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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.

168,657 papers · 148 categories

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22446587 · Jun 202019922001200920172026
48 results for temporal disaggregation

This paper addresses the energy disaggregation problem, i.e. decomposing the electricity signal of a whole home to its operating devices. First, we cast the problem as a dictionary learning (DL) problem where the key electricity patterns representing consumption behaviors are extracted for each device and stored in a d…

2018-09-10abs ↗pdf ↗

tempdisagg transforms low-frequency data into high-frequency estimates.

problem Transforming low-frequency data into high-frequency estimates.
method Uses econometric techniques including Chow-Lin, Denton, Litterman, Fernandez, and uniform interpolation.
result Transforms low-frequency aggregates into consistent, high-frequency estimates.

Energy is a limited resource which has to be managed wisely, taking into account both supply-demand matching and capacity constraints in the distribution grid. One aspect of the smart energy management at the building level is given by the problem of real-time detection of flexible demand available. In this paper we pr…

2016-05-06abs ↗pdf ↗

This paper presents a novel data-driven technique based on the spatiotemporal pattern network (STPN) for energy/power prediction for complex dynamical systems. Built on symbolic dynamic filtering, the STPN framework is used to capture not only the individual system characteristics but also the pair-wise causal dependen…

2017-02-03abs ↗pdf ↗

The paper evaluates various forecasting methods for inflation, finding ML models superior.

problem Forecasting inflation using disaggregated data and machine learning.
method Examines traditional and machine learning models, including random forest, for disaggregated and aggregated inflation forecasts.
result Aggregating disaggregated forecasts performs similarly to survey-based expectations and aggregate models.

New framework for interpreting disaggregated fairness evaluations using causal models.

problem Misinterpretation of disaggregated fairness evaluations due to data representativeness and selection bias.
method Causal graphical models to characterize fairness properties and metric stability under different data generating processes.
result Disaggregated evaluations are unreliable without explicit assumptions regarding bias mechanisms.

We present an approach to estimate the severity of traffic related accidents in aggregated (area-level) and disaggregated (point level) data. Exploring spatial features, we measure complexity of road networks using several area level variables. Also using temporal and other situational features from open data for New Y…

2019-06-25abs ↗pdf ↗

Paper proposes a novel optimization method for disaggregating smart meter data.

problem Energy disaggregation, inferring appliance-specific energy consumption from aggregate meter data.
method Two-stage optimization approach: first phase uses mixed integer programming, second phase binary quadratic optimization with penalty terms and appliance constraints.
result Proposed method successfully reconstructs appliance signatures, overcoming previous optimization-based methods' limitations.

Non-intrusive load monitoring or energy disaggregation involves estimating the power consumption of individual appliances from measurements of the total power consumption of a home. Deep neural networks have been shown to be effective for energy disaggregation. In this work, we present a deep neural network architectur…

2018-12-10abs ↗pdf ↗

Multidimensional data have become ubiquitous and are frequently encountered in situations where the information is aggregated over multiple data atoms. The aggregation can be over time or other features, such as geographical location. We often have access to multiple aggregated views of the same data, each aggregated i…

2019-10-26abs ↗pdf ↗

New algorithm extracts device profiles for short-term power predictions in commercial buildings.

problem Short-term power prediction in commercial buildings with high accuracy.
method Unsupervised extraction of device profiles from aggregate power measurements, disaggregation using particle swarm optimization, and state changes forecast by artificial neural networks.
result Developed approach outperforms existing methods with high accuracy.

Review and compare sorting model selection methods for preference disaggregation.

problem Selecting a representative sorting model from multiple compatible models.
method Reviewed and proposed new procedures for selecting sorting models, including robust assignment rule.
result Identified most efficient procedures in terms of classification accuracy and robustness.

A new deep learning method for energy disaggregation.

problem Energy disaggregation or non-intrusive load monitoring (NILM) to identify individual appliance power usage.
method Sequence to Point Learning based on Bidirectional Dilated Residual Network (BRDN).
result Our method outperforms state-of-the-art approaches in all appliances on REDD and UK-DALE datasets.

A new method improves AI fairness assessment by estimating performance across intersectional subgroups.

problem Limited evaluation of AI systems across intersectional subgroups due to small sample sizes.
method Structured regression approach to disaggregated evaluation.
result Our method yields more accurate performance estimates, especially for small subgroups.

CTGAN synthesizes population data for travel behavior simulation.

problem Synthesizing population data for agent-based transportation modeling.
method Composite Travel Generative Adversarial Network (CTGAN).
result Consistent and accurate generation of synthetic populations with tabular and sequential mobility data.

Study uses echo-sounder buoys to analyze tuna schools' association with dFADs globally.

problem Understanding temporal trends of tuna schools' association to drifting objects.
method Applied Machine Learning to examine binary and regression outputs of tuna schools' colonization and disaggregation times.
result Median colonization and disaggregation times varied by ocean, with Pacific having longest soak and colonization times.

The S&P500 daily values and log-returns fail to conform to Benford's laws, revealing underlying trends.

problem Testing financial data for conformity to Benford's laws.
method Analyzed S&P500 daily closing values and log-returns over 16,265 days, disaggregating at five levels.
result S&P500 daily values show a huge lack of conformity to Benford's laws, with missing first and first two digits.

Novel approach integrates Multivariate Square-root Lasso into Synthetic Control for high-dimensional data.

problem Challenges in practical implementation and computational efficiency of Synthetic Control method for high-dimensional disaggregated data.
method Integrates Multivariate Square-root Lasso into Synthetic Control framework.
result Demonstrates superior computational efficiency without compromising estimation accuracy.

State aggregation is a popular model reduction method rooted in optimal control. It reduces the complexity of engineering systems by mapping the system's states into a small number of meta-states. The choice of aggregation map often depends on the data analysts' knowledge and is largely ad hoc. In this paper, we propos…

2018-11-06abs ↗pdf ↗

Develops a method to disaggregate aerosol optical depth into vertical extinction profiles.

problem Uncertainty in measuring aerosol vertical distributions due to limited observations.
method Bayesian nonparametric Gaussian process modeling using meteorological predictors.
result Model reconstructs realistic extinction profiles with well-calibrated uncertainty, outperforming idealized baselines.

A convolutional sequence to sequence non-intrusive load monitoring model is proposed in this paper. Gated linear unit convolutional layers are used to extract information from the sequences of aggregate electricity consumption. Residual blocks are also introduced to refine the output of the neural network. The partiall…

2018-06-06abs ↗pdf ↗

News on inflation and monetary policy impacts US household inflation expectations.

problem Understanding how news affects inflation expectations.
method Monthly disaggregated US data from 1978 to 2016, controlling for various factors.
result News on rising inflation and easier monetary policy has a stronger impact on inflation expectations.

This work aims mainly to present a project of research about the identification of the determinants that affect the mobility of labor. The empirical part of the work will be performed for the NUTS II and NUTS III of Portugal, from 1996 to 2002 and for 1991 and 2001, respectively (given the availability of statistical d…

2011-10-25abs ↗pdf ↗

This study analyses, through cross-section estimation methods, the influence of spatial effects in the conditional product convergence in the parishes' economies of mainland Portugal between 1991 and 2001 (the last year with data available for this spatial disaggregation level). To analyse the data, Moran's I statistic…

2011-10-25abs ↗pdf ↗

Researchers adaptively analyze market regimes to reveal investor behavior shifts.

problem Market relationships shift across different regimes, affecting investor behavior.
method Combining Kalman filtering, Markov-switching, and asymmetric response estimation.
result Foreign investors' predictive power increases during crises, while individual investors react more strongly to positive shocks.

HierarchicalForecast provides a Python framework for coherent hierarchical forecasting.

problem Ensuring forecasts at disaggregate levels add up to aggregate forecasts.
method Preprocessed datasets, evaluation metrics, and statistical baseline models.
result Python-based reference framework for statistical and ML forecasting.

Based on the misleading expectation that weighted network properties always offer a more complete description than purely topological ones, current economic models of the International Trade Network (ITN) generally aim at explaining local weighted properties, not local binary ones. Here we complement our analysis of th…

2011-03-07abs ↗pdf ↗

The international trade network (ITN) has received renewed multidisciplinary interest due to recent advances in network theory. However, it is still unclear whether a network approach conveys additional, nontrivial information with respect to traditional international-economics analyses that describe world trade only i…

2011-03-07abs ↗pdf ↗

Non-intrusive load monitoring addresses the challenging task of decomposing the aggregate signal of a household's electricity consumption into appliance-level data without installing dedicated meters. By detecting load malfunction and recommending energy reduction programs, cost-effective non-intrusive load monitoring …

2019-11-17abs ↗pdf ↗

There are few papers about the consumption pattern of the Portuguese wine, using econometrics techniques. This work, pretend to analyze the consumers behavior of the wine produced in Portugal, determining the demand equation with panel data methods. There were used statistical data available in the Alentejo Regional Wi…

2012-12-28abs ↗pdf ↗