202019922001200920172026
48 results for real-time monitoring

Paper optimizes a big data and ML risk monitoring system for financial markets.

problem Traditional risk monitoring methods are inadequate for modern financial markets due to data complexity and volume.
method Four-layer architecture integrating big data and advanced ML algorithms (LSTM, RF, GB).
result Significantly enhances efficiency and accuracy in risk management, especially in market crash risk detection.

MLDemon monitors ML systems post-deployment, improving reliability with real-time performance estimates and expert labels.

problem Ensuring reliability of machine learning systems post-deployment, especially when user inputs differ from training data.
method Integrates unlabeled and on-demand labeled data to monitor ML model performance in real-time, deciding when to acquire expert labels.
result Outperforms existing approaches in temporal datasets with diverse distribution drifts, providing theoretical optimality for distribution drifts.

Detecting patterns in real time streaming data has been an interesting and challenging data analytics problem. With the proliferation of a variety of sensor devices, real-time analytics of data from the Internet of Things (IoT) to learn regular and irregular patterns has become an important machine learning problem to …

2018-11-16abs ↗pdf ↗

Amazon SageMaker Model Monitor detects drift in deployed ML models.

problem Ensuring high performance of ML models in production environments.
method Automatically detects data, concept, bias, and feature attribution drift in real-time.
result Maintains high quality models by providing alerts and corrective actions.

Neural process model improves real-time condition monitoring signal prediction.

problem Real-time adaptation for complex condition monitoring signals.
method Label-aware neural processes encoding and reconstruction.
result Advantages in real-time adaptation, enhanced signal prediction with uncertainty quantification, and joint prediction for labels and signals.

Proposes real-time risk monitoring for machine learning systems under unknown shifts.

problem Dynamic distribution shifts challenge real-world machine learning systems' risk assurances.
method Sequential hypothesis testing with 'testing by betting' to detect risk violations.
result Effective real-time risk monitoring under various unknown shifts.

ReRe detects anomalies in real-time for time series data.

problem Real-time anomaly detection for time series data requires human intervention or domain knowledge and high computation complexity.
method ReRe uses two lightweight LSTM models to predict and determine anomalies based on historical data and adaptive thresholds.
result ReRe detects anomalies in real-time without requiring human intervention or domain knowledge.

In manufacture, steel and other metals are mainly cut and shaped during the fabrication process by computer numerical control (CNC) machines. To keep high productivity and efficiency of the fabrication process, engineers need to monitor the real-time process of CNC machines, and the lifetime management of machine tools…

2018-08-16abs ↗pdf ↗

Novel framework monitors cardiac image segmentation models in real-time.

problem Ensuring continuous high model performance and segmentation results in clinics.
method Formulated as anomaly detection, the framework derives surrogate quality measures for segmentation.
result Demonstrated accurate, fast, and scalable quality control monitoring.

Coherent Multiplex analyzes real-time wavelet coherence among multiple signals.

problem Identifying and visualizing coherence among multiple time series.
method Fast spectral similarity based on cosine similarity metrics of Fourier-transformed signals and sparse time-frequency wavelet coherence.
result Scalable real-time system for low-latency inference and monitoring of inter-signal relationships.

Real-time ionospheric images created from limited data using parallel Kalman filters.

problem Monitoring ionospheric irregularities using limited spatio-temporal observations.
method Bayesian framework with parallel Kalman filters and connectivity information.
result Real-time ionospheric images with high spatio-temporal resolution can be produced.

The waggle dance that honeybees perform is an astonishing way of communicating the location of food source. After over 60 years of its discovery, researchers still use manual labeling by watching hours of dance videos to detect different transitions between dance components thus extracting information regarding the dis…

2017-05-20abs ↗pdf ↗

Paper proposes real-time VaR estimation using quantile regression forest with conformal calibration.

problem Real-time estimation of Value at Risk (VaR) in rapidly changing markets.
method Quantile regression forest trained offline, real-time VaR estimates via observed risk factors, conformalized estimator for reliability.
result The proposed method provides reliable real-time VaR estimates.

Deployment of machine learning (ML) algorithms in production for extended periods of time has uncovered new challenges such as monitoring and management of real-time prediction quality of a model in the absence of labels. However, such tracking is imperative to prevent catastrophic business outcomes resulting from inco…

2019-02-07abs ↗pdf ↗

The paper monitors artificial neural networks using embeddings and multivariate control charts.

problem Ensuring the stability of artificial neural networks during deployment.
method Monitoring the latent feature representation (embedding) of ANN outputs using multivariate control charts based on data depth and ranks.
result The proposed method effectively detects nonstationary data streams in ANN outputs.

A new method for efficient nonlinear process monitoring using random Bernoulli features.

problem High computational demands and real-time responsiveness in online monitoring systems.
method Random Bernoulli principal component analysis to capture nonlinear patterns efficiently.
result The proposed methods offer excellent scalability and reduced computational complexity.

Operations is a key challenge in the domain of machine learning pipeline deployments involving monitoring and management of real-time prediction quality. Typically, metrics like accuracy, RMSE etc., are used to track the performance of models in deployment. However, these metrics cannot be calculated in production due …

2019-02-22abs ↗pdf ↗

This paper discusses challenges and opportunities in vessel behavior detection using machine and deep learning.

problem Real-time analysis of vessel behaviors is crucial for maritime safety and protection.
method Comparison of classical machine learning and deep learning approaches for vessel event and anomaly detection.
result Novel methods and tools are needed to address challenges in vessel behavior detection.

A new algorithm detects changes in high-dimensional data efficiently under sampling constraints.

problem Real-time monitoring of high-dimensional streaming data with limited sampling.
method Incorporates multi-armed bandit approaches into sequential change-point detection.
result Proposes TSSRP algorithm for efficient detection of changes.

AnomalyCD discovers anomaly causes in large systems with binary flags, reducing computational burden.

problem Learning graphical causal models from large-scale binary anomaly data is computationally expensive.
method AnomalyCD uses anomaly data-aware causality testing, sparse data compression, and edge pruning.
result AnomalyCD reduces computation overhead and improves accuracy on binary anomaly datasets.

Develops an online nonparametric classifier for massive data.

problem Challenges of batch kernel-based nonparametric classifiers in massive data.
method Online principle components analysis to reduce dimensionality, followed by stochastic approximation algorithm for real-time calculation.
result Online classifier provides the best trade-off between accuracy and computation cost.