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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 3701–3750 of 6748 papers

TitleStatusHype
Temporal mixture ensemble models for intraday volume forecasting in cryptocurrency exchange markets—0
Temporal Network Sampling—0
Temporal Overdrive Recurrent Neural Network—0
Temporal Prediction and Evaluation of Brassica Growth in the Field using Conditional Generative Adversarial Networks—0
Temporal Probabilistic Asymmetric Multi-task Learning—0
Temporal Registration in Application to In-utero MRI Time Series—0
Temporal Registration in In-Utero Volumetric MRI Time Series—0
Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction—0
Temporal Sequence Object-based CNN (TS-OCNN) for crop classification from fine resolution remote sensing image time-series—0
Temporal Spatial Decomposition and Fusion Network for Time Series Forecasting—0
Temporal-Spatial dependencies ENhanced deep learning model (TSEN) for household leverage series forecasting—0
Temporal Subspace Clustering for Human Motion Segmentation—0
Temporal Taylor's scaling of facial electromyography and electrodermal activity in the course of emotional stimulation—0
Temporal Tensor Transformation Network for Multivariate Time Series Prediction—0
Temporal Topic Modeling to Assess Associations between News Trends and Infectious Disease Outbreaks—0
Temporal Weights—0
Tensorial Recurrent Neural Networks for Longitudinal Data Analysis—0
Tensor Representation in High-Frequency Financial Data for Price Change Prediction—0
Tensor-Train Networks for Learning Predictive Modeling of Multidimensional Data—0
Testing and Dating Structural Changes in Copula-based Dependence Measures—0
Testing for a Random Walk Structure in the Frequency Evolution of a Tone in Noise—0
Testing for explosive bubbles: a review—0
Testing for Nonlinear Cointegration under Heteroskedasticity—0
Testing Framework for Black-box AI Models—0
Testing of Binary Regime Switching Models using Squeeze Duration Analysis—0
Testing the martingale difference hypothesis in high dimension—0
Test Models for Statistical Inference: Two-Dimensional Reaction Systems Displaying Limit Cycle Bifurcations and Bistability—0
Text authorship identified using the dynamics of word co-occurrence networks—0
Text Classification: Neural Networks VS Machine Learning Models VS Pre-trained Models—0
Textual Data for Time Series Forecasting—0
The 2020 Global Stock Market Crash: Endogenous or Exogenous?—0
Adequacy of time-series reduction for renewable energy systems—0
The Altes Family of Log-Periodic Chirplets and the Hyperbolic Chirplet Transform—0
The Ant Swarm Neuro-Evolution Procedure for Optimizing Recurrent Networks—0
The Automatic Statistician: A Relational Perspective—0
The Bayesian Context Trees State Space Model for time series modelling and forecasting—0
Parsimony or Capability? Decomposition Delivers Both in Long-term Time Series Forecasting—0
The boosted HP filter is more general than you might think—0
The Canonical Interval Forest (CIF) Classifier for Time Series Classification—0
The Case for Temporal Transparency: Detecting Policy Change Events in Black-Box Decision Making Systems—0
The Computational Capacity of LRC, Memristive and Hybrid Reservoirs—0
A Renormalization Group Approach to Connect Discrete- and Continuous-Time Descriptions of Gaussian Processes—0
The Coronavirus is a Bioweapon: Analysing Coronavirus Fact-Checked Stories—0
The Counterfactual-Shapley Value: Attributing Change in System Metrics—0
The Creation and Validation of Load Time Series for Synthetic Electric Power Systems—0
The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator—0
The data synergy effects of time-series deep learning models in hydrology—0
The Dilemma Between Data Transformations and Adversarial Robustness for Time Series Application Systems—0
The DOPE Distance is SIC: A Stable, Informative, and Computable Metric on Time Series And Ordered Merge Trees—0
The dual frequency RV-coupling coefficient: a novel measure for quantifying cross-frequency information transactions in the brain—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