Related papers: Spatiotemporal ETAS model with a renewal main-shoc…
In this paper, we propose a novel bootstrap algorithm that is more efficient than existing methods for approximating the distribution of the factor-augmented regression estimator for a rotated parameter vector. The regression is augmented…
Mainshocks are often followed by increased earthquake activity (aftershocks). According to the Omori-Utsu law, the rate of aftershocks decays as a power law over time. While aftershocks typically occur in the vicinity of the mainshock,…
This paper defines and solves a mathematical model for finding robust periodic timetables by proposing an extension of the Periodic Event Scheduling Problem (PESP). In order to model delayed and not nominal travel times already in the…
Many evolutionary algorithms (EAs) take advantage of parallel evaluation of candidates. However, if evaluation times vary significantly, many worker nodes (i.e.,\ compute clients) are idle much of the time, waiting for the next generation…
In time-series analyses, particularly for finance, generalized autoregressive conditional heteroscedasticity (GARCH) models are widely applied statistical tools for modelling volatility clusters (i.e., periods of increased or decreased…
Test-time adaptation (TTA) intends to adapt the pretrained model to test distributions with only unlabeled test data streams. Most of the previous TTA methods have achieved great success on simple test data streams such as independently…
Time series forecasting uses historical data to predict future trends, leveraging the relationships between past observations and available features. In this paper, we propose RAFT, a retrieval-augmented time series forecasting method to…
Early Time Series Classification (ETSC) is critical in time-sensitive medical applications such as sepsis, yet it presents an inherent trade-off between accuracy and earliness. This trade-off arises from two core challenges: 1) models…
We introduce the Hawkes process with renewal immigration and make its statistical estimation possible with two Expectation Maximization (EM) algorithms. The standard Hawkes process introduces immigrant points via a Poisson process, and each…
Incorporating renewable energy sources (RESs) into manufacturing systems has been an active research area in order to address many challenges originating from the unpredictable nature of RESs such as photovoltaics.In the energy-aware…
Speculative Decoding is a prominent technique for accelerating the autoregressive inference of large language models (LLMs) by employing a fast draft model to propose candidate token sequences and a large target model to verify them in…
Here we focus on a basic statistical measure of earthquake catalogs that has not been studied before, the asymmetry of interevent time series (e.g., reflecting the tendency to have more aftershocks than spontaneous earthquakes). We define…
We consider an epidemic-type aftershock model (ETAS($F$)) for a large class of distributions $F$ determining the number of direct aftershocks. This class includes Poisson, Geometric, Negative Binomial distributions and many other. Assuming…
Continual learning is a fundamental challenge in artificial intelligence that requires networks to acquire new knowledge while preserving previously learned representations. Despite the success of various approaches, most existing paradigms…
Recent advances in local models for point processes have highlighted the need for flexible methodologies to account for the spatial heterogeneity of external covariates influencing process intensity. In this work, we introduce tessellated…
Time series data often contain latent temporal structure, transitions between locally stationary regimes, repeated motifs, and bursts of variability, that are rarely leveraged in standard representation learning pipelines. Existing models…
Issues in co-evolutionary population dynamics have long been studied via computationally intensive simulations of minimally simple agent-based models, known as Evolutionary Spatial Cyclic Games (ESCGs), involving multiple interacting…
Many time series in natural and social sciences can be seen as resulting from an interplay between exogenous influences and an endogenous organization. We use a simple (ETAS) model of events occurring sequentially, in which future events…
Intraoperative hypotension (IOH) poses significant surgical risks, but accurate prediction remains challenging due to patient-specific variability. While test-time adaptation (TTA) offers a promising approach for personalized prediction,…
Time series data play a critical role in various fields, including finance, healthcare, marketing, and engineering. A wide range of techniques (from classical statistical models to neural network-based approaches such as Long Short-Term…