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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.

168,695 papers · 148 categories

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3717431,1141,485 · Jun 202019922001200920172026
48 results for spatio-temporal factor model

Method improves clarity in forecasting spatio-temporal data.

problem Forecasting spatio-temporal data with clarity and interpretability.
method Supervised semi-nonnegative matrix factorization with frequency regularization.
result Method offers clearer interpretability in forecasting spatio-temporal data.

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.

Accurate real time crime prediction is a fundamental issue for public safety, but remains a challenging problem for the scientific community. Crime occurrences depend on many complex factors. Compared to many predictable events, crime is sparse. At different spatio-temporal scales, crime distributions display dramatica…

2017-07-09abs ↗pdf ↗

DSARF models complex spatio-temporal data with deep switching auto-regressive factors.

problem Forecasting complex spatio-temporal data with recurring patterns.
method Deep switching auto-regressive factorization (DSARF) with stochastic variational inference.
result DSARF outperforms state-of-the-art methods in long- and short-term prediction accuracy.

A model for POI recommendation using relation embedding.

problem Challenges in POI recommendation due to sparse user-POI matrix and varying context.
method Translation-based relation embedding using Knowledge Graph Embedding techniques, combined matrix factorization framework.
result Demonstrates effectiveness of the proposed model on real-world datasets.

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.

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.

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.

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.

Spatio-temporal (ST) data for urban applications, such as taxi demand, traffic flow, regional rainfall is inherently stochastic and unpredictable. Recently, deep learning based ST prediction models are proposed to learn the ST characteristics of data. However, it is still very challenging (1) to adequately learn the co…

2019-07-19abs ↗pdf ↗

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.

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.

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.

Neuroimaging studies produce gigabytes of spatio-temporal data for a small number of participants and stimuli. Rarely do researchers attempt to model and examine how individual participants vary from each other -- a question that should be addressable even in small samples given the right statistical tools. We propose …

2019-06-21abs ↗pdf ↗

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.

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.

Spatio-temporal (ST) data, which represent multiple time series data corresponding to different spatial locations, are ubiquitous in real-world dynamic systems, such as air quality readings. Forecasting over ST data is of great importance but challenging as it is affected by many complex factors, including spatial char…

2018-09-28abs ↗pdf ↗

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.

Paper presents a spatio-temporal Bayesian model for early detection of COVID-19 hotspots.

problem Understanding spatio-temporal dynamics of COVID-19 hotspots to prevent outbreaks.
method Spatio-temporal Bayesian framework with a zero-mean Gaussian process and non-stationary kernel function enhanced by deep neural networks.
result Model demonstrates superior hotspot-detection performance compared to baseline methods.

New model tackles complex spatio-temporal causal inference with dynamic confounders and functional data.

problem Complex spatio-temporal dynamics and unmeasured confounders hinder causal inference.
method PFD-BDCM, a unified generative framework for spatio-temporal dependencies, functional data, and dynamic confounding.
result PFD-BDCM outperforms existing methods across observational, interventional, and counterfactual queries.

Novel Bayesian framework for spatio-temporal neuroimaging data.

problem Inference on multi-task sparse hierarchical regression models with complex spatio-temporal dynamics.
method Flexible hierarchical Bayesian framework with Kronecker product covariance structure, majorization-minimization optimization, and Riemannian geometry.
result Improved performance on synthetic and real M/EEG data.

Enhances SNNs for spatio-temporal feature extraction.

problem Insufficient temporal dependencies in existing SNN synaptic structures.
method Integrates temporal convolution and attention mechanisms into synaptic connections.
result Improves SNN performance on classification tasks.

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.

A new deep learning framework captures multi-scale spatio-temporal dependencies.

problem Designing and analyzing deep learning models for complex spatio-temporal analytics.
method Developed an I2^2DRNN model with three modules for integrating and learning multi-scale spatio-temporal data.
result The I2^2DRNN model outperforms classical and state-of-the-art models in capturing meaningful multi-scale spatio-temporal dependencies.