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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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48 results for temporal patterns

Video sequences contain rich dynamic patterns, such as dynamic texture patterns that exhibit stationarity in the temporal domain, and action patterns that are non-stationary in either spatial or temporal domain. We show that a spatial-temporal generative ConvNet can be used to model and synthesize dynamic patterns. The…

2016-06-03abs ↗pdf ↗

HYPA-DBGNN detects anomalous sequential patterns in temporal graphs.

problem Modeling temporal patterns in dynamic graphs, especially considering deviations from random shuffling.
method Two-step approach combining null model inference and neural message passing.
result HYPA-DBGNN outperforms baseline methods in static node classification tasks.

TimeTrail detects financial fraud patterns through temporal correlation analysis.

problem Detecting and explaining complex financial fraud patterns.
method Temporal data enrichment, dynamic correlation analysis, interpretable pattern visualization.
result TimeTrail outperforms conventional methods in accuracy and interpretability.

A cornerstone of human statistical learning is the ability to extract temporal regularities / patterns from random sequences. Here we present a method of computing pattern time statistics with generating functions for first-order Markov trials and independent Bernoulli trials. We show that the pattern time statistics c…

2018-05-28abs ↗pdf ↗

Universal learning machine is a theory trying to study machine learning from mathematical point of view. The outside world is reflected inside an universal learning machine according to pattern of incoming data. This is subjective pattern of learning machine. In [2,4], we discussed subjective spatial pattern, and estab…

2018-05-26abs ↗pdf ↗

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.

DUET enhances multivariate time series forecasting by clustering time and channels.

problem Heterogeneous temporal patterns and complex channel correlations in multivariate time series.
method DUET uses dual clustering on temporal and channel dimensions to handle these challenges.
result DUET achieves state-of-the-art performance on 25 real-world datasets.

Enhanced deep learning model forecasts household leverage series accurately.

problem Forecasting household leverage series due to complex temporal-spatial dynamics.
method TSEN model with multiple RNN-based layers and an attention layer.
result Captures temporal-spatial dynamics and provides more accurate predictions.

Graph Neural Networks improve financial time series forecasting accuracy.

problem Forecasting univariate financial time series with statistical significance.
method Introducing the Time-Geometric model combining geometric and temporal patterns.
result Statistically significant improvements in forecasting accuracy through geometric patterns.

TOQ-Nets learn to recognize complex temporal events with varying objects and sequences.

problem Recognizing complex relational-temporal events with varying numbers of objects and sequence lengths.
method Neuro-symbolic networks with reasoning layers for finite-domain quantification over objects and time.
result TOQ-Nets can generalize to scenarios with more objects than training data and temporal warpings.

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.

Study discovers patterns in insulin needs for T1D patients.

problem Finding the right insulin dose and time for T1D patients is challenging.
method Used OpenAPS Data Commons dataset and time series techniques like matrix profile and multi-variate clustering.
result Identified temporal patterns in insulin needs driven by factors like carbohydrates and possibly others.

LLMs detect market patterns through causal reasoning, not just temporal association.

problem Detecting structural market patterns in financial data.
method Obfuscation testing using the WHO-WHOM-WHAT framework.
result LLMs achieve 71.5% detection rate of market patterns without temporal context.

Temporal networks representing a stream of timestamped edges are seemingly ubiquitous in the real-world. However, the massive size and continuous nature of these networks make them fundamentally challenging to analyze and leverage for descriptive and predictive modeling tasks. In this work, we propose a general framewo…

2019-10-18abs ↗pdf ↗

Method analyzes large-scale network data to detect communication pattern shifts.

problem Analyzing large-scale time-series network data is challenging.
method Temporal encoder embedding method using ground-truth or estimated vertex labels.
result Detects communication pattern shifts across all levels of network structure.

Inductive representation learning on temporal graphs is an important step toward salable machine learning on real-world dynamic networks. The evolving nature of temporal dynamic graphs requires handling new nodes as well as capturing temporal patterns. The node embeddings, which are now functions of time, should repres…

2020-02-19abs ↗pdf ↗

TCGPN improves stock forecasting by capturing temporal correlation patterns.

problem Stock forecasting with minimal periodicity and large node numbers.
method TCGPN uses Temporal-Correlation fusion encoder and pre-training methods to handle large datasets.
result TCGPN achieves state-of-the-art results on real stock market data.

New STH distance finds patterns in event timeseries without resampling.

problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.

Neural model uses deductive database to predict events from past patterns.

problem Difficulty in predicting future events from past patterns when event types are large.
method Temporal deductive database with rules to prove facts from other facts and past events. Neural nets model fact states and probabilities.
result Neural models derived from concise Datalog programs improve prediction by encoding domain knowledge.

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between time steps and series complicate the task. To obtain accurate prediction, it is cru…

2018-09-12abs ↗pdf ↗

Scalable method for regionalizing and extracting temporal patterns from time series data.

problem Static spatial snapshots and ad hoc regularization limit effective spatial analysis and resource management.
method Minimum description length principle for fully nonparametric spatial partitioning and time series archetypes.
result Accurately recovers planted regional structure and drivers in synthetic and empirical data.

A new neural network captures and explains trajectory patterns.

problem Analyzing complex spatial trajectories in urban planning and neuroscience.
method Composite Signal Neural Networks (CompSNN) combining three interpretable ANN modules.
result CompSNN outperforms individual modules and visualizes useful signal parts.

Paper proposes TRA to learn multiple stock trading patterns.

problem Inconsistent i.i.d. assumption limits stock prediction performance.
method TRA architecture with Optimal Transport for pattern assignment.
result Improves information coefficient (IC) by 0.04-0.06 compared to baselines.

Interaction graphs, such as those recording emails between individuals or transactions between institutions, tend to be sparse yet structured, and often grow in an unbounded manner. Such behavior can be well-captured by structured, nonparametric edge-exchangeable graphs. However, such exchangeable models necessarily ig…

2019-05-28abs ↗pdf ↗

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we develop a localized spatio-temporal covariance model of the process that can capture s…

2018-02-09abs ↗pdf ↗

Recent advancements in recurrent neural network (RNN) research have demonstrated the superiority of utilizing multiscale structures in learning temporal representations of time series. Currently, most of multiscale RNNs use fixed scales, which do not comply with the nature of dynamical temporal patterns among sequences…

2019-02-15abs ↗pdf ↗

Network embedding aims to embed nodes into a low-dimensional space, while capturing the network structures and properties. Although quite a few promising network embedding methods have been proposed, most of them focus on static networks. In fact, temporal networks, which usually evolve over time in terms of microscopi…

2019-09-10abs ↗pdf ↗

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.