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Showing 1451–1475 of 9169 papers

TitleStatusHype
AMP: a new time-frequency feature extraction method for intermittent time-series data—0
A data imputation method for multivariate time series based on generative adversarial network—0
COBRAS-TS: A new approach to Semi-Supervised Clustering of Time Series—0
AstroM^3: A self-supervised multimodal model for astronomy—0
Astroconformer: Inferring Surface Gravity of Stars from Stellar Light Curves with Transformer—0
A data filling methodology for time series based on CNN and (Bi)LSTM neural networks—0
A Combination Method for Android Malware Detection Based on Control Flow Graphs and Machine Learning Algorithms—0
Cocktail Edge Caching: Ride Dynamic Trends of Content Popularity with Ensemble Learning—0
CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation—0
Coherence-based Label Propagation over Time Series for Accelerated Active Learning—0
A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images—0
A Stochastic Time Series Model for Predicting Financial Trends using NLP—0
A stochastic metapopulation state-space approach to modeling and estimating Covid-19 spread—0
A Stochastic Hybrid Framework for Driver Behavior Modeling Based on Hierarchical Dirichlet Process—0
A Data-Driven Two-Phase Multi-Split Causal Ensemble Model for Time Series—0
Asteroids co-orbital motion classification based on Machine Learning—0
Amortised Likelihood-free Inference for Expensive Time-series Simulators with Signatured Ratio Estimation—0
A statistical test of market efficiency based on information theory—0
A Statistical Machine Learning Approach to Yield Curve Forecasting—0
Among-site variability in the stochastic dynamics of East African coral reefs—0
A Data-Driven Method for Recognizing Automated Negotiation Strategies—0
A CNN regression model to estimate buildings height maps using Sentinel-1 SAR and Sentinel-2 MSI time series—0
Non-stationary GARCH modelling for fitting higher order moments of financial series within moving time windows—0
A State-Space Approach to Dynamic Nonnegative Matrix Factorization—0
A Data-driven Market Simulator for Small Data Environments—0
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