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 18511875 of 6748 papers

TitleStatusHype
A General Description of Growth Trends0
Imbedding Deep Neural NetworksCode0
Deep Learning MacroeconomicsCode0
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer0
FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series ForecastingCode2
N-HiTS: Neural Hierarchical Interpolation for Time Series ForecastingCode2
Spherical Convolution empowered FoV Prediction in 360-degree Video Multicast with Limited FoV FeedbackCode0
Unifying Pairwise Interactions in Complex DynamicsCode2
Time-Series Anomaly Detection with Implicit Neural RepresentationCode1
Dynamic Temporal Reconciliation by Reinforcement learning0
The FreshPRINCE: A Simple Transformation Based Pipeline Time Series Classifier0
Cause-Effect Preservation and Classification using Neurochaos Learning0
Unsupervised Change Detection using DRE-CUSUM0
Robust Augmentation for Multivariate Time Series Classification0
Stochastic Identification-based Active Sensing Acousto-Ultrasound SHM Using Stationary Time Series Models0
Learning Mixtures of Linear Dynamical Systems0
S^3NN: Time Step Reduction of Spiking Surrogate Gradients for Training Energy Efficient Single-Step Spiking Neural Networks0
Online Change Point Detection for Weighted and Directed Random Dot Product GraphsCode0
Differentially-Private Heat and Electricity Markets Coordination0
Little Help Makes a Big Difference: Leveraging Active Learning to Improve Unsupervised Time Series Anomaly Detection0
Neural Information Squeezer for Causal EmergenceCode1
Multiscaling and rough volatility: an empirical investigation0
Estimating and backtesting risk under heavy tails0
Regime recovery using implied volatility in Markov modulated market modelCode0
Ordinal-Quadruplet: Retrieval of Missing Classes in Ordinal Time Series0
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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