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 19512000 of 6748 papers

TitleStatusHype
Discovering physical concepts with neural networksCode0
A Full Probabilistic Model for Yes/No Type Crowdsourcing in Multi-Class ClassificationCode0
Discovering patterns of online popularity from time seriesCode0
Discovering Subdimensional Motifs of Different Lengths in Large-Scale Multivariate Time SeriesCode0
Discretize-Optimize vs. Optimize-Discretize for Time-Series Regression and Continuous Normalizing FlowsCode0
Dilated Convolutional Neural Networks for Time Series ForecastingCode0
A Framework for Imbalanced Time-series ForecastingCode0
Unsupervised Scalable Representation Learning for Multivariate Time SeriesCode0
Bidirectional deep-readout echo state networksCode0
Detecting Regions of Maximal Divergence for Spatio-Temporal Anomaly DetectionCode0
Beyond Sparsity: Tree Regularization of Deep Models for InterpretabilityCode0
Using Machine Learning to generate an open-access cropland map from satellite images time series in the Indian Himalayan RegionCode0
Differentially Private Multivariate Time Series Forecasting of Aggregated Human Mobility With Deep Learning: Input or Gradient Perturbation?Code0
Discovering long term dependencies in noisy time series data using deep learningCode0
Dropout Feature Ranking for Deep Learning ModelsCode0
EgPDE-Net: Building Continuous Neural Networks for Time Series Prediction with Exogenous VariablesCode0
On the separation of shape and temporal patterns in time series -Application to signature authentication-Code0
Bayesian Learning from Sequential Data using Gaussian Processes with Signature CovariancesCode0
Beyond Predictions in Neural ODEs: Identification and Interventions0
Beyond Just Vision: A Review on Self-Supervised Representation Learning on Multimodal and Temporal Data0
Anomaly Attribution of Multivariate Time Series using Counterfactual Reasoning0
Beyond Convolutions: A Novel Deep Learning Approach for Raw Seismic Data Ingestion0
Better than DFA? A Bayesian Method for Estimating the Hurst Exponent in Behavioral Sciences0
Anomalous volatility scaling in high frequency financial data0
A Framework for Exploring Non-Linear Functional Connectivity and Causality in the Human Brain: Mutual Connectivity Analysis (MCA) of Resting-State Functional MRI with Convergent Cross-Mapping and Non-Metric Clustering0
Benign Overfitting in Time Series Linear Models with Over-Parameterization0
Benefits of Depth for Long-Term Memory of Recurrent Networks0
ANN Model to Predict Stock Prices at Stock Exchange Markets0
Benefit-aware Early Prediction of Health Outcomes on Multivariate EEG Time Series0
An NLP-Assisted Bayesian Time Series Analysis for Prevalence of Twitter Cyberbullying During the COVID-19 Pandemic0
A Framework for Evaluating the Impact of Food Security Scenarios0
Benchmarking Twitter Sentiment Analysis Tools0
An LLM-Powered Agent for Physiological Data Analysis: A Case Study on PPG-based Heart Rate Estimation0
An L0-Norm Constrained Non-Negative Matrix Factorization Algorithm for the Simultaneous Disaggregation of Fixed and Shiftable Loads0
A framework for anomaly detection using language modeling, and its applications to finance0
Benchmarking Online Sequence-to-Sequence and Character-based Handwriting Recognition from IMU-Enhanced Pens0
Benchmarking Multivariate Time Series Classification Algorithms0
An Investigation of the Structural Characteristics of the Indian IT Sector and the Capital Goods Sector: An Application of the R Programming in Time Series Decomposition and Forecasting0
Benchmarking Energy-Conserving Neural Networks for Learning Dynamics from Data0
Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series0
An investigation of higher order moments of empirical financial data and the implications to risk0
A Frame of Mind: Using Statistical Models for Detection of Framing and Agenda Setting Campaigns0
Actionable Interpretation of Machine Learning Models for Sequential Data: Dementia-related Agitation Use Case0
Benchmarking adversarial attacks and defenses for time-series data0
An Introductory Study on Time Series Modeling and Forecasting0
An Introduction to Animal Movement Modeling with Hidden Markov Models using Stan for Bayesian Inference0
A Fourier Transform Approach for Automatic Detection of Oysters Spawning0
Behavioural Analytics: Mathematics of the Mind0
Behave-XAI: Deep Explainable Learning of Behavioral Representational Data0
Differentially-Private Heat and Electricity Markets Coordination0
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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