We show that in dimension n>3 the class of simple conformally recurrent space-times coincides with the class of conformally recurrent pp-waves.
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48 results for “recurrence times”
Improved GRU model with weighted time-delay feedback for long-term dependencies.
problem Modeling long-term dependencies in sequential data.
method Introducing a gated recurrent unit (GRU) with a weighted time-delay feedback mechanism.
result τ-GRU outperforms state-of-the-art models on various tasks.
This work combines recurrent models with diffusion for probabilistic time series forecasting.
problem Scalability and capturing high-dimensional distributions and cross-feature dependencies in time series forecasting.
method Combines recurrent neural networks' efficiency with diffusion models' probabilistic modeling, using stochastic interpolants and conditional generation.
result Offers scalable probabilistic time series forecasting methods.
SnAp approximates RTRL for online training of sparse recurrent networks.
problem Training large sparse recurrent networks online is computationally expensive.
method Sparse n-step Approximation (SnAp) of the RTRL influence matrix.
result SnAp with n=2 remains tractable for highly sparse networks and outperforms backpropagation through time.
Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering feature engineering, feature importances, point and interval predictions, and for…
Study compares LSTM, Transformer, and Mamba for bladder cancer recurrence analysis.
problem Complex time-dependent data in bladder cancer recurrence analysis.
method Evaluation of LSTM, Transformer, and Mamba models using Cox proportional hazards model.
result LSTM-Cox model outperforms Transformer-Cox and Mamba-Cox models in prediction accuracy.
Energy markets and the associated energy futures markets play a crucial role in global economies. We investigate the statistical properties of the recurrence intervals of daily volatility time series of four NYMEX energy futures, which are defined as the waiting times between consecutive volatilities exceeding a gi…
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.
Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plotsq-fin.ST
Study predicts synchronization state of financial time series using cross-recurrence plots.
problem Predicting the state of synchronization of financial time series.
method Cross-correlation analysis and deep learning framework for predicting synchronization state based on cross-recurrence plots.
result Satisfactory performance in predicting synchronization state for certain pairs of stocks.
Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged autocorrelation function, or disregarded the multi-scaling properties induced by potential…
Lipschitz RNNs improve stability and performance in various tasks.
problem Improving stability and performance of RNNs.
method Introduced a Lipschitz recurrent unit with a linear and Lipschitz nonlinear component for stability analysis.
result Lipschitz RNNs outperform existing units on benchmark tasks.
Identifying patient characteristics that influence the rate of colorectal polyp recurrence can provide important insights into which patients are at higher risk for recurrence. We used natural language processing to extract polyp morphological characteristics from 953 polyp-presenting patients' electronic medical recor…
The paper uses persistent homology to estimate recurrence times in multi-variate time series.
problem Estimating recurrence times in multi-variate time series with different cyclic behaviors.
method Persistent homology framework with three specialized methods.
result Validated methods on real-world data, including a new benchmark dataset.
Deep neural nets approximate random dynamical system trajectories uniformly in time.
problem Approximating trajectories of random dynamical systems over infinite time horizons.
method Recurrent neural networks with simple feedback structures.
result Certain random trajectories can be approximated uniformly in time to any desired accuracy.
Interneurons accelerate learning dynamics in recurrent neural networks for statistical adaptationq-bio.NC
Interneurons improve learning in neural networks by accelerating convergence.
problem Rapid adaptation to changing input statistics in neural networks.
method Two mathematically tractable recurrent linear neural networks were compared: one with direct recurrent connections and the other with interneurons that mediate recurrent communication.
result The network with interneurons converges more quickly than the network with direct recurrent connections, scaling logarithmically with initialization spectrum.
mGRN improves multivariate time series prediction by managing marginal and joint memories.
problem Extracting dependencies in multivariate sequential data with strong serial and cross-sectional dependencies.
method Developed a novel recurrent network architecture, Memory-Gated Recurrent Networks (mGRN), with gates for marginal and joint memories.
result mGRN consistently outperforms state-of-the-art architectures on various public datasets.
Bayesian method corrects timing misalignment in recurrent event studies.
problem Estimating differences in event rates under two treatments with timing misalignment.
method g-computation procedure with joint semiparametric Bayesian model.
result Correctly estimates average causal effects under right-censoring.
New algorithm speeds up RNN time series prediction by filtering noise.
problem Predicting smooth trajectories from noisy time series data.
method Analyzed RNN dynamics to propose an efficient noise filtering algorithm.
result Significant speedup in predictive process without accuracy loss.
New methods improve Reservoir Computing for chaotic time series prediction.
problem Chaotic time series prediction in Reservoir Computing.
method Established Recurrent Kernel limit, introduced Structured Reservoir Computing.
result Structured Reservoir Computing is faster and more memory-efficient.
Causal inference for the expected number of recurrent events in the presence of a terminal eventstat.ME
Develops a method for causal inference in recurrent event data with terminal failure.
problem Causal inference in recurrent event data with a terminal event.
method Multiply robust estimation framework for causal inference.
result Proposes an estimator for the expected number of recurrent events and failure survival function.
Paper proposes a faster RAE with sequence-aware encoding.
problem Training recurrent autoencoders is challenging and time-consuming.
method Introduces a recurrent autoencoder with sequence-aware encoding using 1D convolutional layers.
result The proposed autoencoder trains faster than standard RAE.
This work optimizes reservoir computing models by linking recurrence and non-linear dynamics.
problem Understanding how recurrence and non-linear dynamics in cortical networks contribute to their function.
method Transformed time-continuous, recurrent dynamics into an effective feed-forward structure of linear and non-linear temporal kernels.
result Optimal time-series classifiers can be built from random reservoir networks, demonstrating significant performance gains.
ParaRNN: An Interpretable and Parallelizable Recurrent Neural Network for Time-Dependent Datastat.ML
ParaRNN improves RNN interpretability and parallelizability for time-dependent data.
problem Limited interpretability and slow training of RNNs.
method Parallelized RNN with additive representation and recurrence features.
result ParaRNN achieves comparable performance to vanilla RNNs but with improved interpretability and efficiency.
Leveraging advances in variational inference, we propose to enhance recurrent neural networks with latent variables, resulting in Stochastic Recurrent Networks (STORNs). The model i) can be trained with stochastic gradient methods, ii) allows structured and multi-modal conditionals at each time step, iii) features a re…
Improved electrical load forecasting model using Fourier-enhanced RNN.
problem Electrical load time series downscaling with high accuracy and low error.
method Combines recurrent neural network with Fourier seasonal embeddings and self-attention.
result Significantly reduces RMSE across different time horizons compared to existing methods.
In a recurrent setting, conventional approaches to neural architecture search find and fix a general model for all data samples and time steps. We propose a novel algorithm that can dynamically search for the structure of cells in a recurrent neural network model. Based on a combination of recurrent and recursive neura…
Successful recurrent models such as long short-term memories (LSTMs) and gated recurrent units (GRUs) use ad hoc gating mechanisms. Empirically these models have been found to improve the learning of medium to long term temporal dependencies and to help with vanishing gradient issues. We prove that learnable gates in a…
Neural network model predicts alternating event-free periods.
problem Dynamic prediction of alternating recurrent events with statistical nuance.
method Developed an online dynamic prediction framework using neural network theory.
result Outstanding performance in predicting alternating recurrent event-free time.
Extended recurrent pseudo-Riemannian manifolds were introduced by Mileva Prvanovic'. We reconsider her work in the light of recent results and show that the manifold is conformally flat, and it is a space of quasi-constant curvature. We also show that an extended recurrent Lorentzian manifold, with time-like associated…
Paper uses RNN to predict SaaS user lifetime value.
problem Predicting user lifetime value in SaaS applications.
method Recurrent Neural Network with multi-cell architecture, accounting for cohort, age-in-system, and contemporaneous information.
result Significantly improved prediction accuracy compared to existing models.
Two new methods improve forecasting of functional time series data.
problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.
New algorithm guarantees optimal convergence rate for stochastic optimization.
problem Optimal convergence rate for stochastic optimization algorithms.
method Regularized versions of Minimization by Incremental Surrogate Optimization (MISO) with arbitrary recurrent data sampling.
result Expected optimality gap converges at under general recurrent sampling schemes.
Improves sequence modeling with a flow-based recurrent mixture density network.
problem Sequence modeling and sequence-to-sequence mapping applications.
method Generalized recurrent mixture density networks using normalized flow transformations.
result Significantly improved fit to image sequences measured by log-likelihood.
We propose a multi-label multi-task framework based on a convolutional recurrent neural network to unify detection of isolated and overlapping audio events. The framework leverages the power of convolutional recurrent neural network architectures; convolutional layers learn effective features over which higher recurren…
Zero-shot and few-shot time series forecasting with ordinal regression recurrent neural networkscs.LG
New RNN model forecasts unseen time series with little training data.
problem Lack of data for RNNs to generalize well in time series forecasting.
method Proposes a novel RNN-based model that learns shared feature embeddings over quantised time series.
result Accurately forecasts unseen time series with minimal training data.
Generalizes memory and forecasting capacities for nonlinear recurrent networks with dependent inputs.
problem Understanding memory and forecasting capabilities in networks with dependent inputs.
method Formulated bounds for memory and forecasting capacities in terms of network size and input properties.
result Proved that memory capacity for linear recurrent networks with independent inputs is given by the rank of the controllability matrix.
TransformerLSR models longitudinal, recurrent, and survival data jointly.
problem Joint modeling of longitudinal measurements, recurrent events, and survival data with dependencies.
method Transformer-based deep learning framework integrating deep temporal point processes and latent structure representation.
result TransformerLSR effectively models all three components simultaneously, demonstrating necessity and effectiveness through simulations and real-world data.
Several variants of recurrent neural networks (RNNs) with orthogonal or unitary recurrent matrices have recently been developed to mitigate the vanishing/exploding gradient problem and to model long-term dependencies of sequences. However, with the eigenvalues of the recurrent matrix on the unit circle, the recurrent s…
Traditional Recurrent Neural Networks assume vectorized data as inputs. However many data from modern science and technology come in certain structures such as tensorial time series data. To apply the recurrent neural networks for this type of data, a vectorisation process is necessary, while such a vectorisation leads…
Proposes a new model for time-to-event prediction with uncertainty quantification.
problem Lack of uncertainty in time-to-event predictions using recurrent neural networks.
method Deep Kernel Accelerated Failure Time models combining RNN and sparse Gaussian Process.
result Model delivers better uncertainty estimates compared to related methods.
Recurrent Neural Filters: Learning Independent Bayesian Filtering Steps for Time Series Predictionstat.ML
Despite the recent popularity of deep generative state space models, few comparisons have been made between network architectures and the inference steps of the Bayesian filtering framework -- with most models simultaneously approximating both state transition and update steps with a single recurrent neural network (RN…
Recurrent neural networks (RNNs) have been used extensively and with increasing success to model various types of sequential data. Much of this progress has been achieved through devising recurrent units and architectures with the flexibility to capture complex statistics in the data, such as long range dependency or l…
Used to investigate the presence of distinctive recurrent behaviours in natural processes, the recurrence plots can be applied to the analysis of economic data, and, in particular, to the characterization of exchange rates of currencies too. In this paper, we will show that these plots are able to characterize the peri…
Recurrent-DBN models dynamic relational data with interpretable latent structures.
problem Interpreting dynamic relational data with hidden structures.
method Recurrent Dirichlet Belief Network framework with hierarchical latent structures and efficient inference strategy.
result Recurrent-DBN discovers interpretable latent structures and improves link prediction.
ARMA cell simplifies neural autoregressive modeling for time series.
problem Complex RNN cells are not always necessary and can be inferior.
method Introduces ARMA cell, a simpler, modular approach for neural time series modeling.
result The ARMA cell is competitive with popular alternatives in performance.
Recurrence analysis of the NASDAQ crash of April 2000physics.soc-ph
Recurrence Plot (RP) and Recurrence Quantification Analysis RQA) are signal numerical analysis methodologies able to work with non linear dynamical systems and non stationarity. Moreover they well evidence changes in the states of a dynamical system. It is shown that RP and RQA detect the critical regime in financial i…
New approach predicts stock price synchronization using RNNs and LSTMs.
problem Forecasting synchronization of stock prices in the Indian market.
method Utilizing recurrence plots and CRQA for non-linear analysis, RNNs and LSTMs for prediction.
result Accuracy of 0.98 and F1 score of 0.83 in predicting stock price synchronization.
Conformally recurrent pseudo-Riemannian manifolds of dimension n>4 are investigated. The Weyl tensor is represented as a Kulkarni-Nomizu product. If the square of the Weyl tensor is nonzero, a covariantly constant symmetric tensor is constructed, that is quadratic in the Weyl tensor. Then, by Grycak's theorem, the expl…