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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.

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48 results for streaming processes

The aim of process discovery, originating from the area of process mining, is to discover a process model based on business process execution data. A majority of process discovery techniques relies on an event log as an input. An event log is a static source of historical data capturing the execution of a business proc…

2017-04-25abs ↗pdf ↗

PySAD offers a unified Python framework for efficient streaming anomaly detection.

problem Efficient anomaly detection in streaming data with strict constraints.
method Unified architecture with 17+ streaming algorithms, specialized components, and support for multiple learning paradigms.
result PySAD enables real-time processing with bounded memory and is compatible with other Python frameworks.

ATL learns from many streaming processes without labeled data.

problem Knowledge transfer across many streaming processes with covariate shift and drifts.
method Autonomous transfer learning with generative and discriminative phases, KL divergence optimization, and elastic network structure.
result Improved performance and faster training speed compared to existing methods.

Big data trend has enforced the data-centric systems to have continuous fast data streams. In recent years, real-time analytics on stream data has formed into a new research field, which aims to answer queries about what-is-happening-now with a negligible delay. The real challenge with real-time stream data processing …

2016-12-27abs ↗pdf ↗

Bayesian non-parametric model adapts to concept drifts in streaming data.

problem Inference under concept drift phenomenon for non-stationary data streams.
method Variational inference algorithm for Dirichlet process mixture models with exponential forgetting.
result The proposed model outperforms state-of-the-art algorithms in clustering problems.

Convolutional neural networks outperform other architectures in streaming time series classification.

problem Efficient deep learning models for real-time data streams.
method Asynchronous dual-pipeline deep learning framework for real-time predictions.
result Convolutional architectures achieve higher accuracy and efficiency in streaming time series classification.

The rich set of sensors in smartphones and wearable devices provides the possibility to passively collect streams of data in the wild. The raw data streams, however, can rarely be directly used in the modeling pipeline. We provide a generic framework that can process raw data streams and extract useful features related…

2018-12-18abs ↗pdf ↗

A new control chart detects shifts in binary data streams quickly and reliably.

problem Early detection of small shifts in multiple binary data streams.
method Cumulative Standardized Binomial EWMA (CSB-EWMA) chart with exact variance derivation.
result Adaptive control limits ensure robust detection across different data distributions.

SkyGP improves Gaussian process scalability for real-time learning.

problem Scalability issues with exact Gaussian processes for streaming data.
method Streaming kernel-induced progressively generated Gaussian process experts (SkyGP).
result SkyGP maintains performance guarantees while improving scalability.

Modeling wildfire aerosols using satellite data to predict solar radiation reduction.

problem Accurately estimate and predict AOD propagation from wildfires using multi-source satellite data.
method Physics-informed statistical modeling integrating multi-source satellite data with an advection-diffusion equation.
result The proposed approach accurately predicts AOD propagation and demonstrates model interpretability.

LUNAR uses cellular automata for real-time data classification in fast streams.

problem Real-time machine learning challenges with fast data streams and concept drift.
method Streamified cellular automata approach for incremental learning and adaptation.
result Competitive performance in classification compared to established online learning methods.

LOBDIF predicts limit order book events using a diffusion model.

problem Predicting the timing and type of events in a dynamic market system.
method LOBDIF uses a diffusion model to learn the complex time-event distribution in limit order book streams.
result LOBDIF significantly outperforms existing methods in real-world data experiments.

The paper tests hypotheses on two Lévy process-driven streams of observations.

problem Testing hypotheses on two Lévy process-driven streams of observations.
method Infinitesimal generators and super/sub-solutions are used to compute bounds and analyze the model.
result Bounds for infinitesimal generators are computed in terms of super/sub-solutions.

Bayesian nonparametric CMS improves frequency estimation for power-law data.

problem Estimating frequencies of low-frequency tokens in power-law data streams.
method Developed a learning-augmented count-min sketch using a normalized inverse Gaussian process prior.
result The approach achieves remarkable performance in estimating low-frequency tokens.

The area of online machine learning in big data streams covers algorithms that are (1) distributed and (2) work from data streams with only a limited possibility to store past data. The first requirement mostly concerns software architectures and efficient algorithms. The second one also imposes nontrivial theoretical …

2018-02-16abs ↗pdf ↗

Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a principled method to handle streaming data in which both the posterior distribution ov…

2017-05-19abs ↗pdf ↗

Proposes a model for predicting events from event streams.

problem Predicting events like part replacement and failure in manufacturing and teleservice systems.
method Non-parametric prognostic framework using MGCP modulated Poisson processes.
result MGCP prior facilitates sharing of information and analysis of flexible event patterns.

New online GP algorithm offers performance guarantees for streaming data.

problem Training and inference of GPs require all historic data, limiting online decision-making.
method Developed a new theoretical framework based on PAC-Bayes theory, optimizing empirical risk and parameter divergence.
result Offers both a guarantee of generalized performance and good accuracy.

The paper learns compact implicit surface maps from streaming data using an ensemble of sparse Gaussian processes.

problem Creating compact and accurate implicit surface maps from streaming range data.
method An ensemble of sparse Gaussian process experts, incrementally adjusted, trades-off between model complexity and prediction error.
result The approach learns compact and accurate implicit surface models comparable to or better than exact GP regression with subsampled data.

Many modern data analysis problems involve inferences from streaming data. However, streaming data is not easily amenable to the standard probabilistic modeling approaches, which assume that we condition on finite data. We develop population variational Bayes, a new approach for using Bayesian modeling to analyze strea…

2015-07-19abs ↗pdf ↗

This paper reviews methods for distributed training of machine learning models from high-rate streams.

problem Training machine learning models from high-rate distributed streams in a compute- and bandwidth-limited setting.
method Recently developed methods for large-scale distributed stochastic optimization.
result There exist regimes where systems can learn from distributed, streaming data at order-optimal rates.

An underlying assumption in conventional multi-view learning algorithms is that all views can be simultaneously accessed. However, due to various factors when collecting and pre-processing data from different views, the streaming view setting, in which views arrive in a streaming manner, is becoming more common. By ass…

2016-04-28abs ↗pdf ↗

METEOR learns efficient representations from multi-modal data streams.

problem Efficiently interpreting multi-modal information in complex environments.
method METEOR learns compact representations by sharing parameters within semantically meaningful groups and preserving domain-agnostic semantics.
result METEOR reduces memory usage by around 80% compared to conventional methods.

This paper solves optimal investment-consumption problems for a risk-averse agent with special utility.

problem Optimal investment-consumption problem for a risk-averse agent with special utility.
method Introduced proper utility process and solved optimal investment-consumption problem.
result Existence and uniqueness of proper utility processes for a wide class of consumption streams.

This research generates synthetic data streams for handling concept drifts and novel classes.

problem Handling concept drifts and novel classes in dynamic data streams.
method Synthetic data stream generation for both concept drifts and novel classes.
result Demonstrates the effectiveness of unsupervised drift detectors in open set recognition.

StreamEnsemble dynamically selects ML models for ST data streams to improve predictive accuracy.

problem Predictive queries over spatiotemporal data streams are challenging due to varying distributions and patterns.
method Dynamic selection and allocation of ML models based on time series distributions and characteristics.
result Significantly outperforms traditional ensemble and single model approaches, reducing prediction error by over 10 times.

ParsNet tackles weakly supervised data streams with a self-evolving deep neural network.

problem Weakly supervised data streams hinder existing data stream algorithms.
method ParsNet uses a self-labelling strategy with hedge (SLASH) and a closed-loop configuration of generative and discriminative training processes.
result ParsNet outperforms other methods in high-dimensional data streams and infinite delay simulations.

Online algorithm detects community structure in dynamic event streams.

problem Community detection in networks with temporal event streams.
method Continuous-time point process latent network models with fast online variational inference.
result Online inference achieves comparable community recovery to non-online methods but with computational gains.

We propose a streaming submodular maximization algorithm "stream clipper" that performs as well as the offline greedy algorithm on document/video summarization in practice. It adds elements from a stream either to a solution set SS or to an extra buffer BB based on two adaptive thresholds, and improves SS by a final…

2016-06-01abs ↗pdf ↗

New algorithm learns and unlearns from streaming data efficiently.

problem Continuous learning and unlearning from production data streams.
method Translated batch unlearning techniques to online setting using regret, sample complexity, and deletion capacity.
result Achieved logarithmic regret bound of O(lnT)\mathcal{O}(\ln{T}) for online unlearning.

InQMAD detects anomalies in streaming data using quantum measurements and density matrices.

problem Detecting anomalies in streaming data with challenges like conceptual drift and continuous learning.
method Incremental anomaly detection based on random Fourier features and quantum measurements.
result InQMAD outperforms 12 state-of-the-art methods in a systematic evaluation.

This paper describes HyperStream, a large-scale, flexible and robust software package, written in the Python language, for processing streaming data with workflow creation capabilities. HyperStream overcomes the limitations of other computational engines and provides high-level interfaces to execute complex nesting, fu…

2019-08-07abs ↗pdf ↗