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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.

169,051 papers · 148 categories

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295786114 · Jun 202019922001200920182026
48 results for spatio-temporal correlation

New method clusters evolving networks using spatio-temporal graph Laplacian.

problem Clustering communities in time-varying graphs.
method Extends spectral clustering to dynamic graphs using CCA and spatio-temporal graph Laplacian.
result The spatio-temporal graph Laplacian clearly interprets cluster evolution over time.

STACI uses neural nets to estimate spatio-temporal fields with valid uncertainty quantification.

problem Scalable spatio-temporal deep learning models fail to capture underlying correlation structure.
method Variational Bayesian neural network approximation of non-stationary spatio-temporal Gaussian Process (GP) with conformal inference.
result STACI provides accurate prediction intervals for spatio-temporal processes, outperforming competing methods.

New framework assesses deep learning models for spatio-temporal data with missing data.

problem Challenges in assessing deep learning models for spatio-temporal data with missing and heterogeneous data.
method Residual correlation analysis framework using spatio-temporal graphs and asymptotically distribution-free summary statistics.
result Identification and localization of regions where predictive performance can be improved.

New neural network predicts traffic flow across different cities.

problem Forecasting traffic flow across different cities is challenging due to spatio-temporal correlations.
method Proposes a local-spacetime neural network (STNN) that captures universal spatio-temporal correlations.
result Improves prediction accuracy by 4% over state-of-the-art methods.

A simple baseline outperforms deep learning methods in transportation forecasting.

problem The importance of stationarity and recurrent patterns in transportation data.
method A naive baseline based on average weekly patterns and linear regression.
result The baseline method achieves comparable or better results than state-of-the-art deep learning approaches.

Model improves mortgage credit risk prediction with spatio-temporal machine learning.

problem Improving accuracy of default probabilities and loan portfolio loss distributions in mortgage credit risk.
method Combines tree-boosting with a latent spatio-temporal Gaussian process model.
result Predictive models outperform conventional methods due to non-linear and spatio-temporal effects.

Paper proposes a new LSTM model for spatio-temporal learning.

problem Challenging video tasks require learning long-term spatio-temporal correlations.
method Introduces a higher-order convolutional LSTM model with tensor train decomposition.
result Model achieves state-of-the-art performance with significantly fewer parameters.

New neural networks model for spatio-temporal data.

problem Building a mapping from spatially encoded time series covariates to real-valued response data.
method Proposed two novel extensions of Functional Neural Network (FNN) for spatio-temporal regression.
result Demonstrated effectiveness in handling varying spatial correlations through comprehensive simulation studies.

3D-TGCN learns road graphs from time series similarity for spatio-temporal traffic forecasting.

problem Challenging spatio-temporal prediction in traffic networks due to dependency and dynamics.
method Proposes 3D-TGCN with novel components: spatial information-free road graph and 3D graph convolution.
result 3D-TGCN outperforms state-of-the-art baselines in traffic forecasting.

TSCoNet forecasts correlated geophysical fields with uncertainty estimates.

problem Accurate and reliable forecasts of correlated geophysical fields across many locations.
method Two-stage CNN-LSTM coupled with Gaussian copula.
result Calibrated prediction intervals without sacrificing point accuracy.

Spatial information is not always necessary for spatio-temporal models.

problem The necessity of including spatial information in spatio-temporal models.
method Comparison of spatial agnostic neural networks with state-of-the-art models on ten datasets.
result Spatial information is not always needed in most spatio-temporal models.

DSTP-RNN improves long-term multivariate time series prediction using attention-based RNN.

problem Long-term prediction of multivariate time series with spatial correlations and spatio-temporal relationships.
method Inspired by human attention mechanism, DSTP-RNN uses a dual-stage two-phase structure and multiple attentions to enhance spatial correlations and long-term dependence.
result DSTP-RNN outperforms nine baseline methods on four datasets in energy, finance, environment, and medicine.

This study predicts parking availability using multi-source data and a self-supervised learning enhanced transformer.

problem Accurate parking availability prediction to support urban planning and management.
method Proposes SST-iTransformer, a self-supervised learning enhanced spatio-temporal inverted transformer, integrating multi-source data.
result SST-iTransformer achieves state-of-the-art performance in parking availability prediction.

Model infers street-level air quality using mobile station data.

problem Inferring air quality from limited mobile station data.
method Variational Graph Autoencoder for matrix completion on graph-based data.
result Model outperforms state-of-the-art approaches in air quality inference.

The paper uses deep learning to detect financial market regimes from correlation matrices.

problem Detecting financial market regimes from correlation dynamics.
method Representation learning on block hierarchical SPD correlation matrices using SPDNet, SPD-NetBN, and U-SPDNet models.
result Deep learning models overfit in financial market data, misleading performance metrics.

NeuPDE uses neural networks to model time-dependent data using differential equations.

problem Modeling time-dependent data from dynamic datasets.
method Neural network approach with both shallow multilayer perceptrons and nonlinear differential terms.
result Demonstrated on various dynamical systems, NeuPDE outperforms other methods.

TCGPN improves stock forecasting by capturing temporal correlation patterns.

problem Stock forecasting with minimal periodicity and large node numbers.
method TCGPN uses Temporal-Correlation fusion encoder and pre-training methods to handle large datasets.
result TCGPN achieves state-of-the-art results on real stock market data.

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

D-GAN predicts spatio-temporal data without explicit factor listing.

problem Challenges in predicting spatio-temporal data due to complexity, variability, and external factors.
method D-GAN uses a deep generative adversarial network to learn spatio-temporal correlations and variations implicitly.
result D-GAN outperforms traditional and deep learning methods in spatio-temporal prediction accuracy.

Convolutional LSTM improves missing data imputation in spatio-temporal data.

problem Missing data in spatio-temporal data affects analysis performance.
method Proposes a convolutional bidirectional-LSTM for spatio-temporal missing data imputation.
result The proposed model outperforms state-of-the-art methods for missing data imputation.

A framework uses deep learning for spatio-temporal data prediction.

problem Interpolation of continuous spatio-temporal fields on irregular points.
method Decomposes spatio-temporal processes into products of basis functions and spatial coefficients.
result Effectiveness in reconstructing coherent spatio-temporal fields.

Proposes a new model for complex multivariate event data.

problem Modeling complex multivariate event data with spatio-temporal dynamics.
method Integrates spatial information into latent state evolution through learned temporal and spatial decay dynamics.
result Successfully recovers sensible temporal and spatial intensity structure in multivariate spatio-temporal point patterns.

ST-UNet models spatio-temporal graphs by pooling and unpooling operations.

problem Lack of effective means to extract dynamic features from spatio-temporal graphs.
method Designing a multi-scale architecture, Spatio-Temporal U-Net (ST-UNet), with paired sampling operations.
result Achieves substantial improvements in spatio-temporal prediction tasks.

New method predicts spatio-temporal data with short and long-range dependence.

problem Uncertainty in predicting the distribution of mixed moving average fields.
method Theory-guided machine learning approach using generalized Bayesian algorithm.
result Fixed-time and any-time PAC Bayesian bounds for ensemble forecasts.

New model infers causal relationships from spatio-temporal data, even with unobserved confounders.

problem Challenges in inferring causal relationships from spatio-temporal data due to unobserved confounders.
method Spatio-Temporal Hierarchical Causal Models (ST-HCMs) that extend hierarchical causal modeling to the spatio-temporal domain, using the Spatio-Temporal Collapse Theorem.
result Validated the effectiveness of ST-HCMs on both synthetic and real-world datasets, demonstrating robust causal inference in complex dynamic systems.

FNOs improve spatio-temporal forecasting without needing PDE details.

problem Complex spatio-temporal dynamics in physical and biological phenomena.
method Fourier Neural Operators (FNOs) for dynamic spatio-temporal modeling.
result FNO forecasts are accurate and capture complex real-world dependencies.

Deviance Voronoi residuals improve earthquake insurance risk assessment.

problem Assessing earthquake insurance risk using spatio-temporal point process models.
method Extended Voronoi residuals and created simulation-based approach.
result Proposed formula for country-wide minimum capital test.

STDGI learns node representations for spatio-temporal graphs via mutual information maximization.

problem Challenges in learning node representations for spatio-temporal graphs due to structural changes over time.
method STDGI is a fully unsupervised approach based on mutual information maximization that exploits both spatial and temporal dynamics.
result STDGI's learned node representations improve spatio-temporal auto-regressive forecasting models.

A new kernel framework analyzes spatio-temporal data from dynamic equations.

problem Analyzing spatio-temporal data from dynamic equations with noisy measurements.
method Kernel-based framework with representer theorem for minimizing error with given samples.
result Minimizes error in solutions of dynamic equations with noisy spatio-temporal data.

This paper tackles spatio-temporal information preservation in machine learning.

problem Conventional machine learning assumes orthogonal data attributes, disrupting spatio-temporal information.
method Shift-invariant k-means, convolutional dictionary learning, and spatio-temporal hypercomplex encoding schemes are proposed.
result Gabor feature extraction outperforms convolutional dictionary learning in spatio-temporal information preservation.

Dynamic sample pruning speeds up spatio-temporal forecasting models.

problem Training deep learning models on large, redundant datasets is computationally expensive.
method Dynamic sample pruning based on real-time learning state.
result Significant acceleration of training speed with improved performance.