Active learning performance degrades with larger batch sizes, but can be mitigated with smaller window sizes.
problem Impact of batch size on stopping active learning for text classification.
method Analyzed the impact of batch size on a stopping method for active learning in text classification, finding that larger batch sizes degrade performance and that using smaller window sizes mitigates this effect.
result Mitigating batch size degradation in active learning for text classification can be achieved by adjusting the window size parameter.
Simple soft sensor models improve prediction accuracy with small moving windows.
problem Improving prediction accuracy in soft sensing processes with limited historical data.
method Five simple soft sensor methodologies with small moving windows were compared.
result Small moving window sizes led to the lowest prediction errors for all methods.
BAWS adapts window size for financial risk forecasting.
problem Adaptive selection of look-back window for financial risk modeling.
method Data-driven online learning method using bootstrap-based adaptive window selection (BAWS).
result BAWS improves risk forecasting, especially in data with structural changes.
Paper proposes efficient AUC estimation in sliding windows.
problem Efficiently monitoring AUC in large sliding windows over data streams.
method Algorithm groups data points to estimate AUC with O((logk)/ε) time per update. result Achieves significant speed-up over exact computation with modest accuracy loss.
Unified formulation bridges adversarial and nonstationary bandits.
problem Handling time-varying reward distributions in multi-armed bandit problems.
method Unified oracle that switches between adversarial and nonstationary bandit oracles based on window size.
result Optimal regret achieved with matching lower bound.
Paper presents a method for satellite imagery classification using texture features.
problem Object identification in urban areas using satellite imagery.
method Pixel-level study with various features (correlation, homogeneity, energy, contrast). Supervised classification using SVM and Naive Bayes.
result Naive Bayes outperforms SVM with an overall accuracy of 76%.
Sliding window algorithm for RL in non-stationary MDPs with varying rewards and transitions.
problem Reinforcement learning in Markov Decision Processes with changing state-transition probabilities and reward functions.
method Sliding window approach for handling non-stationarity.
result Performance guarantees and optimal window size for the algorithm, along with a sample complexity bound.
Modeling cryptocurrency volatility and jumps with SVCJ model.
problem Understanding the dynamics and volatility of cryptocurrency markets.
method Stochastic volatility with correlated jumps (SVCJ) model with rolling-window parameter estimates.
result Cryptocurrency volatility stabilizes during bullish periods and increases during bearish periods.
Change detection in multivariate time series has applications in many domains, including health care and network monitoring. A common approach to detect changes is to compare the divergence between the distributions of a reference window and a test window. When the number of dimensions is very large, however, the naive…
CNN improves spatiotemporal emotion recognition from EEG during music listening.
problem Improving emotion recognition from EEG signals during music listening.
method Conducted a study on CNN and its spatiotemporal feature extraction for emotion recognition.
result CNN outperforms SVM in leave-one-subject-out cross validation.
New robustness certificates for streaming models with a sliding window.
problem Applying robustness certificates to streaming data with correlated inputs.
method Deriving robustness certificates for models using a sliding window over a sequence of potentially correlated inputs.
result Guarantees hold for the average model performance across the entire stream, independent of stream size.
Deep learning solves EV routing with time windows for EV fleets.
problem Electric vehicle routing with time windows for logistics.
method End-to-end deep reinforcement learning with attention model and graph embedding.
result Proposed model efficiently solves large EVRPTW instances.
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.
JAMPR learns to solve complex VRP with time windows.
problem Vehicle routing problems with time windows and vehicle capacities.
method Joint attention to construct multiple routes concurrently.
result JAMPR outperforms existing models on different problem sizes.
New tighter lower bounds for DTW improve NN-DTW classification efficiency.
problem Efficient nearest neighbor search for DTW distances in time series.
method Developed new lower bounds leveraging DTW constraints for tighter and faster pruning.
result New lower bounds provide better balance between computation time and tightness.
FOCuS detects changes in mean from high-frequency data efficiently.
problem Detecting changes in high-frequency data with limited resources.
method FOCuS algorithm that runs multiple window sizes and change sizes simultaneously.
result FOCuS achieves state-of-the-art performance in detecting anomalies.
New sublinear sketches improve ANN and KDE for massive data streams.
problem Efficiently approximate nearest neighbors and kernel density estimation in large datasets.
method Developed sublinear space and query time algorithms for ANN and A-KDE in streaming and sliding-window models.
result Achieved near-optimal trade-offs between memory size and approximation error for ANN.
Stochastic momentum methods trade compute efficiency for serial runtime.
problem Stochastic momentum methods trade compute efficiency for serial runtime.
method Stochastic HB and ASGD for consistent linear regression with Gaussian covariates.
result HB preserves SGD-level CE over a larger batch-size window, allowing larger batches to reduce serial runtime until HB reaches its deterministic accelerated scale.
New method improves stock return prediction in non-stationary markets.
problem Tackles the challenge of predicting stock returns in non-stationary environments.
method Jointly optimizes model class and training window size using a tournament procedure.
result Consistently outperforms standard benchmarks by 14-23% in out-of-sample R2. Model predicts passenger origin-destination for online taxi-hailing systems.
problem Predicting passenger origin-destination for efficient transportation planning.
method K-means clustering, non-negative matrix factorization, stacked recurrent neural network.
result Proposed model reduces MAPE by 5-7% for 1-hour windows and 14% for 30-minute windows.
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.
Generative models learn rules at different timescales, revealing a 'innovation window'.
problem Generative models' convergence to empirical training distribution rather than population distribution.
method Rule-valid synthetic tasks, analyzing τrule and τmem across training timescales. result The 'innovation window' widens with increasing dataset size and narrows with rule complexity.
Study on hyperparameter optimization for smartphone-based HAR.
problem Maintaining stable classification accuracy in HAR systems with mobile devices.
method Semi-supervised classifier and study on hyperparameter configuration.
result Adjusting hyperparameters can maintain classification accuracy.
This article concerns new off-diagonal estimates on the remainder and its derivatives in the pointwise Weyl law on a compact n-dimensional Riemannian manifold. As an application, we prove that near any non self-focal point, the scaling limit of the spectral projector of the Laplacian onto frequency windows of constant …
CICLAD efficiently mines frequent closed itemsets from data streams with minimal memory usage.
problem Mining frequent closed itemsets from data streams is resource-intensive.
method CICLAD is an intersection-based sliding-window FCI miner that optimizes memory usage while maintaining performance.
result CICLAD achieves significantly lower memory footprint compared to existing methods.
The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50 indices reveal that the dynamics of the small eigenvalues of the cross-correlat…
Combines conformal prediction intervals with Kelly strategy to optimize portfolio growth.
problem Optimizing portfolio growth using conformal prediction intervals.
method Combines conformal prediction intervals with fractional Kelly strategy to size portfolio positions.
result Compounds at 28.5% annualised net log growth with a Sharpe ratio of 1.34.
Paper uses topological data analysis for time series classification.
problem Classifying univariate time series data, especially physiological signals.
method Persistent homology for feature engineering, followed by machine learning.
result Higher accuracy achieved with fewer features compared to traditional methods.
Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.
problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.
Differentiable Window improves attention modules by enabling more focused attentions.
problem Improving attention mechanisms in neural networks.
method Proposes Differentiable Window, a neural module for dynamic window selection.
result Consistent and sizable improvements across various NLP tasks.
Algorithm minimizes control regret for non-stationary LQR systems.
problem Control of non-stationary LQR systems with unknown dynamics.
method Adaptive non-stationarity detection and OLS estimator with small bias.
result Achieves optimal dynamic regret of $ ilde{\mathcal{O}}\left(V_T^{2/5}T^{3/5}
ight)$.
Deep learning models improve sound separation across various types of sounds.
problem Developing a universal method to separate arbitrary sounds of different types.
method Created a dataset of mixtures containing arbitrary sounds, investigated mask-based separation architectures, and tested different framewise analysis-synthesis bases.
result STFT outperformed learnable bases in universal sound separation tasks.
This study optimizes trading strategy parameters using walk-forward techniques and finds robust performance.
problem Optimizing trading strategy performance through parameter optimization.
method Walk-forward optimization with varying window lengths, tested on Bitcoin, Binance Coin, and Ethereum.
result The strategy outperforms Buy-and-Hold with lower drawdown and higher Information Ratio.
We study the dynamic evolution of cross-correlations in the Chinese stock market mainly based on the random matrix theory (RMT). The correlation matrices constructed from the return series of 367 A-share stocks traded on the Shanghai Stock Exchange from January 4, 1999 to December 30, 2011 are calculated over a moving …
Efficient method for pricing Bermudan moving average options using GPR-GHQ.
problem High-dimensional pricing of Bermudan moving average options in energy markets.
method Gaussian Process Regression and Gauss-Hermite quadrature.
result GPR-GHQ method efficiently handles long windows and high dimensionality.
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.
XceptionTime improves hand gesture recognition accuracy using novel deep learning.
problem Improving hand gesture recognition from sparse sEMG signals.
method Depthwise separable convolutions, adaptive pooling, non-linear normalization.
result Significantly improved accuracy (5.71% improvement) in hand gesture recognition.
TaLK Convolutions improve sequence modeling efficiency.
problem Efficiently modeling sequences with limited time complexity.
method Adaptive convolution operation that learns kernel size.
result Time complexity reduced to O(n), making sequence encoding linear. TLRF improves timely COVID-19 outbreak detection with small sample size counties.
problem Balancing accuracy and speed in estimating COVID-19 case growth rates.
method Transfer Learning Random Forest (TLRF) framework for growth rate estimation.
result TLRF outperforms existing methods in predicting case growth rates and timely outbreak detection.
Study finds companies react negatively to material cybersecurity incident disclosures.
problem Understanding market reactions to cybersecurity incidents.
method Examined daily stock price movements of companies disclosing material cybersecurity incidents.
result Companies tend to experience negative price reactions after disclosing material cybersecurity incidents.
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.
Deep learning model predicts window openings for commercial buildings.
problem Window openings are often biased and require tuning for each occupant.
method Deep learning model trained on occupant data from multiple buildings.
result Model achieves high evaluation accuracy and F1 scores.
A new method calculates intrinsic effective sample size for manifold-valued data.
problem Challenges in choosing effective sample size for manifold-valued data.
method Proposes an intrinsic effective sample size based on kernel discrepancy.
result Establishes an exact finite-sample risk interpretation and consistency of the estimator.
This paper investigates bias in resampled backtests for financial portfolios, finding it often negligible.
problem Bias in resampled backtests for financial portfolio evaluation.
method Investigation of bias in rolling-window mean-variance portfolios using resampling techniques.
result The bias in Sharpe Ratio estimates from IID resampling is often a fraction of estimation noise, making it tolerable.
New algorithm for 2D SWDFT reduces redundant calculations.
problem Redundant calculations in overlapping windows for 2D SWDFT.
method Tree data structure based on Cooley-Tukey FFT for efficient computation.
result Our algorithm reduces operations to O(N0N1n0n1). Quantum kernel improves solar irradiance forecasting.
problem Improving short-term solar irradiance forecasting accuracy.
method Quantum Fourier Transform kernel in KRR with feature mixing.
result Consistently improves R2 and nRMSE over classical kernels.
New algorithms improve online learning performance for convex and neural network settings.
problem Improving online learning performance for streaming data.
method Introducing a new performance metric (rolling window regret) and proposing algorithms based on gradient descent with constant or adaptive learning rates.
result Established regret bounds for algorithms in both convex and neural network settings.
A new method for exponentially weighted moving models using approximations.
problem Efficiently updating moving averages for time series data.
method Approximates EWMM using a fixed window and quadratic term, solving non-growing problems.
result Approximation produces estimates similar to exact EWMM.