Related papers: Financial Time Series Analysis and Forecasting wit…

The effectiveness of Spatio-temporal Graph Neural Networks (STGNNs) in time-series applications is often limited by their dependence on fixed, hand-crafted input graph structures. Motivated by insights from the Topological Data Analysis…

Recent studies have actively employed persistent homology (PH), a topological data analysis technique, to analyze the topological information in time series data. Many successful studies have utilized graph representations of time series…

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Persistent homology (PH) is a recently developed theory in the field of algebraic topology to study shapes of datasets. It is an effective data analysis tool that is robust to noise and has been widely applied. We demonstrate a general…

Highly accurate different horizon-based wind speed forecasting facilitates a better modern power system. This paper proposed a novel astute hybrid wind speed forecasting model and applied it to different horizons. The proposed hybrid…

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of…

Accurate time series forecasting, predicting future values based on past data, is crucial for diverse industries. Many current time series methods decompose time series into multiple sub-series, applying different model architectures and…

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Time series analysis and prediction methods currently excel in quantitative analysis, offering accurate future predictions and diverse statistical indicators, but generally falling short in elucidating the underlying evolution patterns of…

Deep learning algorithms, especially Transformer-based models, have achieved significant performance by capturing long-range dependencies and historical information. However, the power of convolution has not been fully investigated.…

Stochastic volatility models are the backbone of financial engineering. We study both continuous time diffusions as well as discrete time models. We propose two novel approaches to estimating stochastic volatility diffusions, one using…

Existing data-driven methods rely on the extraction of static features from time series to approximate the material removal rate (MRR) of semiconductor manufacturing processes such as chemical mechanical polishing (CMP). However, this leads…

Monitoring of industrial processes is a critical capability in industry and in government to ensure reliability of production cycles, quick emergency response, and national security. Process monitoring allows users to gauge the progress of…

Many prediction problems across science and engineering, especially in finance and economics, involve large cross-sections of individual time series, where each unit (e.g., a loan, stock, or customer) is driven by unit-level features and…

The Bayesian Hurst-Kolmogorov (HK) method estimates the Hurst exponent of a time series more accurately than the age-old detrended fluctuation analysis (DFA), especially when the time series is short. However, this advantage comes at the…

Accurate, low-latency estimates of the instantaneous phase of oscillations are essential for closed-loop sensing and actuation, including (but not limited to) phase-locked neurostimulation and other real-time applications. The…

An emerging way to deal with high-dimensional non-euclidean data is to assume that the underlying structure can be captured by a graph. Recently, ideas have begun to emerge related to the analysis of time-varying graph signals. This work…

Financial time series forecasting in zero-shot settings is critical for investment decisions, especially during abrupt market regime shifts or in emerging markets with limited historical data. While Model-Agnostic Meta-Learning (MAML)…

Time Series Forecasting (TSF) is a widely researched topic with broad applications in weather forecasting, traffic control, and stock price prediction. Extreme values in time series often significantly impact human and natural systems, but…

In order to solve the problems such as difficult to extract effective features and low accuracy of sales volume prediction caused by complex relationships such as market sales volume in time series prediction, we proposed a time series…