SOTAVerified

Time Series Analysis

Time Series Analysis is a statistical technique used to analyze and model time-based data. It is used in various fields such as finance, economics, and engineering to analyze patterns and trends in data over time. The goal of time series analysis is to identify the underlying patterns, trends, and seasonality in the data, and to use this information to make informed predictions about future values.

( Image credit: Autoregressive CNNs for Asynchronous Time Series )

Papers

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Showing 5301–5350 of 6748 papers

TitleStatusHype
Arm order recognition in multi-armed bandit problem with laser chaos time series—0
ArNet-ECG: Deep Learning for the Detection of Atrial Fibrillation from the Raw Electrocardiogram—0
A Robust and Efficient Multi-Scale Seasonal-Trend Decomposition—0
A Robust and Explainable Data-Driven Anomaly Detection Approach For Power Electronics—0
A Robust Data-driven Process Modeling Applied to Time-series Stochastic Power Flow—0
A Robust Score-Driven Filter for Multivariate Time Series—0
Kernel Hypothesis Testing with Set-valued Data—0
Artificial neural network as a universal model of nonlinear dynamical systems—0
ASAT: Adaptively Scaled Adversarial Training in Time Series—0
A Scrambled Method of Moments—0
A self-organising eigenspace map for time series clustering—0
A self-paced BCI system with low latency for motor imagery onset detection based on time series prediction paradigm—0
A Self-supervised Approach to Hierarchical Forecasting with Applications to Groupwise Synthetic Controls—0
A Self-Supervised Framework for Function Learning and Extrapolation—0
A Self-Supervised Learning-based Approach to Clustering Multivariate Time-Series Data with Missing Values (SLAC-Time): An Application to TBI Phenotyping—0
A Semi-Supervised Approach for Abnormal Event Prediction on Large Operational Network Time-Series Data—0
A Sequence-Aware Recommendation Method Based on Complex Networks—0
A sequential approach to calibrate ecosystem models with multiple time series data—0
A Sequential Modelling Approach for Indoor Temperature Prediction and Heating Control in Smart Buildings—0
A Shapelet Transform for Multivariate Time Series Classification—0
A Short Image Series Based Scheme for Time Series Digital Image Correlation—0
A Short Survey of Topological Data Analysis in Time Series and Systems Analysis—0
A Signal Detection Scheme Based on Deep Learning in OFDM Systems—0
A similarity measurement for time series and its application to the stock market—0
A simple method for reconstructing a high-quality NDVI time-series data set based on the Savitzky–Golay filter—0
A simulation of the insurance industry: The problem of risk model homogeneity—0
A Single Scalable LSTM Model for Short-Term Forecasting of Disaggregated Electricity Loads—0
A Soft Computing Approach for Selecting and Combining Spectral Bands—0
A Spatial-Temporal Decomposition Based Deep Neural Network for Time Series Forecasting—0
A Spatial-Temporal Graph Based Hybrid Infectious Disease Model with Application to COVID-19—0
A specifically designed machine learning algorithm for GNSS position time series prediction and its applications in outlier and anomaly detection and earthquake prediction—0
A Spectral Algorithm for Learning Hidden Markov Models—0
A Spectral Enabled GAN for Time Series Data Generation—0
Assessing biological models using topological data analysis—0
Assessing Lower Limb Strength using Internet-of-Things Enabled Chair—0
Assessing Social License to Operate from the Public Discourse on Social Media—0
Assessing the effect of advertising expenditures upon sales: a Bayesian structural time series model—0
Assessing the Impact of Distribution Shift on Reinforcement Learning Performance—0
Assessing the Potential of AI for Spatially Sensitive Nature-Related Financial Risks—0
Assessment of electrical and infrastructure recovery in Puerto Rico following hurricane Maria using a multisource time series of satellite imagery—0
Asset correlation estimation for inhomogeneous exposure pools—0
Asset Pricing and Deep Learning—0
Asset Pricing with General Transaction Costs: Theory and Numerics—0
Asset volatility forecasting:The optimal decay parameter in the EWMA model—0
A State Space Approach for Piecewise-Linear Recurrent Neural Networks for Reconstructing Nonlinear Dynamics from Neural Measurements—0
A State-Space Approach to Dynamic Nonnegative Matrix Factorization—0
Non-stationary GARCH modelling for fitting higher order moments of financial series within moving time windows—0
A Statistical Machine Learning Approach to Yield Curve Forecasting—0
A statistical test of market efficiency based on information theory—0
A Stochastic Hybrid Framework for Driver Behavior Modeling Based on Hierarchical Dirichlet Process—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1naive classifierF187.47—Unverified
2GRU-D - APC (n = 1)F127.3—Unverified
3GRU-APC (n = 1)F125.7—Unverified
4GRU-DF122.5—Unverified
5GRUF122.3—Unverified
6GRU-SimpleF122.2—Unverified
7GRU-MeanF122.1—Unverified
#ModelMetricClaimedVerifiedStatus
1SepTr% Test Accuracy98.51—Unverified
2ViT% Test Accuracy98.11—Unverified
3FlexTCN-4% Test Accuracy97.73—Unverified
4MatchboxNet% Test Accuracy97.4—Unverified
5CKCNN (100k)% Test Accuracy95.27—Unverified
6FlexTCN-6% Test Accuracy (Raw Data)91.73—Unverified
#ModelMetricClaimedVerifiedStatus
1ResBiLSTMMAE0.13—Unverified