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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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89179268357 · Jun 202019922001200920172026
48 results for temporal scalings

Temporal Normalizing Flows enhance density estimation of time-dependent data.

problem Accurate and robust density estimation of time-dependent stochastic data.
method Leveraging normalizing flows for temporal data, tNFs estimate multi-scale distributions without prior scale knowledge.
result Temporal Normalizing Flows improve density estimation of time-dependent data, including multi-scale distributions.

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 ↗

Study on eigenvalue distribution of correlated time series, showing deformation of Marchenko-Pastur distribution.

problem Eigenvalue distribution of Wishart matrix with temporal correlation.
method Analysis of moments and convergence to deformed Marchenko-Pastur distribution for Gaussian process with temporal correlation.
result Eigenvalue distribution converges to deformed Marchenko-Pastur distribution with longer tail and higher peak.

A new deep learning framework captures multi-scale spatio-temporal dependencies.

problem Designing and analyzing deep learning models for complex spatio-temporal analytics.
method Developed an I2^2DRNN model with three modules for integrating and learning multi-scale spatio-temporal data.
result The I2^2DRNN model outperforms classical and state-of-the-art models in capturing meaningful multi-scale spatio-temporal dependencies.

Efficient spatio-temporal Gaussian process inference method.

problem Scalable Gaussian process inference for multivariate, spatio-temporal data.
method Combines spatio-temporal filtering with natural gradient variational inference, resulting in a scalable non-conjugate GP method.
result Linear scaling with respect to time and logarithmic scaling with respect to time steps.

STAS selects optimal spatio-temporal scales for bias correction in precipitation forecasts.

problem Limited prior data and fixed ST scale in existing BCoPs lead to biases in numerical weather predictions.
method End-to-end deep-learning BCoP model STAS with SFM/TFM to automatically adjust spatial and temporal scales.
result STAS outperforms 8 published BCoP methods on threat scores (TS).

MeshfreeFlowNet generates high-resolution spatio-temporal solutions from low-resolution inputs.

problem Generating high-resolution spatio-temporal solutions from low-resolution inputs.
method Physics-constrained deep learning framework using fully convolutional encoders.
result Significantly outperforms existing baselines in super-resolution of turbulent flows.

Temporal aggregation reveals latent default correlation from monthly data.

problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.

Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.

problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.

New framework for analyzing hydroclimatic time series across multiple scales.

problem Understanding geophysical processes and evaluating stochastic models across different time scales.
method A novel feature compilation method for multi-scale hydroclimatic analyses.
result Identified similarities and differences in time series types across various temporal resolutions.

Taxi demand prediction is an important building block to enabling intelligent transportation systems in a smart city. An accurate prediction model can help the city pre-allocate resources to meet travel demand and to reduce empty taxis on streets which waste energy and worsen the traffic congestion. With the increasing…

2018-02-23abs ↗pdf ↗

Taylor's law of temporal fluctuation scaling, variance \sim a(a(mean)b)^b, is ubiquitous in natural and social sciences. We report for the first time convincing evidence of a solid temporal fluctuation scaling law in stock illiquidity by investigating the mean-variance relationship of the high-frequency illiquidity o…

2016-10-04abs ↗pdf ↗

Improved weather forecasting with gridded pseudo-token TNPs.

problem Handling large-scale, unstructured spatio-temporal data in weather forecasting.
method Introducing gridded pseudo-token transformer neural processes (TNPs) with efficient attention mechanisms.
result Consistently outperforms baselines on various synthetic and real-world regression tasks involving large-scale data.

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.

SPF uses a hierarchical approach to efficiently emulate climate changes.

problem Slow and unstable climate emulation for long horizons.
method Spatiotemporal Pyramid Flows (SPF) model data hierarchically across spatial and temporal scales.
result SPF outperforms flow matching baselines and pre-trained models on ClimateBench.

Neuro-inspired recurrent neural network algorithms, such as echo state networks, are computationally lightweight and thereby map well onto untethered devices. The baseline echo state network algorithms are shown to be efficient in solving small-scale spatio-temporal problems. However, they underperform for complex task…

2018-08-01abs ↗pdf ↗

Proposes MSTD-RCNN for improved financial time-series classification.

problem Combining Multi-Scale and Temporal Dependency for better financial time-series classification.
method Multi-Scale Temporal Dependent Recurrent Convolutional Neural Network (MSTD-RCNN).
result Achieves state-of-the-art performance in trend classification and simulated trading.

STACI uses neural nets to estimate spatio-temporal fields with valid uncertainty quantification.

problem Scalable spatio-temporal deep learning models fail to capture underlying correlation structure.
method Variational Bayesian neural network approximation of non-stationary spatio-temporal Gaussian Process (GP) with conformal inference.
result STACI provides accurate prediction intervals for spatio-temporal processes, outperforming competing methods.

Novel spatio-temporal LSTM model forecasts oceanic variables across sensors and scales.

problem Data sparsity and lack of connected spatial and temporal information in environmental datasets.
method SPATIAL LSTM architecture that learns across spatial and temporal scales.
result Framework accurately forecasts oceanic variables with comparable performance to state-of-the-art models.

Event detection has been one of the most important research topics in social media analysis. Most of the traditional approaches detect events based on fixed temporal and spatial resolutions, while in reality events of different scales usually occur simultaneously, namely, they span different intervals in time and space…

2014-04-25abs ↗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 ↗

Quantum systems with scrambling improve temporal information processing, but scaling requires exponential overhead.

problem Scalability and memory retention of quantum reservoirs in temporal information processing.
method Examined a quantum reservoir processing framework with scrambling reservoirs modeled by high-order unitary designs, analyzed in noiseless and noisy settings.
result Memory retention improves exponentially with reservoir size but worsens with reservoir iterations, requiring exponential shot overhead for scaling.

Combines pseudo-point and state space approximations for scalable GPs.

problem Handling large numbers of off-the-grid spatial data-points and long time-series.
method Combines pseudo-point approximations for spatial data with state space GP approximations for temporal data.
result Combined approach is more scalable and applicable to a greater range of spatio-temporal problems.

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 ↗

The study introduces measures of collective mobility from aggregated OD data.

problem Understanding large-scale mobility patterns from aggregated data.
method Developed a framework using synthetic and real data to interpret network-level mobility.
result Aggregated mobility measures reveal network structure and flow constraints.

Networks are a fundamental tool for modeling complex systems in a variety of domains including social and communication networks as well as biology and neuroscience. Small subgraph patterns in networks, called network motifs, are crucial to understanding the structure and function of these systems. However, the role of…

2016-12-29abs ↗pdf ↗

Accurately predicting customer churn using large scale time-series data is a common problem facing many business domains. The creation of model features across various time windows for training and testing can be particularly challenging due to temporal issues common to time-series data. In this paper, we will explore …

2018-02-09abs ↗pdf ↗

GTEA learns node representations in temporal interaction graphs.

problem Inductive representation learning on temporal interaction graphs.
method Integrates sequence model with time encoder and self-attention scheme for edge and node embeddings.
result GTEA learns comprehensive node representations capturing temporal and structural characteristics.

This study investigates self-organizing dynamics in a stochastic exponential DAM model using Temporal Complexity.

problem Understanding self-organizing behavior in artificial neural systems.
method Investigation of a stochastic exponential DAM model through Temporal Complexity analysis.
result The model exhibits regimes of complex intermittency with nontrivial temporal correlations and scale-free behavior.

We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…

2015-08-20abs ↗pdf ↗