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Time series anomaly detection (TSAD) plays an important role in many domains such as finance, transportation, and healthcare. With the ongoing instrumentation of reality, more time series data will be available, leading also to growing…

Autoregressive moving average and generalized autoregressive moving average are often used in statistical modeling. This study uses this method because the method uses data from the previous period to model the data for the current period.…

Graphs have become a crucial way to represent large, complex and often temporal datasets across a wide range of scientific disciplines. However, when graphs are used as input to machine learning models, this rich temporal information is…

Anomaly detection plays a critical role in Autonomous Vehicles (AVs) by identifying unusual behaviors through perception systems that could compromise safety and lead to hazardous situations. Current approaches, which often rely on…

Many training data attribution (TDA) methods aim to estimate how a model's behavior would change if one or more data points were removed from the training set. Methods based on implicit differentiation, such as influence functions, can be…

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Expectiles define the only law-invariant, coherent and elicitable risk measure apart from the expectation. The popularity of expectile-based risk measures is steadily growing and their properties have been studied for independent data, but…

Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…

Real-world machine learning deployments are characterized by mismatches between the source (training) and target (test) distributions that may cause performance drops. In this work, we investigate methods for predicting the target domain…

We revisit the index leverage effect, that can be decomposed into a volatility effect and a correlation effect. We investigate the latter using a matrix regression analysis, that we call `Principal Regression Analysis' (PRA) and for which…

Rare earth elements (REEs) are critical to a wide range of clean and high-tech applications, yet global trade dependencies expose countries to vulnerabilities across production networks. Here, we construct a multi-tiered input-output trade…

Time series of matrix-valued data are increasingly available in various areas including economics, finance, social science, among others. These data may shed light on the inter-dynamical relationships between two sets of attributes, for…

We present a detailed study of the performance of a trading rule that uses moving average of past returns to predict future returns on stock indexes. Our main goal is to link performance and the stochastic process of the traded asset. Our…

International trade fluxes evolve as countries revise their portfolios of trade products towards economic development. Accordingly products' shares in international trade vary with time, reflecting the transfer of capital between distinct…

Accurate prediction of financial time series is a key concern for market economy makers and investors. The article selects online store sales and Australian beer sales as representatives of non-stationary, trending, and seasonal financial…

A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…

We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms by which the evolutions of the various…

Dynamic inference problems in autoregressive (AR/ARMA/ARIMA), exponential smoothing, and navigation are often formulated and solved using state-space models (SSM), which allow a range of statistical distributions to inform innovations and…

Predicting the behavior of a wireless link in terms of, e.g., the frame delivery ratio, is a critical task for optimizing the performance of wireless industrial communication systems. This is because industrial applications are typically…

Understanding product attributes plays an important role in improving online shopping experience for customers and serves as an integral part for constructing a product knowledge graph. Most existing methods focus on attribute extraction…