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In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

In a wireless network, the efficiency of scheduling algorithms over time-varying channels depends heavily on the accuracy of the Channel State Information (CSI), which is usually quite ``costly'' in terms of consuming network resources.…

Networking and Internet Architecture · Computer Science 2014-04-01 Wenzhuo Ouyang , Atilla Eryilmaz , Ness B. Shroff

In this paper, we study the finite-sample statistical rates of distributional temporal difference (TD) learning with linear function approximation. The purpose of distributional TD learning is to estimate the return distribution of a…

Machine Learning · Statistics 2025-11-18 Kaicheng Jin , Yang Peng , Jiansheng Yang , Zhihua Zhang

In artificial neural networks, weights are a static representation of synapses. However, synapses are not static, they have their own interacting dynamics over time. To instill weights with interacting dynamics, we use a model describing…

Neural and Evolutionary Computing · Computer Science 2023-01-11 Adam Kohan , Ed Rietman , Hava Siegelmann

Multi-step temporal-difference (TD) learning, where the update targets contain information from multiple time steps ahead, is one of the most popular forms of TD learning for linear function approximation. The reason is that multi-step…

Artificial Intelligence · Computer Science 2016-08-19 Harm van Seijen

We introduce a new version of dynamic time warping for samples of observed event times that are modeled as time-warped intensity processes. Our approach is devel- oped within a framework where for each experimental unit or subject in a…

Methodology · Statistics 2012-11-07 Ana Arribas-Gil , Hans-Georg Müller

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

In a resource-constrained Wireless Sensor Networks (WSNs), the optimization of the sampling and the transmission rates of each individual node is a crucial issue. A high volume of redundant data transmitted through the network will result…

Networking and Internet Architecture · Computer Science 2019-04-16 Gaby Bou Tayeh , Abdallah Makhoul , Charith Perera , Jacques Demerjian

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

Electromagnetic wave-based analogue computing has become an interesting computing paradigm demonstrating the potential for high-throughput, low power, and parallel operations. In this work, we propose a technique for the calculation of…

Optics · Physics 2023-10-16 Ross Glyn MacDonald , Alex Yakovlev , Victor Pacheco-Peña

Multi Task Learning (MTL) efficiently leverages useful information contained in multiple related tasks to help improve the generalization performance of all tasks. This article conducts a large dimensional analysis of a simple but, as we…

Machine Learning · Statistics 2020-09-04 Malik Tiomoko , Romain Couillet , Hafiz Tiomoko

Traffic forecasting has emerged as a core component of intelligent transportation systems. However, timely accurate traffic forecasting, especially long-term forecasting, still remains an open challenge due to the highly nonlinear and…

Signal Processing · Electrical Eng. & Systems 2021-03-30 Mingxing Xu , Wenrui Dai , Chunmiao Liu , Xing Gao , Weiyao Lin , Guo-Jun Qi , Hongkai Xiong

In a spoken dialogue system, dialogue state tracker (DST) components track the state of the conversation by updating a distribution of values associated with each of the slots being tracked for the current user turn, using the interactions…

Computation and Language · Computer Science 2019-07-29 Rylan Conway , Lambert Mathias

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Xudong Wang , Lijun Sun

Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…

Machine Learning · Computer Science 2024-03-25 Yakun Chen , Kaize Shi , Zhangkai Wu , Juan Chen , Xianzhi Wang , Julian McAuley , Guandong Xu , Shui Yu

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos

Self-supervised sequential recommendation significantly improves recommendation performance by maximizing mutual information with well-designed data augmentations. However, the mutual information estimation is based on the calculation of…

Machine Learning · Computer Science 2023-06-21 Ziwei Fan , Zhiwei Liu , Hao Peng , Philip S Yu

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…

Machine Learning · Statistics 2022-11-02 Titouan Vayer , Romain Tavenard , Laetitia Chapel , Nicolas Courty , Rémi Flamary , Yann Soullard

Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Machine Learning · Computer Science 2026-03-04 Yunxiang Li , Mark Schmidt , Reza Babanezhad , Sharan Vaswani

Space-time modulated metasurfaces (STMMs) are a recently proposed generalization of reconfigurable intelligent surfaces, which include a proper time-varying phase at the metasurface elements, enabling higher flexibility and control of the…

Signal Processing · Electrical Eng. & Systems 2023-06-02 Marouan Mizmizi , Dario Tagliaferri , Marco Di Renzo , Umberto Spagnolini