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Showing 6001–6050 of 9169 papers

TitleStatusHype
On Bayesian Filtering for Markov Regime Switching Models—0
On change point detection using the fused lasso method—0
On clustering financial time series: a need for distances between dependent random variables—0
On Clustering Time Series Using Euclidean Distance and Pearson Correlation—0
A wavelet analysis of inter-dependence, contagion and long memory among global equity markets—0
On Consistency and Asymptotic Normality of Least Absolute Deviation Estimators for 2-dimensional Sinusoidal Model—0
Learning Predictive Checklists with Probabilistic Logic Programming—0
Learning Predictive and Interpretable Timeseries Summaries from ICU Data—0
Deep Reinforcement Learning for Trading—0
On Designing Data Models for Energy Feature Stores—0
On Designing Features for Condition Monitoring of Rotating Machines—0
On-device AI: Quantization-aware Training of Transformers in Time-Series—0
On-Device Training of Fully Quantized Deep Neural Networks on Cortex-M Microcontrollers—0
On Disentanglement in Gaussian Process Variational Autoencoders—0
A Wave is Worth 100 Words: Investigating Cross-Domain Transferability in Time Series—0
One-class Collective Anomaly Detection based on Long Short-Term Memory Recurrent Neural Networks—0
An empirical study of neural networks for trend detection in time series—0
Advancing Spatio-temporal Storm Surge Prediction with Hierarchical Deep Neural Networks—0
A Comprehensive Forecasting Framework based on Multi-Stage Hierarchical Forecasting Reconciliation and Adjustment—0
A Bayesian Nonparametric Approach for Estimating Individualized Treatment-Response Curves—0
Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer—0
Learning PDE Solution Operator for Continuous Modeling of Time-Series—0
Deep Reinforcement Learning for Asset Allocation in US Equities—0
One-shot Learning for iEEG Seizure Detection Using End-to-end Binary Operations: Local Binary Patterns with Hyperdimensional Computing—0
Learning and DiSentangling Patient Static Information from Time-series Electronic HEalth Record (STEER)—0
One-Step or Two-Step Optimization and the Overfitting Phenomenon: A Case Study on Time Series Classification—0
On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis—0
Learning Over Long Time Lags—0
Deep Recurrent Stochastic Configuration Networks for Modelling Nonlinear Dynamic Systems—0
A walk through of time series analysis on quantum computers—0
On Improving Deep Reinforcement Learning for POMDPs—0
On LASSO for High Dimensional Predictive Regression—0
Online Advertising Revenue Forecasting: An Interpretable Deep Learning Approach—0
Online Anomaly Detection with Sparse Gaussian Processes—0
Learning Novel Transformer Architecture for Time-series Forecasting—0
Learning Non-Stationary Time-Series with Dynamic Pattern Extractions—0
Learning non-Gaussian Time Series using the Box-Cox Gaussian Process—0
Online Debiasing for Adaptively Collected High-dimensional Data with Applications to Time Series Analysis—0
Online Detection of Changes in Moment-Based Projections: When to Retrain Deep Learners or Update Portfolios?—0
Online detection of failures generated by storage simulator—0
Online estimation methods for irregular autoregressive models—0
Online Estimation of Multiple Dynamic Graphs in Pattern Sequences—0
Online Evolutionary Neural Architecture Search for Multivariate Non-Stationary Time Series Forecasting—0
Online false discovery rate control for anomaly detection in time series—0
Online Federation For Mixtures of Proprietary Agents with Black-Box Encoders—0
Online Forecasting Matrix Factorization—0
Online Graph Topology Learning from Matrix-valued Time Series—0
Online Hierarchical Forecasting for Power Consumption Data—0
Online Joint Topology Identification and Signal Estimation from Streams with Missing Data—0
Deep Recurrent Neural Networks for Time Series Prediction—0
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