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Showing 4826–4850 of 9169 papers

TitleStatusHype
A first econometric analysis of the CRIX family—0
DTWSSE: Data Augmentation with a Siamese Encoder for Time Series—0
Boosted Ensemble Learning based on Randomized NNs for Time Series Forecasting—0
DTMamba : Dual Twin Mamba for Time Series Forecasting—0
DTCM: Deep Transformer Capsule Mutual Distillation for Multivariate Time Series Classification—0
Boosted Embeddings for Time Series Forecasting—0
DST-TransitNet: A Dynamic Spatio-Temporal Deep Learning Model for Scalable and Efficient Network-Wide Prediction of Station-Level Transit Ridership—0
DSTP-RNN: a dual-stage two-phase attention-based recurrent neural networks for long-term and multivariate time series prediction—0
Bond Graphs for multi-physics informed Neural Networks for multi-variate time series—0
Boltzmann machines for time-series—0
A Financial Time Series Denoiser Based on Diffusion Model—0
Actionable Interpretation of Machine Learning Models for Sequential Data: Dementia-related Agitation Use Case—0
Inferring the Most Similar Variable-length Subsequences between Multidimensional Time Series—0
DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift—0
DSformer: A Double Sampling Transformer for Multivariate Time Series Long-term Prediction—0
BLUnet: Arithmetic-free Inference with Bit-serialised Table Lookup Operation for Efficient Deep Neural Networks—0
Anomaly Attribution of Multivariate Time Series using Counterfactual Reasoning—0
Driver Profiling and Bayesian Workload Estimation Using Naturalistic Peripheral Detection Study Data—0
Block Variable Selection in Multivariate Regression and High-dimensional Causal Inference—0
Driver Maneuver Detection and Analysis using Time Series Segmentation and Classification—0
Block Toeplitz Sparse Precision Matrix Estimation for Large-Scale Interval-Valued Time Series Forecasting—0
Anomalous volatility scaling in high frequency financial data—0
Drift Identification for Lévy alpha-Stable Stochastic Systems—0
Drift-Adjusted And Arbitrated Ensemble Framework For Time Series Forecasting—0
CORAL: Concept Drift Representation Learning for Co-evolving Time-series—0
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