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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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58115173230 · Jun 202019922001200920172026
48 results for spatio-temporal regression

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.

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.

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 ↗

The paper develops a new method for estimating non-parametric regression functions with spatio-temporal dependencies.

problem Estimating non-parametric regression functions with spatio-temporal dependencies.
method Locally Adaptive Regression Splines (LARS) with ADMM algorithm.
result The method shows superior performance compared to existing techniques.

Algorithm estimates parameters over time-varying graphs without special assumptions.

problem Estimating parameters over time-varying graphs without assuming independence.
method Decentralized online regularized learning with innovation, consensus, and regularization terms.
result Estimations converge almost surely under certain conditions.

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.

ECAD detects anomalies without data exchangeability, improving traffic flow detection.

problem Detecting anomalies in spatio-temporal data with missing values.
method ECAD uses conformal prediction to wrap around any regression algorithm, controlling Type-I error without data exchangeability.
result ECAD outperforms other methods in detecting anomalous traffic flow.

Estimates spatio-temporal data with satellite NO2 concentrations using Yule-Walker equations.

problem Estimating large spatio-temporal autoregressions with unknown spatial interactions.
method Sparse generalized Yule-Walker estimation, penalized regression, spatial and temporal dependence.
result Strong forecast improvements and evidence of spatial interactions in NO2 satellite data.

Study on linear regression with dependent covariates, proving universality and error characterization.

problem Linear regression with dependent covariates in high-dimensional settings.
method Analysis of ridge regression performance, Gaussian universality theorem, spectral properties of covariance matrices.
result Asymptotic performance of ridge regression is invariant under non-Gaussian covariates with preserved mean and covariance.

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.

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.

We consider the problem of estimating the topology of spatial interactions in a discrete state, discrete time spatio-temporal graphical model where the interactions affect the temporal evolution of each agent in a network. Among other models, the susceptible, infected, recovered (SIRSIR) model for interaction events fal…

2010-04-14abs ↗pdf ↗

In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the most powerful estimation approaches also thanks to their universal representing p…

2017-05-03abs ↗pdf ↗

In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We design an inference algorithm based on Expectation Propagation and evaluate the mode…

2017-04-27abs ↗pdf ↗

Study identifies key drivers and spatio-temporal trends of extreme Mediterranean wildfires.

problem Understanding and predicting the impacts of climate change on wildfire activity.
method Statistical deep-learning model combining meteorological, land cover, and orographic data.
result Vapour-pressure deficit significantly affects wildfire occurrence, while air temperature and drought affect spread.

Improved weather forecasting with gridded pseudo-token TNPs.

problem Handling large-scale, unstructured spatio-temporal data in weather forecasting.
method Introducing gridded pseudo-token transformer neural processes (TNPs) with efficient attention mechanisms.
result Consistently outperforms baselines on various synthetic and real-world regression tasks involving large-scale data.

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.

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.

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.

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.

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.

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.

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.

Estimates spatio-temporal Hawkes processes using tensor recovery.

problem Estimating influence functions for spatio-temporal Hawkes processes.
method Formulates influence function as a tensor kernel, assumes low-rank structure, solves as convex optimization problem.
result Provides theoretical guarantees and demonstrates efficiency with simulations.

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.

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.

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.