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Showing 4801–4850 of 9169 papers

TitleStatusHype
BotShape: A Novel Social Bots Detection Approach via Behavioral Patterns—0
Dynamical Component Analysis (DyCA): Dimensionality Reduction For High-Dimensional Deterministic Time-Series—0
bootUR: An R Package for Bootstrap Unit Root Tests—0
Anomaly detection and regime searching in fitness-tracker data—0
A Forecaster's Review of Judea Pearl's Causality: Models, Reasoning and Inference, Second Edition, 2009—0
DynaGraph: Interpretable Multi-Label Prediction from EHRs via Dynamic Graph Learning and Contrastive Augmentation—0
Bootstrapping Non-Stationary Stochastic Volatility—0
DVS: Deep Visibility Series and its Application in Construction Cost Index Forecasting—0
Anomaly detection and motif discovery in symbolic representations of time series—0
Duration and Interval Hidden Markov Model for Sequential Data Analysis—0
DuPLO: A DUal view Point deep Learning architecture for time series classificatiOn—0
Boosting the kernelized shapelets: Theory and algorithms for local features—0
Anomaly Detection and Inter-Sensor Transfer Learning on Smart Manufacturing Datasets—0
A First Option Calibration of the GARCH Diffusion Model by a PDE Method—0
Action-Affect Classification and Morphing using Multi-Task Representation Learning—0
Dual-Splitting Conformal Prediction for Multi-Step Time Series Forecasting—0
Dual reparametrized Variational Generative Model for Time-Series Forecasting—0
Boosting Crop Classification by Hierarchically Fusing Satellite, Rotational, and Contextual Data—0
Anomaly Detection And Classification In Time Series With Kervolutional Neural Networks—0
Dual-Forecaster: A Multimodal Time Series Model Integrating Descriptive and Predictive Texts—0
Boosting Certified Robustness for Time Series Classification with Efficient Self-Ensemble—0
Contrastive Blind Denoising Autoencoder for Real-Time Denoising of Industrial IoT Sensor Data—0
DTW+S: Shape-based Comparison of Time-series with Ordered Local Trend—0
Boosted p-Values for High-Dimensional Vector Autoregression—0
AnomalyCD: A benchmark for Earth anomaly change detection with high-resolution and time-series observations—0
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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