Related papers: Minimum Message Length Autoregressive Moving Avera…

Automated Machine Learning (AutoML) automatically builds machine learning (ML) models on data. The de facto standard for evaluating new AutoML frameworks for tabular data is the AutoML Benchmark (AMLB). AMLB proposed to evaluate AutoML…

Autoregressive models (ARMs) have become the workhorse for sequence generation tasks, since many problems can be modeled as next-token prediction. While there appears to be a natural ordering for text (i.e., left-to-right), for many data…

Two-dimensional (2-D) autoregressive moving average (ARMA) models are commonly applied to describe real-world image data, usually assuming Gaussian or symmetric noise. However, real-world data often present non-Gaussian signals, with…

We address the problem of defining early warning indicators of critical transition. To this purpose, we fit the relevant time series through a class of linear models, known as Auto-Regressive Moving-Average (ARMA(p,q)) models. We define two…

Vector autoregressive (VAR) processes are ubiquitously used in economics, finance, and biology. Order selection is an essential step in fitting VAR models. While many order selection methods exist, all come with weaknesses. Order selection…

We study the quadratic prediction error method -- i.e., nonlinear least squares -- for a class of time-varying parametric predictor models satisfying a certain identifiability condition. While this method is known to asymptotically achieve…

In linear regression, the least squares (LS) estimator has certain optimality properties if the errors are normally distributed. This assumption is often violated in practice, partly caused by data outliers. Robust estimators can cope with…

Typical LLM responses tend to follow a default style, even though users often have distinct preferences regarding tone, verbosity, and formality that they do not explicitly state in their prompts. Evaluating whether personalization methods…

This paper introduces a new method for model selection and more generally hyperparameter selection in machine learning. Minimum description length (MDL) is an established method for model selection, which is however not directly aimed at…

Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is to introduce measurement error into SAR models to separate…

Estimating hidden processes from non-linear noisy observations is particularly difficult when the parameters of these processes are not known. This paper adopts a machine learning approach to devise variational Bayesian inference for such…

One of the important and widely used classes of models for non-Gaussian time series is the generalized autoregressive model average models (GARMA), which specifies an ARMA structure for the conditional mean process of the underlying time…

The problem of estimating the parameters of a moving target in multiple-input multiple-output (MIMO) radar is considered and a new approach for estimating the moving target parameters by making use of the phase information associated with…

The identification of the lag length for vector autoregressive models by mean of Akaike Information Criterion (AIC), Partial Autoregressive and Correlation Matrices (PAM and PCM hereafter) is studied in the framework of processes with time…

This paper considers both the least squares and quasi-maximum likelihood estimation for the recently proposed scalable ARMA model, a parametric infinite-order vector AR model, and their asymptotic normality is also established. It makes…

The design of numerical tools to model the behavior of building materials is a challenging task. The crucial point is to save computational cost and maintain high accuracy of predictions. There are two main limitations on the time scale…

Linear time series modelling is dominated by the use of purely autoregressive models even though incorporating moving average components can greatly improve parsimony. We present a convex formulation for vector-ARMA system identification…

In this article, we consider the parameter estimation of regression model with pth order autoregressive (AR(p)) error term. We use the Maximum Lq-likelihood (MLq) estimation method that is proposed by Ferrari and Yang (2010a), as a robust…

Molecular communication (MC) implemented on Nano networks has extremely attractive characteristics in terms of energy efficiency, dependability, and robustness. Even though, the impact of incredibly slow molecule diffusion and high…

Hierarchical Reasoning Model (HRM) is a novel approach using two small neural networks recursing at different frequencies. This biologically inspired method beats Large Language models (LLMs) on hard puzzle tasks such as Sudoku, Maze, and…