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Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Density Functional Theory (DFT) is widely used for atomistic simulations. However, its reach stays limited due to several limitations such as lack of accurate exchange-correlation functional, requirement of costly O(N 3) diagonalization…

Quantum Physics · Physics 2026-05-18 Namrata Manglani , Samrit Kumar Maity , Shashank Sharma , Soham Phulare , Sanjay Wandhekar

A deep convolutional fuzzy system (DCFS) on a high-dimensional input space is a multi-layer connection of many low-dimensional fuzzy systems, where the input variables to the low-dimensional fuzzy systems are selected through a moving…

Statistical Finance · Quantitative Finance 2019-08-13 Li-Xin Wang

A robust multilevel functional data method is proposed to forecast age-specific mortality rate and life expectancy for two or more populations in developed countries with high-quality vital registration systems. It uses a robust multilevel…

Applications · Statistics 2016-09-27 Han Lin Shang

This paper studies high-dimensional curve time series with common stochastic trends. A dual functional factor model structure is adopted with a high-dimensional factor model for the observed curve time series and a low-dimensional factor…

Econometrics · Economics 2025-09-16 Degui Li , Yu-Ning Li , Peter C. B. Phillips

Imaginary-time time-dependent Density functional theory (it-TDDFT) has been proposed as an alternative method for obtaining the ground state within density functional theory (DFT) which avoids some of the difficulties with convergence…

Computational Physics · Physics 2021-11-09 John McFarland , Efstratios Manousakis

Time series forecasting has traditionally focused on univariate and multivariate numerical data, often overlooking the benefits of incorporating multimodal information, particularly textual data. In this paper, we propose a novel framework…

Artificial Intelligence · Computer Science 2025-01-14 Xin Zhou , Weiqing Wang , Shilin Qu , Zhiqiang Zhang , Christoph Bergmeir

A top-level designed forecasting system for predicting computational times of density-functional theory (DFT)/time-dependent density-functional theory (TDDFT) calculations is presented. The computational time is assumed as the intrinsic…

Computational Physics · Physics 2020-12-18 Shuo Ma , Yingjin Ma , Baohua Zhang , Yingqi Tian , Zhong Jin

Financial scenario simulation is essential for risk management and portfolio optimization, yet it remains challenging especially in high-dimensional and small data settings common in finance. We propose a diffusion factor model that…

Statistical Finance · Quantitative Finance 2026-01-13 Minshuo Chen , Renyuan Xu , Yumin Xu , Ruixun Zhang

Classical density functional theory (cDFT) provides a systematic approach to predict the structure and thermodynamic properties of chemical systems through the single-molecule density profiles. Whereas the statistical-mechanical framework…

Chemical Physics · Physics 2024-11-07 Jinni Yang , Runtong Pan , Jikai Sun , Jianzhong Wu

For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency in multivariate models, we introduce a method to Construct…

Machine Learning · Statistics 2026-02-06 Jiecheng Lu , Xu Han , Yan Sun , Shihao Yang

Modelling a large collection of functional time series arises in a broad spectral of real applications. Under such a scenario, not only the number of functional variables can be diverging with, or even larger than the number of temporally…

Statistics Theory · Mathematics 2021-09-01 Shaojun Guo , Xinghao Qiao

This paper gives a summary of basic concepts of density-functional theory (DFT) and its use in state-of-the-art computations of complex processes in condensed matter physics and materials science. In particular we discuss how microscopic…

Materials Science · Physics 2008-02-03 C. Ratsch , P. Ruggerone , M. Scheffler

As a universal quantum mechanical approach to the dynamical many-body problem, the time-dependent density functional theory (TDDFT) might be inadequate to describe crucial observables that rely on two-body evolution behavior, like the…

Computational Physics · Physics 2025-11-17 Jiong-Hang Liang , Yunfeng Xiong

This paper considers a structural-factor approach to modeling high-dimensional time series and space-time data by decomposing individual series into trend, seasonal, and irregular components. For ease in analyzing many time series, we…

Methodology · Statistics 2019-03-19 Zhaoxing Gao , Ruey S Tsay

The rise in data has led to the need for dimension reduction techniques, especially in the area of non-scalar variables, including time series, natural language processing, and computer vision. In this paper, we specifically investigate…

Machine Learning · Computer Science 2023-05-04 Aniruddha Rajendra Rao , Haiyan Wang , Chetan Gupta

This article advocates factorized and hybrid dimensional decompositions (FDD/HDD), as alternatives to analysis-of-variance dimensional decomposition (ADD), for second-moment statistical analysis of multivariate functions. New formulae…

Numerical Analysis · Mathematics 2013-10-28 Sharif Rahman

We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…

Statistics Theory · Mathematics 2013-05-10 Victor M. Panaretos , Shahin Tavakoli

Mortality forecasting plays a pivotal role in insurance and financial risk management of life insurers, pension funds, and social securities. Mortality data is usually high-dimensional in nature and favors factor model approaches to…

Applications · Statistics 2021-12-10 Lingyu He , Fei Huang , Yanrong Yang

Time series forecasting (TSF) is a central problem in time series analysis. However, as the number of channels in time series datasets scales to the thousands or more, a scenario we define as High-Dimensional Time Series Forecasting…

Machine Learning · Computer Science 2025-09-30 Juntong Ni , Shiyu Wang , Zewen Liu , Xiaoming Shi , Xinyue Zhong , Zhou Ye , Wei Jin
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