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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.

168,694 papers · 148 categories

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3527041,0561,408 · Jun 202019922001200920172026
48 results for spatio-temporal modeling

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.

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.

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.

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.

Spatio-temporal graphs such as traffic networks or gene regulatory systems present challenges for the existing deep learning methods due to the complexity of structural changes over time. To address these issues, we introduce Spatio-Temporal Deep Graph Infomax (STDGI)---a fully unsupervised node representation learning…

2019-04-12abs ↗pdf ↗

Efficient spatio-temporal Gaussian process inference method.

problem Scalable Gaussian process inference for multivariate, spatio-temporal data.
method Combines spatio-temporal filtering with natural gradient variational inference, resulting in a scalable non-conjugate GP method.
result Linear scaling with respect to time and logarithmic scaling with respect to time steps.

Improves spatio-temporal forecasting by reducing errors between training and inference.

problem Accumulation of small errors in Seq2Seq models during inference due to different distributions of training and inference phases.
method Curriculum learning based on Temporal Progressive Growing Sampling to replace some ground-truth context with generated predictions.
result Better models long-term dependencies and outperforms baseline approaches on two datasets.

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.

A new model DKMPP integrates covariates and uses an integration-free method for spatio-temporal point processes.

problem Training intractable deep spatio-temporal point processes with multimodal covariates.
method DKMPP uses a deep kernel to model complex relationships and an integration-free score matching method.
result DKMPP and score-based estimators outperform baseline models in spatio-temporal point processes.

A new model predicts spatio-temporal data using adaptive decision trees and point processes.

problem Predicting spatio-temporal data with real-life applications.
method Hawkes process, adaptive decision tree, joint optimization algorithm.
result Significant improvement in predictions compared to standard methods.

New method tackles video inverse problems using image diffusion models.

problem Spatio-temporal degradation in video inverse problems.
method Leverages image diffusion models to treat time dimension as batch dimension, introduces batch-consistent diffusion sampling.
result Achieves state-of-the-art reconstructions for various spatio-temporal degradations.

New algorithm predicts spatio-temporal events with improved accuracy.

problem Non-stationary spatio-temporal prediction on dense and sparse sequences.
method Probabilistic approach using point processes and self-organizing decision trees.
result Significant performance improvements over baseline and state-of-the-art methods.

New method uses MMAF-guided learning for spatio-temporal probabilistic forecasts.

problem Probabilistic forecasting of spatio-temporal data with causal structure.
method Generalized Bayesian methodology, MMAF-guided learning, ensemble of stochastic feed-forward neural networks.
result Forecast performance comparable to, and sometimes better than, deep learning architectures.

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we develop a localized spatio-temporal covariance model of the process that can capture s…

2018-02-09abs ↗pdf ↗

Herein, we propose a spatio-temporal extension of RBFNN for nonlinear system identification problem. The proposed algorithm employs the concept of time-space orthogonality and separately models the dynamics and nonlinear complexities of the system. The proposed RBF architecture is explored for the estimation of a highl…

2019-08-04abs ↗pdf ↗

ST-GCN improves rs-fMRI prediction accuracy by modeling spatio-temporal graph connectivity.

problem Existing rs-fMRI methods neglect functional connectivity or temporal dynamics.
method Spatio-temporal graph convolutional network (ST-GCN) trained on BOLD time series.
result ST-GCN predicts gender and age more accurately than common methods.

With the fast development of various positioning techniques such as Global Position System (GPS), mobile devices and remote sensing, spatio-temporal data has become increasingly available nowadays. Mining valuable knowledge from spatio-temporal data is critically important to many real world applications including huma…

2019-06-11abs ↗pdf ↗