Research
On-device research index

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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48 results for time-domain

Wave-U-Net with MHE regularization improves singing voice separation.

problem Singing voice separation from mixed music recordings.
method Wave-U-Net architecture with MHE regularization applied to 1D filters.
result Adding MHE regularization to the loss function consistently improves singing voice separation.

A two-layer classifier improves smartphone transportation mode recognition.

problem Improving accuracy of transportation mode classification.
method Two-layer hierarchical classifier combining time and frequency domain features.
result Maximum classification accuracy of 97.02%.

Capturing high-level structure in audio waveforms is challenging because a single second of audio spans tens of thousands of timesteps. While long-range dependencies are difficult to model directly in the time domain, we show that they can be more tractably modelled in two-dimensional time-frequency representations suc…

2019-06-04abs ↗pdf ↗

HyFAD improves time series imputation by combining time and frequency diffusion.

problem Improve time series imputation by handling frequency-sensitive denoising and balancing global and local dynamics.
method HyFAD is a hybrid time-frequency diffusion model with frequency-aware embedding, built on DDPM paradigm.
result HyFAD achieves state-of-the-art performance in time series imputation.

The paper develops methods to reduce deployment risk under dynamic covariate shifts.

problem Reduction of deployment risk under dynamic covariate shifts.
method Time-domain Poincare inequality and Jacobian-velocity theorem to identify and control directional tangent energy.
result Drift-aligned tangent regularization (DTR) reduces risk volatility and directional gain in low-rank drift regimes.

Supervised learning based on a deep neural network recently has achieved substantial improvement on speech enhancement. Denoising networks learn mapping from noisy speech to clean one directly, or to a spectrum mask which is the ratio between clean and noisy spectra. In either case, the network is optimized by minimizi…

2019-01-26abs ↗pdf ↗

Paper tackles temporal overfitting in wind power curve modeling.

problem Temporal overfitting in wind power curve modeling.
method Proposes a Gaussian process-based method to partition and model time-invariant and time-varying components.
result Significant improvement in predicting responses for different time periods.

FredNormer improves time series forecasting by adapting to frequency domain patterns.

problem Current normalization methods struggle with non-stationary time series due to their time-domain approach.
method FredNormer analyzes frequency components, adapts weights, and improves robustness.
result FredNormer boosts forecasting accuracy by 33.3% on ETTm2 dataset.

RED detects sleep EEG events using deep neural networks, outperforming previous methods.

problem Manual detection of sleep EEG events is time-consuming and variable.
method Deep Recurrent Neural Networks (RNNs) with convolutional and recurrent components.
result RED outperforms state-of-the-art methods in sleep spindle and K-complex detection.

Asymptotic expansions for call prices and implied volatilities in exponential Lévy models.

problem Developing precise call-price and implied volatility approximations for asset-price models.
method Analyzing the asymptotic behavior of at-the-money call prices and implied volatilities for Lévy-driven asset-price models.
result First-order asymptotic expansions for at-the-money call prices and implied volatilities in exponential Lévy models.

Paper improves deep learning for solving evolutionary equations with trainable hard constraints.

problem Low computational accuracy of standard PINNs in large temporal domains.
method Sequential learning strategies and trainable influence functions for hard constraints.
result Significantly improved computational accuracy and universality of the method.

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local XX-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …

2014-08-28abs ↗pdf ↗

This study proposes an exercise fatigue detection model based on real-time clinical data which includes time domain analysis, frequency domain analysis, detrended fluctuation analysis, approximate entropy, and sample entropy. Furthermore, this study proposed a feature extraction method which is combined with an analyti…

2018-03-07abs ↗pdf ↗

Motivated by recent advances in the spectral theory of auto-covariance matrices, we are led to revisit a reformulation of Markowitz' mean-variance portfolio optimization approach in the time domain. In its simplest incarnation it applies to a single traded asset and allows to find an optimal trading strategy which - fo…

2015-09-26abs ↗pdf ↗

In this paper, we present an experimental study for the classification of perceived human stress using non-invasive physiological signals. These include electroencephalography (EEG), galvanic skin response (GSR), and photoplethysmography (PPG). We conducted experiments consisting of steps including data acquisition, fe…

2019-05-13abs ↗pdf ↗

This paper proposes a novel multiscale estimator for the integrated volatility of an Ito process, in the presence of market microstructure noise (observation error). The multiscale structure of the observed process is represented frequency-by-frequency and the concept of the multiscale ratio is introduced to quantify t…

2008-03-04abs ↗pdf ↗

Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it on the observed data. In system identification, Gaussian processes are used to …

2019-07-13abs ↗pdf ↗

In this paper, we propose a fully supervised speaker diarization approach, named unbounded interleaved-state recurrent neural networks (UIS-RNN). Given extracted speaker-discriminative embeddings (a.k.a. d-vectors) from input utterances, each individual speaker is modeled by a parameter-sharing RNN, while the RNN state…

2018-10-10abs ↗pdf ↗

INEUS solves high-dimensional PIDEs efficiently with neural networks.

problem Solving high-dimensional partial integro-differential equations (PIDEs) efficiently.
method INEUS uses iterative neural networks to replace nonlocal integrals with sampling and reformulates PIDE solving as recursive regression.
result INEUS delivers accurate and scalable solutions for high-dimensional linear and nonlinear PIDEs.

We present a method for audio denoising that combines processing done in both the time domain and the time-frequency domain. Given a noisy audio clip, the method trains a deep neural network to fit this signal. Since the fitting is only partly successful and is able to better capture the underlying clean signal than th…

2019-04-16abs ↗pdf ↗

The task of estimating the fundamental frequency of a monophonic sound recording, also known as pitch tracking, is fundamental to audio processing with multiple applications in speech processing and music information retrieval. To date, the best performing techniques, such as the pYIN algorithm, are based on a combinat…

2018-02-17abs ↗pdf ↗

SCL discovers compositional structures in analogical reasoning tasks.

problem Discovering compositional structures in analogical reasoning tasks like Raven's Progressive Matrices.
method Proposes Scattering Compositional Learner (SCL) that composes neural networks in sequence.
result Achieves state-of-the-art performance on RPM datasets with significant improvements.

In this paper we apply known techniques from semigroup theory to the Schrödinger problem with initial conditions. To this end, we define the regularized Schrödinger semigroup acting on a space-time domain and show that it is strongly continuous and contractive in Lp,L_p, with 3/2<p<3.3/2 < p < 3. These results can easily be e…

2011-03-04abs ↗pdf ↗

We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged periodogram estimator, the cross-periodogram estimator and the local cross-Whittle e…

2016-02-17abs ↗pdf ↗

This paper proposes an approach to the joint modeling of the short-time Fourier transform magnitude and phase spectrograms with a deep generative model. We assume that the magnitude follows a Gaussian distribution and the phase follows a von Mises distribution. To improve the consistency of the phase values in the time…

2019-03-08abs ↗pdf ↗

An attacker may use a variety of techniques to fool an automatic speaker verification system into accepting them as a genuine user. Anti-spoofing methods meanwhile aim to make the system robust against such attacks. The ASVspoof 2017 Challenge focused specifically on replay attacks, with the intention of measuring the …

2018-10-31abs ↗pdf ↗