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Multivariate time series long-term prediction, which aims to predict the change of data in a long time, can provide references for decision-making. Although transformer-based models have made progress in this field, they usually do not make…

Machine Learning · Computer Science 2023-08-08 Chengqing Yu , Fei Wang , Zezhi Shao , Tao Sun , Lin Wu , Yongjun Xu

We introduce a HD DCC-HEAVY class of hierarchical-type factor models for high-dimensional covariance matrices, employing the realized measures built from higher-frequency data. The modelling approach features straightforward estimation and…

Econometrics · Economics 2024-07-17 Emilija Dzuverovic , Matteo Barigozzi

In this paper, we focus on exploiting the group structure for large-dimensional factor models, which captures the homogeneous effects of common factors on individuals within the same group. In view of the fact that datasets in…

Methodology · Statistics 2024-05-14 Yong He , Xiaoyang Ma , Xingheng Wang , Yalin Wang

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

We develop new approximation algorithms and data structures for representing and computing with multivariate functions using the functional tensor-train (FT), a continuous extension of the tensor-train (TT) decomposition. The FT represents…

Numerical Analysis · Mathematics 2018-12-13 Alex A. Gorodetsky , Sertac Karaman , Youssef M. Marzouk

A density functional theory (DFT) framework is presented that links functional derivatives of free-energy functionals to non-linear static density response functions in quantum many-body systems. Within this framework, explicit expressions…

Automatic Time Series Forecasting (TSF) model design which aims to help users to efficiently design suitable forecasting model for the given time series data scenarios, is a novel research topic to be urgently solved. In this paper, we…

Machine Learning · Computer Science 2022-03-29 Chunnan Wang , Xingyu Chen , Chengyue Wu , Hongzhi Wang

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where…

Machine Learning · Computer Science 2025-06-04 Zhiyuan Zhao , Haoxin Liu , Alexander Rodriguez , B. Aditya Prakash

Age-specific life-table death counts observed over time are examples of densities. Non-negativity and summability are constraints that sometimes require modifications of standard linear statistical methods. The centered log-ratio…

Methodology · Statistics 2025-10-28 Han Lin Shang , Steven Haberman

Dynamic multilayer networks are frequently used to describe the structure and temporal evolution of multiple relationships among common entities, with applications in fields such as sociology, economics, and neuroscience. However,…

Methodology · Statistics 2026-04-06 Runshi Tang , Runbing Zheng , Anru R. Zhang , Carey E. Priebe

Density-potential functional theory (DPFT) is an alternative formulation of orbital-free density functional theory that may be suitable for modeling the electronic structure of large systems. To date, DPFT has been applied mainly to quantum…

Materials Science · Physics 2023-04-21 Martin-Isbjörn Trappe , William C. Witt , Sergei Manzhos

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

Asynchronous Time Series is a multivariate time series where all the channels are observed asynchronously-independently, making the time series extremely sparse when aligning them. We often observe this effect in applications with complex…

Machine Learning · Computer Science 2022-08-25 Vijaya Krishna Yalavarthi , Johannes Burchert , Lars Schmidt-Thieme

Density-corrected density functional theory (DC-DFT) is enjoying substantial success in improving semilocal DFT calculations in a wide variety of chemical problems. This paper provides the formal theoretical framework and assumptions for…

Chemical Physics · Physics 2019-08-19 Stefan Vuckovic , Suhwan Song , John Kozlowski , Eunji Sim , Kieron Burke

Density functional theory (DFT) can run into serious difficulties with localized states in elements such as transition metals with occupied-d states and oxygen. In contrast, Hartree-Fock (HF) method can be a better approach for such…

Materials Science · Physics 2018-08-01 Hengxin Tan , Yuanchang Li , S. B. Zhang , Wenhui Duan

Unlike covalent two-dimensional (2D) materials like graphene, 2D metals have non-layered structures due to their non-directional, metallic bonding. While experiments on 2D metals are still scarce and challenging, density-functional theory…

Materials Science · Physics 2023-01-06 Kameyab Raza Abidi , Pekka Koskinen

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Machine Learning · Computer Science 2025-02-25 Ege Onur Taga , M. Emrullah Ildiz , Samet Oymak

We propose a novel framework for analyzing multivariate time series (MTS) data by integrating non-negative matrix factorization (NMF) with vector autoregression (VAR). Termed NMF-VAR, this method models the coefficient matrix of NMF as a…

Methodology · Statistics 2025-09-08 Kenichi Satoh

HfS is a tool to fit the hyperfine structure of spectral lines, with multiple velocity components. The HfS_nh3 procedures included in HfS fit simultaneously the hyperfine structure of the NH$_3$ (J,K)= (1,1) and (2,2) transitions, and…

Instrumentation and Methods for Astrophysics · Physics 2017-01-18 Robert Estalella

We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we…

Computational Physics · Physics 2015-12-23 Swarnava Ghosh , Phanish Suryanarayana