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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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4896143191 · Jun 202019922001200920172026
48 results for temporal precision

The study formalizes temporal precision and recall for anomaly detection in sequences.

problem Insufficient understanding of precision and recall in sequential anomaly detection.
method Formalized temporal precision and recall measures, developed time-tolerant confusion matrices, and demonstrated statistical significance.
result Precision and recall may overestimate performance with temporal tolerance.

Framework improves clinical timeline reconstruction from text and tables.

problem Temporal precision and event timing in clinical narratives and EHRs.
method Retrieval-augmented multimodal alignment framework.
result Consistently improves absolute timestamp accuracy and temporal concordance.

Proposes a dynamic model for urban traffic volume prediction.

problem Urban traffic volume prediction for better traffic management and driver planning.
method Combines bidirectional LSTM, attention mechanism, and external features.
result Improves prediction precision by 3-7 percent on NYC-Taxi and NYC-Bike datasets.

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.

HRTPP improves TPP interpretability and accuracy in medical event modeling.

problem Lack of interpretability in TPPs for medical event sequences.
method Hybrid-Rule Temporal Point Processes (HRTPP) integrating temporal logic rules and numerical features.
result HRTPP outperforms state-of-the-art interpretable TPPs in predictive performance and clinical interpretability.

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.

Spatial-temporal graph modeling is an important task to analyze the spatial relations and temporal trends of components in a system. Existing approaches mostly capture the spatial dependency on a fixed graph structure, assuming that the underlying relation between entities is pre-determined. However, the explicit graph…

2019-05-31abs ↗pdf ↗

CODA simulates future data to generalize models across different datasets.

problem Concept drift in real-world machine learning models.
method CODA framework using a predicted feature correlation matrix to simulate future data.
result CODA effectively achieves temporal domain generalization across different model architectures.

Proposes a new model to predict travel demand with zero-inflated and long-tail characteristics.

problem Sparse and long-tailed travel demand data with many zeros.
method Spatial-Temporal Tweedie Graph Neural Network (STTD) using Tweedie distribution.
result STTD provides accurate predictions and precise confidence intervals.

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.

MRIF models dynamic user interests at multiple temporal-ranges.

problem Capturing dynamic and multi-resolution user interests in recommendation.
method Multi-resolution Interest Fusion (MRIF) model that considers both temporal-ranges and drifts in user interests.
result MRIF outperforms state-of-the-art recommendation methods consistently.

Modeling complex systems with multi-resolution data and causal dependencies.

problem Accurate prediction of complex systems with varying causal dependencies and multi-resolution data.
method Score-based Variational Graphical Diffusion Model (Temporal-SVGDM) that constructs individual SDEs for each variable at its native resolution and couples them through a causal score mechanism.
result Improved prediction accuracy and causal understanding compared to existing methods, especially in temporal scenarios.

Machine learning struggles with temporal data in finance, leading to inaccurate models.

problem Machine learning models struggle with temporal data in finance, leading to inaccurate predictions.
method Review and critique current machine learning approaches for temporal data in finance.
result Current approaches to machine learning in finance often ignore the temporal richness of data.

Gaussian graphical models (GGMs) are probabilistic tools of choice for analyzing conditional dependencies between variables in complex systems. Finding changepoints in the structural evolution of a GGM is therefore essential to detecting anomalies in the underlying system modeled by the GGM. In order to detect structur…

2016-05-02abs ↗pdf ↗

Study examines how different time series cross-validation methods affect anomaly detection in multivariate time series.

problem Evaluating anomaly detection in multivariate time series requires preserving temporal dependencies, especially for subsequence anomalies.
method Systematically investigates walk-forward and sliding window methods across various validation configurations and classifier types.
result Sliding window method consistently yields higher precision-recall scores and reduced fold-to-fold performance variance, particularly for deep learning models.

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.

HED Score improves temporal evaluation of detection accuracy.

problem Temporal agnosticism in existing evaluation frameworks for non-stationary processes.
method Measure-theoretic HED Score integrating exponentially decaying kernel over posterior probability stream.
result HED Score achieves 388.8% improvement over ROC/AUC on NSL-KDD benchmark.

Study on memory effects in RNNs learning temporal data.

problem Understanding memory effects in RNNs for temporal data learning.
method Mathematical analysis of continuous-time linear RNNs, focusing on approximation and optimization dynamics.
result Long-term memory requires a large number of neurons and slows down training.

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.

New methods improve neural connectivity analysis at submillisecond timescales.

problem Limitations of standard spike train analysis methods in terms of temporal resolution and scalability.
method Developed Monte Carlo and polynomial approximation methods for continuous-time neural spike train analysis.
result Superior accuracy and scalability compared to traditional binned GLMs, enabling precise connectivity inference.

New algorithms for collaborative reinforcement learning with limited communication.

problem Efficiently learning value functions in multi-agent systems with strict information constraints.
method Distributed gradient-based temporal difference algorithms with consensus schemes.
result Parameter estimates converge to ODEs with defined invariant sets under general assumptions.

SPINEX improves time series forecasting with explainable neighbors.

problem Enhancing time series forecasting accuracy and interpretability.
method Leverages similarity and higher-order temporal interactions across multiple scales.
result SPINEX consistently ranks among top performers in forecasting precision.

Prediction is arguably one of the most basic functions of an intelligent system. In general, the problem of predicting events in the future or between two waypoints is exceedingly difficult. However, most phenomena naturally pass through relatively predictable bottlenecks---while we cannot predict the precise trajector…

2018-08-23abs ↗pdf ↗

We study the problem of estimating a temporally varying coefficient and varying structure (VCVS) graphical model underlying nonstationary time series data, such as social states of interacting individuals or microarray expression profiles of gene networks, as opposed to i.i.d. data from an invariant model widely consid…

2010-12-17abs ↗pdf ↗

A new causal deepset framework improves off-policy evaluation under complex interference.

problem Handling spatio-temporal interference in off-policy evaluation.
method Permutation invariance assumption and novel algorithms incorporating it.
result Significantly more precise estimations than existing methods.

HyPV-LEAD detects cryptocurrency anomalies proactively, improving financial security.

problem Cryptocurrency anomalies like mixing, fraud, and pump-and-dump operations are hard to detect due to class imbalance and temporal volatility.
method HyPV-LEAD integrates lead time into anomaly detection through window-horizon modeling, Peak-Valley sampling, and hyperbolic embedding.
result HyPV-LEAD achieves a PR-AUC of 0.9624 on Bitcoin transaction data, significantly outperforming state-of-the-art methods.

We present a confidence-based single-layer feed-forward learning algorithm SPIRAL (Spike Regularized Adaptive Learning) relying on an encoding of activation spikes. We adaptively update a weight vector relying on confidence estimates and activation offsets relative to previous activity. We regularize updates proportion…

2016-11-18abs ↗pdf ↗

We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations. Due to the state-space formulation used in the algorithm, the time complexity of the basic SpInGP is linear, and becaus…

2016-10-25abs ↗pdf ↗

A mathematical model describes deforming manifolds with precise vectors and fields.

problem Modeling and describing the deformation of complex manifolds in practical applications.
method Proposes a modified differential dynamic model with constraints on spatial and temporal continuity, presenting deforming vector and field.
result Demonstrates the effectiveness of an autonomous deforming field in data dimension reduction tasks.

Develops a machine learning model to predict ALS progression and assistive device use.

problem Challenges in predicting clinically meaningful milestones in ALS.
method Integrates longitudinal ALSFRS-R trajectories with survival modeling.
result Generates individualized survival curves and predicts wheelchair-free survival.

As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average of its own trace. The properties of resulting random walks are similar to those of ordinary random walks for large time scales; however, thei…

2005-09-02abs ↗pdf ↗

Adaptive TFTs improve cryptocurrency price prediction accuracy.

problem Precise short-term price prediction in volatile cryptocurrency markets.
method Dynamic subseries lengths and pattern-based categorization.
result Significantly outperforms baseline models in prediction accuracy and profitability.

Financial time-series classification (FTC) is extremely valuable for investment management. In past decades, it draws a lot of attention from a wide extent of research areas, especially Artificial Intelligence (AI). Existing researches majorly focused on exploring the effects of the Multi-Scale (MS) property or the Tem…

2019-11-21abs ↗pdf ↗