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Showing 5351–5400 of 9169 papers

TitleStatusHype
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models—0
A Machine Learning Smartphone-based Sensing for Driver Behavior Classification—0
Experimental Investigation of Variational Mode Decomposition and Deep Learning for Short-Term Multi-horizon Residential Electric Load Forecasting—0
Semantic of Cloud Computing services for Time Series workflows—0
Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models—0
Comparative Study of Machine Learning Models for Stock Price Prediction—0
A General Description of Growth Trends—0
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer—0
Imbedding Deep Neural NetworksCode0
Spherical Convolution empowered FoV Prediction in 360-degree Video Multicast with Limited FoV FeedbackCode0
The FreshPRINCE: A Simple Transformation Based Pipeline Time Series Classifier—0
Cause-Effect Preservation and Classification using Neurochaos Learning—0
Robust Augmentation for Multivariate Time Series Classification—0
Unsupervised Change Detection using DRE-CUSUM—0
S^3NN: Time Step Reduction of Spiking Surrogate Gradients for Training Energy Efficient Single-Step Spiking Neural Networks—0
Stochastic Identification-based Active Sensing Acousto-Ultrasound SHM Using Stationary Time Series Models—0
Learning Mixtures of Linear Dynamical Systems—0
Multiscaling and rough volatility: an empirical investigation—0
Estimating and backtesting risk under heavy tails—0
Differentially-Private Heat and Electricity Markets Coordination—0
Little Help Makes a Big Difference: Leveraging Active Learning to Improve Unsupervised Time Series Anomaly Detection—0
Regime recovery using implied volatility in Markov modulated market modelCode0
Multiscale Generative Models: Improving Performance of a Generative Model Using Feedback from Other Dependent Generative ModelsCode0
Forgery Attack Detection in Surveillance Video Streams Using Wi-Fi Channel State Information—0
Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data—0
Balanced Graph Structure Learning for Multivariate Time Series ForecastingCode0
Ordinal-Quadruplet: Retrieval of Missing Classes in Ordinal Time Series—0
Fast Transient Stability Prediction Using Grid-informed Temporal and Topological Embedding Deep Neural Network—0
An Attention-based ConvLSTM Autoencoder with Dynamic Thresholding for Unsupervised Anomaly Detection in Multivariate Time Series—0
Simulating Using Deep Learning The World Trade Forecasting of Export-Import Exchange Rate Convergence Factor During COVID-19—0
Imposing Connectome-Derived Topology on an Echo State Network—0
Dynamic Deep Convolutional Candlestick Learner—0
Spatiotemporal Analysis Using Riemannian Composition of Diffusion Operators—0
Has EU accession boosted patents performance in the EU-13? -- A critical evaluation using causal impact analysis with Bayesian structural time-series models—0
Conditional Generation of Medical Time Series for Extrapolation to Underrepresented PopulationsCode0
Long Short-Term Memory Neural Network for Financial Time Series—0
Lead-lag detection and network clustering for multivariate time series with an application to the US equity market—0
A sequential Monte Carlo approach to estimate a time varying reproduction number in infectious disease models: the Covid-19 caseCode0
GTrans: Spatiotemporal Autoregressive Transformer with Graph Embeddings for Nowcasting Extreme Events—0
WATCH: Wasserstein Change Point Detection for High-Dimensional Time Series Data—0
Label Dependent Attention Model for Disease Risk Prediction Using Multimodal Electronic Health RecordsCode0
Knock Detection in Combustion Engine Time Series Using a Theory-Guided 1D Convolutional Neural Network Approach—0
Online Time Series Anomaly Detection with State Space Gaussian Processes—0
Inferential Theory for Granular Instrumental Variables in High Dimensions—0
Improving the quality control of seismic data through active learning—0
Fractional SDE-Net: Generation of Time Series Data with Long-term Memory—0
Forecasting COVID-19 Caseloads Using Unsupervised Embedding Clusters of Social Media Posts—0
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction—0
Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices—0
Imputing Missing Observations with Time Sliced Synthetic Minority Oversampling Technique—0
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