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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.

168,742 papers · 148 categories

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3569104138 · Jun 202019922001200920172026
48 results for temporal decomposition

SWoTTeD discovers hidden temporal patterns in EHR data.

problem Complex temporal patterns in EHR data.
method Sliding Window for Temporal Tensor Decomposition (SWoTTeD) with constraints and regularizations.
result SWoTTeD achieves at least as accurate reconstruction as state-of-the-art models and extracts meaningful temporal phenotypes.

ATiSE embeds temporal information into KGs using time series decomposition.

problem Improving KG embedding models by incorporating temporal information.
method ATiSE uses Additive Time Series decomposition to map temporal KGs into multi-dimensional Gaussian distributions.
result ATiSE achieves state-of-the-art performance on link prediction over four temporal KGs.

TATD predicts missing entries in time-evolving tensors by exploiting temporal dependency and sparsity.

problem Predict missing entries in time-evolving tensors with temporal dependency and sparsity issues.
method TATD (Time-Aware Tensor Decomposition) integrates temporal dependency and time-varying sparsity through a smoothing regularization with Gaussian kernel and alternating optimization.
result TATD achieves state-of-the-art accuracy for decomposing temporal tensors.

Proposes a new tensor decomposition method for functional temporal data with adaptive complexity.

problem Challenges in temporal tensor decomposition for general tensor data with continuous indexes.
method Encodes continuous spatial indexes as learnable Fourier features and uses neural ODEs for temporal trajectories. Introduces a sparsity-inducing prior for complexity adaptation.
result Significantly outperforms existing methods in prediction performance and robustness against noise.

New method uses conformal prediction for time series forecasting, accounting for temporal correlation.

problem Uncertainty quantification in temporally correlated time series data.
method Time series decomposition with component-wise conformal prediction.
result The method provides customized prediction intervals for different temporal components.

Optimized DMD for fast atmospheric chemistry forecasting.

problem Forecasting global atmospheric chemistry dynamics efficiently.
method Optimized Dynamic Mode Decomposition (DMD) for reduced order modeling.
result Significant improvement in computational speed and interpretability.

ST-MTM models complex time series by decomposing and masking seasonal and trend components.

problem Forecasting complex time series with intricate temporal variations.
method Seasonal-Trend Decomposition with Masking and Contrastive Learning.
result ST-MTM achieves superior forecasting performance compared to existing methods.

Paper introduces an unsupervised tensor-based anomaly detection method for spatiotemporal data.

problem Challenges in detecting anomalies in spatiotemporal data, especially in urban traffic monitoring and medical imaging.
method Formulates anomaly detection as a regularized robust low-rank + sparse tensor decomposition, incorporating spatiotemporal smoothness and local dependencies.
result Demonstrates improved anomaly detection performance on both synthetic and real data.

Paper develops a method for causal representation learning from irregular tensors.

problem Complex patterns in high-dimensional, irregular tensor data.
method Novel causal formulation and CaRTeD framework integrating temporal causal representation learning with irregular tensor decomposition.
result Framework provides theoretical guarantees and outperforms state-of-the-art techniques.

DEMOTE uses neural diffusion-reaction processes to capture temporal dynamics in sparse tensor data.

problem Sparse and temporally associated tensor data with limited structural knowledge.
method Develops a neural diffusion-reaction process to estimate dynamic embeddings for tensor modes.
result Captures both commonalities and personalities in evolving tensor entries.

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.

KEDformer improves long-term time series forecasting with seasonal-trend decomposition.

problem Accurate long-term predictions in energy, finance, and meteorology.
method Knowledge extraction-driven framework integrating seasonal-trend decomposition.
result KEDformer enhances model's ability to capture short-term and long-term patterns.

Kernel Dynamic Mode Decomposition reconstructs dynamical systems using Laplacian kernel.

problem Reconstructing spatial-temporal dynamics of complex systems.
method Kernel Dynamic Mode Decomposition with Laplacian kernel.
result Laplacian kernel allows for the closability of Koopman operators in RKHS, enabling reconstruction.

We present a method for fast resting-state fMRI spatial decomposi-tions of very large datasets, based on the reduction of the temporal dimension before applying dictionary learning on concatenated individual records from groups of subjects. Introducing a measure of correspondence between spatial decompositions of rest …

2016-02-08abs ↗pdf ↗

The data in many disciplines such as social networks, web analysis, etc. is link-based, and the link structure can be exploited for many different data mining tasks. In this paper, we consider the problem of temporal link prediction: Given link data for times 1 through T, can we predict the links at time T+1? If our da…

2010-05-21abs ↗pdf ↗

Unified model forecasts epidemics with spatial and temporal dynamics.

problem Limited accuracy in traditional models and lack of interpretability in deep learning models.
method CSTGNN integrates Spatio-Contact SIR model with Graph Neural Networks.
result Effective spatiotemporal epidemic forecasting with interpretability.

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our ap…

2015-02-24abs ↗pdf ↗

The paper develops a new model to evaluate policies in complex temporal/spatial experiments.

problem Evaluating the impact of policies in experiments with temporal and spatial dependencies.
method Temporal/spatio-temporal Varying Coefficient Decision Process (VCDP) model, decomposing ATE into DE and IE.
result Effective estimation and inference of DE and IE with rigorous statistical analysis.

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this case financial market dynamics, in an equation-free manner by decomposing the s…

2015-08-18abs ↗pdf ↗

Model predicts short-term Amazon rainforest fires with high accuracy.

problem Accurate short-term forecasting of Amazon rainforest fires is challenging.
method Used Seasonal and Trend decomposition based on Loess combined with multi-month-ahead load forecasting algorithms.
result Proposed decomposition-ensemble models provide more accurate forecasts than other models.

Framework isolates causal effects from time series data, improving accuracy under non-stationarity and autocorrelation.

problem Causal inference in non-stationary, autocorrelated time series data.
method Decomposes time series into trend, seasonal, and residual components; performs component-specific causal analysis.
result Framework more accurately recovers ground-truth causal structure than state-of-the-art baselines, especially under strong non-stationarity and temporal autocorrelation.

This paper reviews methods for discovering patient subgroups from EHR data.

problem Discovering subgroups of patients and co-occurring medical conditions from EHR data.
method Low-rank data approximation methods like matrix and tensor decompositions.
result These methods provide transparent and interpretable insights into patient phenotypes.

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.

In this paper we consider the use of the space vs. time Kronecker product decomposition in the estimation of covariance matrices for spatio-temporal data. This decomposition imposes lower dimensional structure on the estimated covariance matrix, thus reducing the number of samples required for estimation. To allow a sm…

2013-07-27abs ↗pdf ↗

DiPCA algorithm improves scalability and solution quality for time-dependent data.

problem Analyzing time-dependent multivariate data with dynamic latent variables.
method Solves a large-scale, dense, nonconvex NLP using a scalable decomposition algorithm.
result The decomposition algorithm is a specialized coordinate maximization algorithm, explaining its performance and guiding improvements.

Many advanced Learning from Demonstration (LfD) methods consider the decomposition of complex, real-world tasks into simpler sub-tasks. By reusing the corresponding sub-policies within and between tasks, they provide training data for each policy from different high-level tasks and compose them to perform novel ones. E…

2018-03-02abs ↗pdf ↗

Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to specific types of information processing. Here we present a data analysis framew…

2016-05-09abs ↗pdf ↗

Unified model explains volatility memory in stocks and forex.

problem Understanding the components of volatility memory in financial markets.
method Developed a three-dimensional decomposition of volatility memory into level, shape, and tempo.
result Unified model shows that volatility memory is state-dependent, with different gates prevailing in equities and forex.

Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate techniques ignore these structural relationships often resulting in poor performa…

2011-02-15abs ↗pdf ↗

The paper tackles model-based RL's inaccuracy issue by dynamically adjusting planning horizons.

problem Model-based RL's failure due to model inaccuracy over long planning horizons.
method State-dependent planning horizon, learning cumulative model errors with Temporal Difference methods.
result The proposed method successfully adapts planning horizons to state-dependent model accuracy, improving policy learning efficiency.

Unified method for discovering biclusters and triclusters in longitudinal data.

problem High-dimensional, sparsely sampled, irregularly observed longitudinal data.
method Tri-SfSVD, a unified sparse functional Singular Value Decomposition framework.
result Identified localized structures at the subject, subject-feature, and subject-feature-time levels.

Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of node features and interactions thereof, together with the tensor data. Such data…

2019-10-21abs ↗pdf ↗

Deep learning improves solar energy forecasting using physical and data-driven models.

problem Improving short-term solar energy forecasting accuracy.
method Injecting physical knowledge into deep learning models for spatio-temporal forecasting.
result Improved solar energy forecasting models using deep learning and physical criteria.