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 30013050 of 6748 papers

TitleStatusHype
Semi-Supervised Recurrent Variational Autoencoder Approach for Visual Diagnosis of Atrial FibrillationCode0
Decomposition-based hybrid wind speed forecasting model using deep bidirectional LSTM networks0
Data-driven Prediction of General Hamiltonian Dynamics via Learning Exactly-Symplectic Maps0
Generating Reliable Process Event Streams and Time Series Data based on Neural NetworksCode0
UnICORNN: A recurrent model for learning very long time dependenciesCode1
Understanding the Robustness of Skeleton-based Action Recognition under Adversarial AttackCode1
Depth Evaluation for Metal Surface Defects by Eddy Current Testing using Deep Residual Convolutional Neural Networks0
Classification and Feature Transformation with Fuzzy Cognitive MapsCode0
PyRCN: A Toolbox for Exploration and Application of Reservoir Computing NetworksCode1
Optimizing Expected Shortfall under an _1 constraint -- an analytic approach0
Artificial neural network as a universal model of nonlinear dynamical systems0
LSTMs and Deep Residual Networks for Carbohydrate and Bolus Recommendations in Type 1 Diabetes Management0
Testing for a Random Walk Structure in the Frequency Evolution of a Tone in Noise0
On the LRD of the Aggregated Traffic Flows in High-Speed Computer Networks0
Deep Hedging, Generative Adversarial Networks, and Beyond0
Prediction of financial time series using LSTM and data denoising methods0
District Wise Price Forecasting of Wheat in Pakistan using Deep Learning0
Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models0
Exploring the representativeness of the M5 competition data0
Modeling Macroeconomic Variations After COVID-190
Contrastive learning of strong-mixing continuous-time stochastic processes0
Scalable Learning With a Structural Recurrent Neural Network for Short-Term Traffic PredictionCode1
Video Sentiment Analysis with Bimodal Information-augmented Multi-Head Attention0
LiDAR-based Recurrent 3D Semantic Segmentation with Temporal Memory Alignment0
Two-Stage Framework for Seasonal Time Series Forecasting0
Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time SeriesCode1
Dynamic and Thermodynamic Models of Adaptation0
Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?Code0
Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference0
Preliminaries on the Accurate Estimation of the Hurst Exponent Using Time Series0
Missing Value Imputation on Multidimensional Time SeriesCode1
A Novel CNN-LSTM-based Approach to Predict Urban Expansion0
Improving Neural Networks for Time Series Forecasting using Data Augmentation and AutoMLCode0
Variance Reduced Training with Stratified Sampling for Forecasting Models0
A Spectral Enabled GAN for Time Series Data Generation0
Physical Activity Recognition Based on a Parallel Approach for an Ensemble of Machine Learning and Deep Learning Classifiers0
Identifying the module structure of swarms using a new framework of network-based time series clustering0
CLPVG: Circular limited penetrable visibility graph as a new network model for time series0
The Kernel Trick for Nonlinear Factor Modeling0
Automatic Stockpile Volume Monitoring using Multi-view Stereo from SkySat Imagery0
Automated data-driven approach for gap filling in the time series using evolutionary learningCode0
Unsupervised dynamic modeling of medical image transformationCode0
DTW-Merge: A Novel Data Augmentation Technique for Time Series ClassificationCode0
Forecasting high-frequency financial time series: an adaptive learning approach with the order book data0
Beyond Convolutions: A Novel Deep Learning Approach for Raw Seismic Data Ingestion0
Adaptable Hamiltonian neural networks0
Learning orbital dynamics of binary black hole systems from gravitational wave measurementsCode0
Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff0
Simultaneously Reconciled Quantile Forecasting of Hierarchically Related Time SeriesCode1
TELESTO: A Graph Neural Network Model for Anomaly Classification in Cloud Services0
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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