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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.

169,051 papers · 148 categories

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3469103137 · May 202619922001200920182026
48 results for window openings

The paper optimizes predicting future window states in buildings using past climate data.

problem Predicting future window opening actions based on past climate data.
method Trained a deep neural network to predict window states using indoor climate data sequences of 30-240 time-steps.
result Optimal predictive performance achieved with 60 time-steps of indoor climate data, and long sequences could be addressed efficiently.

Proposes a method to train classifiers with delayed feedback using a time window.

problem Training classifiers with delayed feedback that can be biased due to delayed user actions.
method Uses a time window to select samples for training, constructs unbiased empirical risk from all samples.
result Improves classifier performance by using all samples with a time window assumption.

Optimal weight windows are symmetric rectangles centered at peak.

problem Finding the best weight windows for weighted least squares.
method Investigated symmetric and tapered rectangle window weights, showing the best rectangle window is optimal.
result The best rectangle window is optimal for all tapered rectangle window definitions.

Paper introduces a specialized text classification system for French Open Banking transactions.

problem Classifying specialized banking text data with high accuracy and efficiency.
method Data collection, labeling, preprocessing, modeling, and evaluation stages with language-specific techniques.
result Enhanced performance and efficiency compared to generic approaches.

Seglearn is an open-source python package for machine learning time series or sequences using a sliding window segmentation approach. The implementation provides a flexible pipeline for tackling classification, regression, and forecasting problems with multivariate sequence and contextual data. This package is compatib…

2018-03-21abs ↗pdf ↗

Optimal weight windows are found by projecting the origin onto a convex polytope.

problem Finding the best weight windows for a weighted moving average smoother.
method Formulated as a quadratic program and projection onto a convex polytope.
result Optimal weight windows are symmetrical and decrease in weight away from the center.

Designs efficient algorithms for online and sliding window models of subspace embeddings for all p.

problem Design efficient algorithms for online and sliding window models of subspace embeddings for all p.
method Develops nearly optimal p\ell_p subspace embeddings for all p(0,)p\in(0,\infty) in the online coreset and sliding window models.
result First nearly optimal p\ell_p subspace embeddings for all p(0,)p\in(0,\infty) in the online coreset and sliding window models.

Paper introduces a differentiable STFT for continuous window length optimization.

problem Optimizing window length in spectrograms for neural networks.
method Defines a differentiable short-time Fourier transform with continuous window length.
result Demonstrates improved performance in estimation and classification tasks.

Novel time series forecasting method using sliding window signatures.

problem Challenges in forecasting nonlinear and delayed time series data.
method Ridge regression with signature features calculated on sliding windows.
result Signature features effectively encode temporal and nonlinear dependencies, leading to accurate forecasts.

We present a new algorithm for the 2D Sliding Window Discrete Fourier Transform (SWDFT). Our algorithm avoids repeating calculations in overlapping windows by storing them in a tree data-structure based on the ideas of the Cooley- Tukey Fast Fourier Transform (FFT). For an N0×N1N_0 \times N_1 array and n0×n1n_0 \times n_1 wi…

2017-07-25abs ↗pdf ↗

Improved convergence of fixed-point methods using windowed Anderson acceleration.

problem Improving convergence of fixed-point methods for symmetric operators.
method Windowed Anderson acceleration for symmetric fixed-point iterations.
result Windowed Anderson acceleration improves convergence over standard fixed-point methods.

Improved Granger causality method for dynamic time series data.

problem Traditional Granger causality method assumes constant causalities, failing to model dynamic causalities.
method Dynamic window-level Granger causality (DWGC) method with causality indexing.
result Improved DWGC method better detects window-level causalities.

We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and show that the validity of these assumptions - existence of a homogeneous genera…

2014-03-31abs ↗pdf ↗

WeldNet reduces complex dynamics to simpler, manageable segments.

problem Complex, high-dimensional time-dependent datasets from physical processes are costly to simulate.
method Windowed Encoders for Learning Dynamics, splitting time domain into windows for nonlinear dimension reduction and propagator training.
result WeldNet captures nonlinear latent structures and dynamics, outperforming existing methods.

Optimizes sliding window approach for tracking Gaussian densities.

problem Improving tracking performance of Gaussian density estimation.
method Theoretical analysis of sliding window Gaussian Kernel Density Estimators.
result Empirical evidence shows improved tracking performance with optimal weight sequence.

BWS selects best window subsets for efficient data pruning.

problem Challenges in selecting subsets of large datasets for neural network training.
method Best Window Selection (BWS) by choosing optimal window intervals from ordered sample scores.
result BWS outperforms other methods across various selection ratios and datasets.

Subject Cross Validation improves Human Activity Recognition performance by up to 16%.

problem Overestimation of Human Activity Recognition performance using k-fold cross validation.
method Investigated Subject Cross Validation vs. k-fold cross validation for Human Activity Recognition.
result Subject Cross Validation increases performance by up to 16%.

We identify 'critical windows' in diffusion models where specific features emerge, providing a theoretical framework.

problem Understanding narrow time intervals in diffusion models where specific features emerge.
method Developed a formal framework to study these critical windows, showing provable bounds for certain data types.
result Proved that critical windows can be bounded in terms of measures of separation for data from mixtures of log-concave densities.

Statistical test verifies long-term rating system calibration with overlapping time windows.

problem Verifying supervisory requirements for overlapping time windows in rating systems.
method Analyzes long-run default rate distribution and correlation effects; presents conservative calibration test methods.
result Developed a test for individual and portfolio levels that can handle unknown variance.

CrossAD detects anomalies in time series data by considering cross-scale associations and cross-window modeling.

problem Anomaly detection in time series data is challenging due to varying patterns at different scales and fixed window sizes.
method CrossAD incorporates cross-scale reconstruction and a query library to capture dynamic cross-scale associations and comprehensive context.
result CrossAD achieves state-of-the-art performance in anomaly detection across multiple real-world datasets.

New algorithms achieve optimal regret in sliding window model with limited memory.

problem Experts problem in the sliding window model with limited information.
method 2 queries, polylog(nT) memory, exponential improvement on memory.
result Achieve optimal regret of sqrt(nW)polylog(nT) with 2 queries and polylog(nT) memory.

The paper studies knot densities under various constraints and degenerations.

problem Understanding knot densities under different constraints and their degenerations.
method Introduces and analyzes unconstrained and ropelength-windowed pp-densities of knot types.
result The degenerations in the unconstrained theory and the introduction of ropelength-windowed densities.

Proposes AWS method for precise speech enhancement using DNN.

problem T-F resolution problem in fixed-resolution short-time frequency transforms.
method Incorporates trainable adaptive window switching into speech enhancement procedure.
result Achieved higher signal-to-distortion ratio than conventional methods.

Study improves portfolio optimization for Indonesian banks using robust methods.

problem Uncertainty in historical return and risk estimates leads to suboptimal portfolios.
method Robust optimization with moving-window and bootstrapping methods.
result Moving-window method with smaller risk-aversion parameter provides better risk-return trade-off.

Study prenatal PM2.5 exposure and 4th grade reading scores, identifying critical windows of susceptibility.

problem Understanding the impact of prenatal PM2.5 exposure on educational outcomes.
method Developed a locally adaptive Bayesian regression model with B-spline basis expansion and dynamic shrinkage priors.
result Prenatal PM2.5 exposure during early and late pregnancy is most adverse for 4th grade reading scores.

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.

Study estimates personalized effects of maternal PM2.5 exposure on birth weight.

problem Identify critical windows and heterogeneity in maternal PM2.5 exposure effects on birth weight.
method Heterogeneous Distributed Lag Models and Bayesian Additive Regression Trees.
result Evidence of heterogeneity in PM2.5-birth weight relationship, with some dyads showing 3x larger decrease.