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

Showing 26762700 of 6748 papers

TitleStatusHype
Astroconformer: Inferring Surface Gravity of Stars from Stellar Light Curves with Transformer0
Analysing the resilience of the European commodity production system with PyResPro, the Python Production Resilience package0
Cost-Sensitive Convolution based Neural Networks for Imbalanced Time-Series Classification0
A Strategy Optimized Pix2pix Approach for SAR-to-Optical Image Translation Task0
Analysing the Direction of Emotional Influence in Nonverbal Dyadic Communication: A Facial-Expression Study0
A Stochastic Time Series Model for Predicting Financial Trends using NLP0
Cost-Effective Bad Synchrophasor Data Detection Based on Unsupervised Time Series Data Analytics0
A stochastic metapopulation state-space approach to modeling and estimating Covid-19 spread0
An Algorithm for the Visualization of Relevant Patterns in Astronomical Light Curves0
A Combination Method for Android Malware Detection Based on Control Flow Graphs and Machine Learning Algorithms0
A Bayesian approach for structure learning in oscillating regulatory networks0
Learning Interpretable Shapelets for Time Series Classification through Adversarial Regularization0
Capturing Evolution Genes for Time Series Data0
Forecasting Weakly Correlated Time Series in Tasks of Electronic Commerce0
Topological Data Analysis of Task-Based fMRI Data from Experiments on Schizophrenia0
Correlation-wise Smoothing: Lightweight Knowledge Extraction for HPC Monitoring Data0
Correlations and Flow of Information between The New York Times and Stock Markets0
A Stochastic Hybrid Framework for Driver Behavior Modeling Based on Hierarchical Dirichlet Process0
Correlation Based Feature Subset Selection for Multivariate Time-Series Data0
An anomaly prediction framework for financial IT systems using hybrid machine learning methods0
Correlated Time Series Forecasting using Deep Neural Networks: A Summary of Results0
Correcting motion induced fluorescence artifacts in two-channel neural imaging0
A statistical test of market efficiency based on information theory0
An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation0
A Deep Learning Approach to Detect Lean Blowout in Combustion Systems0
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Benchmark Results

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