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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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275480107 · Jun 202019922001200920172026
48 results for spatiotemporal correlations

A new method for traffic data imputation considering spatiotemporal correlations.

problem Traffic data imputation, especially for high-level missing scenarios.
method Spatiotemporal regularized Tucker decomposition approach.
result The proposed method outperforms existing methods on real-world traffic datasets.

Casper uses causal graph neural networks to improve spatiotemporal time series imputation.

problem Imputing missing values in spatiotemporal time series with confounders and non-causal correlations.
method Casper introduces a novel Prompt Based Decoder (PBD) and Spatiotemporal Causal Attention (SCA) to block confounders and discover causal relationships.
result Casper outperforms baselines and effectively discovers causal relationships in spatiotemporal time series imputation.

Kriformer uses graph transformers to estimate data in sparse sensor areas.

problem Sparse sensor deployment and unreliable data in spatiotemporal kriging tasks.
method Graph transformer model with positional encoding and attention mechanisms.
result Kriformer excels in representing unobserved locations in spatiotemporal kriging tasks.

This study improves weather forecasting accuracy with spatiotemporal models.

problem Complexity and resource-intensive nature of weather forecasting.
method Spatiotemporal forecasting models integrating machine learning and deep neural networks.
result Spatiotemporal models reduce computational costs and improve accuracy.

A new GNN model predicts stock trends by learning historical and future correlations.

problem Limited improvement in stock trend prediction models due to ignoring future patterns.
method DishFT-GNN framework that trains a teacher and student model to capture historical and future data correlations.
result State-of-the-art performance on real-world datasets.

New non-separable covariance kernels for spatiotemporal data derived from harmonic oscillator physics.

problem Capturing complex spatiotemporal dependencies in Gaussian processes.
method Hybrid spectral method based on the harmonic oscillator, deriving explicit covariance kernels.
result Explicit non-separable covariance kernels with space-time interactions.

SPACY discovers causal graphs from spatiotemporal data using variational inference.

problem Inferring causal relationships from high-dimensional spatiotemporal data with complex correlations.
method SPACY uses variational inference to model latent time series and their causal relationships, incorporating spatial factors to aggregate correlated data.
result SPACY outperforms state-of-the-art methods on synthetic and real-world data, identifying key causal phenomena.

New spatiotemporal Besov process improves CT image reconstruction and other inverse problems.

problem Handling abrupt changes and sharp contrasts in spatiotemporal data.
method Generalized Besov process (STBP) with Q-exponential process for temporal correlation.
result STBP outperforms traditional methods in dynamic reconstruction and inverse problems.

Bayesian Complementary Kernelized Learning models complex spatiotemporal data.

problem Modeling complex, nonstationary, and nonseparable spatiotemporal data.
method Integrates kernelized low-rank tensor factorization and short-range spatiotemporal Gaussian Processes.
result BCKL offers superior performance in providing accurate posterior mean and high-quality uncertainty estimates.

This paper proposes a geometry-aware active learning framework for spatiotemporal dynamic systems.

problem Challenges in modeling complex dynamic systems with 3D geometries and time evolution.
method Geometry-aware spatiotemporal Gaussian Process (G-ST-GP) and adaptive active learning strategy.
result The proposed framework outperforms traditional methods in predicting high-dimensional dynamic behaviors.

Enformer and GEnformer use Transformers with stochastic learning to forecast multivariate and spatiotemporal data with uncertainty.

problem Uncertainty quantification in multivariate time series and spatiotemporal forecasting.
method Synthesizing Transformer's expressive power with stochastic learning to model conditional distributions directly.
result Enformer and GEnformer yield calibrated probabilistic forecasts and outperform state-of-the-art baselines.

Proposes CAL to learn causal adjacency for better spatiotemporal prediction.

problem Suboptimal performance in spatiotemporal prediction due to out-of-distribution data.
method Causal Adjacency Learning (CAL) method to discover causal relations over graphs.
result Calculated causal adjacency matrix enhances prediction performance on out-of-distribution test data.

STVNN models spatiotemporal data using covariance matrices.

problem Challenges in modeling spatiotemporal interactions in multivariate time series.
method Introduces SpatioTemporal coVariance Neural Network (STVNN) that operates on sample covariance matrix and uses joint spatiotemporal convolutions.
result STVNN is stable to online estimation uncertainties and outperforms temporal PCA.

TK-GCN forecasts spatiotemporal dynamics using Koopman-enhanced graph convolutional networks.

problem Forecasting complex spatiotemporal dynamics over irregular domains.
method Two-stage framework: Koopman-enhanced Graph Convolutional Network (K-GCN) for spatial encoding and Transformer for temporal modeling.
result TK-GCN outperforms state-of-the-art methods in spatiotemporal cardiac dynamics forecasting.

A new model predicts financial volatility across firms using spatial correlations.

problem Predicting financial volatility across firms in a network.
method Heterogeneous spatiotemporal GARCH model with local likelihood estimation.
result The model captures spatial spillovers and contagion effects in financial networks.

New method improves traffic forecasting models by adapting to spatial shifts.

problem Improving traffic forecasting models' ability to handle spatial shifts over years.
method Proposes a novel Mixture of Experts (MoE) framework for spatiotemporal models.
result Significant improvement in performance for handling spatial distribution shifts.

A new network log-ARCH model improves stock market volatility forecasting.

problem Improving stock market volatility forecasting accuracy.
method Dynamic network autoregressive conditional heteroscedasticity (ARCH) model integrating lagged and adjacent node volatility information.
result The model shows significant improvements in forecasting accuracy compared to univariate log-ARCH models.

STAM learns important time steps and variables for multivariate time series prediction.

problem Accurate interpretation of multivariate time series predictions.
method Spatiotemporal attention mechanism (STAM) for multivariate time series modeling.
result STAM maintains state-of-the-art prediction accuracy with improved interpretability.

Housing markets play a crucial role in economies and the collapse of a real-estate bubble usually destabilizes the financial system and causes economic recessions. We investigate the systemic risk and spatiotemporal dynamics of the US housing market (1975-2011) at the state level based on the Random Matrix Theory (RMT)…

2013-06-12abs ↗pdf ↗

Proposes MVGPR for spatiotemporal data modal analysis.

problem Sparse and irregularly sampled data in complex flows.
method Multivariate Gaussian process regression (MVGPR) with kernel design.
result MVGPR outperforms DMD and SPOD in modal analysis of sparse and irregular data.

PSTN improves traffic condition forecasting with deep neural networks.

problem Challenges in accurately forecasting traffic conditions due to complex spatiotemporal correlations.
method Proposes PSTN with three modules: graph convolutional network, temporal convolutional network, and gated recurrent unit framework.
result Significantly outperforms state-of-the-art benchmarks in short-term traffic conditions forecasting.

Package {mlr3spatiotempcv} simplifies spatiotemporal resampling methods in R.

problem Assessing and tuning spatial and spatiotemporal machine learning models.
method Integrates various spatiotemporal resampling methods into the {mlr3} framework.
result Provides a consistent interface for spatiotemporal resampling methods.

BKTR models spatiotemporal data with scalable tensor regression.

problem High computational cost in applying STVC to large-scale spatiotemporal data.
method Summarize STVC coefficients in a tensor, reformulate as low-rank tensor regression, incorporate GP priors for local dependencies.
result BKTR efficiently models large spatiotemporal datasets with reduced parameters and local dependencies.

New method learns spatiotemporal dynamics from random point process observations.

problem Challenges in modeling spatiotemporal dynamics from randomly collected data.
method Integration of neural differential equations, neural point processes, implicit neural representations, and amortized variational inference.
result Significant improvements in predictive accuracy and computational efficiency compared to existing methods.

This paper surveys differential privacy methods for transportation spatiotemporal data.

problem Protecting user privacy in public release of spatiotemporal data.
method Review of differential privacy mechanisms and their application in transportation.
result Challenges in deploying and adopting differential privacy in transportation.

GATGPT uses LLMs with graph attention for spatiotemporal data imputation.

problem Missing values in spatiotemporal data due to sensor malfunctions and data transmission errors.
method Integrates pre-trained large language models with graph attention mechanisms.
result GATGPT achieves comparable results to deep learning benchmarks on real-world datasets.

tvGP-VAE models tensor-valued latent variables with Gaussian processes for better data structure representation.

problem Agnostic latent variables in VAEs ignore data structure correlations.
method Proposes tensor-variate Gaussian process prior for variational autoencoder.
result Explicitly modeling correlation structures improves model performance in reconstruction.

ProGen improves spatiotemporal forecasting with SDEs and diffusion models.

problem Complex spatial and temporal dependencies in spatiotemporal data.
method ProGen uses Stochastic Differential Equations and diffusion-based generative models.
result ProGen outperforms state-of-the-art models on traffic datasets.

We propose practical extensions to Bayesian optimization for solving dynamic problems. We model dynamic objective functions using spatiotemporal Gaussian process priors which capture all the instances of the functions over time. Our extensions to Bayesian optimization use the information learnt from this model to guide…

2018-03-09abs ↗pdf ↗

Paper proposes a new model for imputing missing spatiotemporal traffic data.

problem Missing data and sparsity in spatiotemporal traffic data.
method Low-rank tensor completion (LRTC) framework with truncated nuclear norm (TNN).
result The proposed model outperforms state-of-the-art imputation models in various scenarios.

Study develops curvature for contact-sequence networks, revealing temporal dynamics.

problem Lack of geometric analysis for temporal network sequences.
method Develops Forman--Ricci curvature on spatiotemporal prism complexes.
result Two curvature variants disagree on 56-67% of temporal edges.

This paper studies uncertainty quantification in deep spatiotemporal forecasting.

problem Uncertainty quantification in deep spatiotemporal forecasting models.
method Analysis of UQ methods from Bayesian and frequentist perspectives, including statistical decision theory.
result Different UQ methods have different strengths and weaknesses, with Bayesian methods being more robust in mean prediction and frequentist methods providing more extensive coverage.