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Showing 6601–6650 of 9169 papers

TitleStatusHype
Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and β-Mixing—0
Deep Learning for Time-Series Analysis—0
Deep learning for structural health monitoring: An application to heritage structures—0
Proximity Sensing: Modeling and Understanding Noisy RSSI-BLE Signals and Other Mobile Sensor Data for Digital Contact Tracing—0
PRRS Outbreak Prediction via Deep Switching Auto-Regressive Factorization Modeling—0
Automatic time-series phenotyping using massive feature extraction—0
PSA-GAN: Progressive Self Attention GANs for Synthetic Time Series—0
PSEUDo: Interactive Pattern Search in Multivariate Time Series with Locality-Sensitive Hashing and Relevance Feedback—0
Advanced Deep Regression Models for Forecasting Time Series Oil Production—0
PSformer: Parameter-efficient Transformer with Segment Attention for Time Series Forecasting—0
A comparison of short-term probabilistic forecasts for the incidence of COVID-19 using mechanistic and statistical time series models—0
A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting—0
PTMs-TSCIL Pre-Trained Models Based Class-Incremental Learning—0
pTSE: A Multi-model Ensemble Method for Probabilistic Time Series Forecasting—0
PT-Tuning: Bridging the Gap between Time Series Masked Reconstruction and Forecasting via Prompt Token Tuning—0
Share, Collaborate, Benchmark: Advancing Travel Demand Research through rigorous open-source collaboration—0
PUPAE: Intuitive and Actionable Explanations for Time Series Anomalies—0
Training a multilayer dynamical spintronic network with standard machine learning tools to perform time series classification—0
Large Spectral Density Matrix Estimation by Thresholding—0
PV Fleet Modeling via Smooth Periodic Gaussian Copula—0
Large Scale Time-Series Representation Learning via Simultaneous Low and High Frequency Feature Bootstrapping—0
PyChEst: a Python package for the consistent retrospective estimation of distributional changes in piece-wise stationary time series—0
Deep Learning for Stock Selection Based on High Frequency Price-Volume Data—0
Large-Scale Spectrum Occupancy Learning via Tensor Decomposition and LSTM Networks—0
Large-Scale Simulation of Multi-Asset Ising Financial Markets—0
Deep Learning for Satellite Image Time Series Analysis: A Review—0
Automatic Synthesis of Neurons for Recurrent Neural Nets—0
Large-scale nonlinear Granger causality for inferring directed dependence from short multivariate time-series data—0
Large-scale nonlinear Granger causality: A data-driven, multivariate approach to recovering directed networks from short time-series data—0
Deep Learning for real-time neural decoding of grasp—0
Scalable Learning in Reproducing Kernel Krein Spaces—0
Large-scale kernelized GRANGER causality to infer topology of directed graphs with applications to brain networks—0
Deep Learning for Real-time Gravitational Wave Detection and Parameter Estimation: Results with Advanced LIGO Data—0
Quadratic Hawkes processes for financial prices—0
Automatic Stockpile Volume Monitoring using Multi-view Stereo from SkySat Imagery—0
Qualitative Assessment of Recurrent Human Motion—0
Large-Scale Extended Granger Causality for Classification of Marijuana Users From Functional MRI—0
Quant GANs: Deep Generation of Financial Time Series—0
Quantification in-the-wild: data-sets and baselines—0
Quantification of metabolic niche occupancy dynamics in a Baltic Sea bacterial community—0
Large-scale directed network inference with multivariate transfer entropy and hierarchical statistical testing—0
Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting—0
Deep learning for ψ-weakly dependent processes—0
Large-scale Augmented Granger Causality (lsAGC) for Connectivity Analysis in Complex Systems: From Computer Simulations to Functional MRI (fMRI)—0
Estimation of Large Financial Covariances: A Cross-Validation Approach—0
Quantifying Quality of Class-Conditional Generative Models in Time-Series Domain—0
Deep learning for precipitation nowcasting: A survey from the perspective of time series forecasting—0
Automatic selection of the best neural architecture for time series forecasting via multi-objective optimization and Pareto optimality conditions—0
Quantifying Volatility Reduction in German Day-ahead Spot Market in the Period 2006 through 2016—0
An Auto-Regressive Formulation for Smoothing and Moving Mean with Exponentially Tapered Windows—0
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