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Generating synthetic financial time series data that accurately reflects real-world market dynamics holds tremendous potential for various applications, including portfolio optimization, risk management, and large scale machine learning. We…

Mathematical Finance · Quantitative Finance 2025-11-05 Chung I Lu , Julian Sester

Procedural noise is a fundamental component of computer graphics pipelines, offering a flexible way to generate textures that exhibit "natural" random variation. Many different types of noise exist, each produced by a separate algorithm. In…

Noise synthesis is a challenging low-level vision task aiming to generate realistic noise given a clean image along with the camera settings. To this end, we propose an effective generative model which utilizes clean features as guidance…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Mingyang Song , Yang Zhang , Tunç O. Aydın , Elham Amin Mansour , Christopher Schroers

This paper introduces a novel data-driven strategy for synthesizing gramophone noise audio textures. A diffusion probabilistic model is applied to generate highly realistic quasiperiodic noises. The proposed model is designed to generate…

Audio and Speech Processing · Electrical Eng. & Systems 2022-07-01 Eloi Moliner , Vesa Välimäki

A noise source model, consisting of a pulse sequence at random times with memory, is presented. By varying the memory we can obtain variable randomness of the stochastic process. The delay time between pulses, i. e. the noise memory,…

Statistical Mechanics · Physics 2009-09-29 O. Chichigina , D. Valenti , B. Spagnolo

We explore here the stochastic behavior of the DECAL sensor's noise output, and we evaluate its potential application as a true random number generator (TRNG) using time series analysis. The main objectives are twofold: first, to…

High Energy Physics - Experiment · Physics 2025-09-03 Dimos Aslanis , Alex Kehagias , Ioannis Kopsalis , Ioannis Theodonis

Simulating sample correlation matrices is important in many areas of statistics. Approaches such as generating Gaussian data and finding their sample correlation matrix or generating random uniform $[-1,1]$ deviates as pairwise correlations…

Statistics Theory · Mathematics 2013-12-09 Johanna Hardin , Stephan Ramon Garcia , David Golan

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

Machine Learning · Computer Science 2023-05-22 Marin Biloš , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka , Stephan Günnemann

When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…

Methodology · Statistics 2020-11-11 Richard Creswell , Ben Lambert , Chon Lok Lei , Martin Robinson , David Gavaghan

We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and…

Statistical Mechanics · Physics 2009-10-31 Aldo H. Romero , Jose M. Sancho

Generative diffusion models have emerged as leading models in speech and image generation. However, in order to perform well with a small number of denoising steps, a costly tuning of the set of noise parameters is needed. In this work, we…

Machine Learning · Computer Science 2021-09-14 Robin San-Roman , Eliya Nachmani , Lior Wolf

Score-based generative models (SGMs) have demonstrated unparalleled sampling quality and diversity in numerous fields, such as image generation, voice synthesis, and tabular data synthesis, etc. Inspired by those outstanding results, we…

Machine Learning · Computer Science 2025-11-27 Haksoo Lim , Jaehoon Lee , Sewon Park , Minjung Kim , Noseong Park

A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…

Quantitative Methods · Quantitative Biology 2017-04-11 Myrl G. Marmarelis

Score-based models generate samples by mapping noise to data (and vice versa) via a high-dimensional diffusion process. We question whether it is necessary to run this entire process at high dimensionality and incur all the inconveniences…

Machine Learning · Computer Science 2023-02-28 Bowen Jing , Gabriele Corso , Renato Berlinghieri , Tommi Jaakkola

Deep generative models have recently achieved impressive performance in speech and music synthesis. However, compared to the generation of those domain-specific sounds, generating general sounds (such as siren, gunshots) has received less…

Audio and Speech Processing · Electrical Eng. & Systems 2021-10-07 Xubo Liu , Turab Iqbal , Jinzheng Zhao , Qiushi Huang , Mark D. Plumbley , Wenwu Wang

Generative Artificial Intelligence (AI) has rapidly become a powerful tool, capable of generating various types of data, such as images and text. However, despite the significant advancement of generative AI, time series generative AI…

Machine Learning · Computer Science 2025-07-01 Jaeyun Woo , Jiseok Lee , Brian Kenji Iwana

Simple analytically solvable models are proposed exhibiting 1/f spectrum in wide range of frequency. The signals of the models consist of pulses (point process) which interevent times fluctuate about some average value, obeying an…

Statistical Mechanics · Physics 2007-05-23 B. Kaulakys , T. Meskauskas

Noise synthesis is a promising solution for addressing the data shortage problem in data-driven low-light RAW image denoising. However, accurate noise synthesis methods often necessitate labor-intensive calibration and profiling procedures…

Image and Video Processing · Electrical Eng. & Systems 2025-05-02 Feiran Li , Haiyang Jiang , Daisuke Iso

The extraction of signals from noise is a common problem in all areas of science and engineering. A particularly useful version is that of forecasting: determining a causal filter that estimates a future value of a hidden process from past…

Optimization and Control · Mathematics 2026-02-02 Serhii Kryhin , Tatiana Mouzykantskii , Vivishek Sudhir

Biological systems are notoriously noisy. Noise, therefore, also plays an important role in many models of neural impulse generation. Noise is not only introduced for more realistic simulations but also to account for cooperative effects…

Neurons and Cognition · Quantitative Biology 2007-05-23 Martin Tobias Huber , Hans Albert Braun
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