Related papers: ARMA Cell: A Modular and Effective Approach for Ne…
Typical methods for supervised sequence modeling are built upon the recurrent neural networks to capture temporal dependencies. One potential limitation of these methods is that they only model explicitly information interactions between…
We introduce AiM, an autoregressive (AR) image generative model based on Mamba architecture. AiM employs Mamba, a novel state-space model characterized by its exceptional performance for long-sequence modeling with linear time complexity,…
Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…
Multivariate network time series are ubiquitous in modern systems, yet existing network autoregressive models typically treat nodes as scalar processes, ignoring cross-variable spillovers. To capture these complex interactions without the…
Structural equation models (SEMs) and vector autoregressive models (VARMs) are two broad families of approaches that have been shown useful in effective brain connectivity studies. While VARMs postulate that a given region of interest in…
Alzheimer's disease (AD) is known as one of the major causes of dementia and is characterized by slow progression over several years, with no treatments or available medicines. In this regard, there have been efforts to identify the risk of…
Recurrent Neural Networks (RNN) have obtained excellent result in many natural language processing (NLP) tasks. However, understanding and interpreting the source of this success remains a challenge. In this paper, we propose Recurrent…
Accelerating the data acquisition of dynamic magnetic resonance imaging (MRI) leads to a challenging ill-posed inverse problem, which has received great interest from both the signal processing and machine learning community over the last…
This paper proposes an autoregressive (AR) model for sequences of graphs, which generalises traditional AR models. A first novelty consists in formalising the AR model for a very general family of graphs, characterised by a variable…
The space time autoregressive model has been widely applied in science, in areas such as economics, public finance, political science, agricultural economics, environmental studies and transportation analyses. The classical space time…
Linear processes on functional spaces were born about fifteen years ago. And this original topic went through the same fast development as the other areas of functional data modeling such as PCA or regression. They aim at generalizing to…
This paper introduces a concept of layer aggregation to describe how information from previous layers can be reused to better extract features at the current layer. While DenseNet is a typical example of the layer aggregation mechanism, its…
Analysis of time-series data allows to identify long-term trends and make predictions that can help to improve our lives. With the rapid development of artificial neural networks, long short-term memory (LSTM) recurrent neural network (RNN)…
Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…
Clinical medical data, especially in the intensive care unit (ICU), consist of multivariate time series of observations. For each patient visit (or episode), sensor data and lab test results are recorded in the patient's Electronic Health…
In this paper, we propose a novel variable selection approach in the framework of sparse high-dimensional GLARMA models. It consists in combining the estimation of the autoregressive moving average (ARMA) coefficients of these models with…
Stephen Wolfram proclaimed in his 2003 seminal work "A New Kind Of Science" that simple recursive programs in the form of Cellular Automata (CA) are a promising approach to replace currently used mathematical formalizations, e.g.…
The vector autoregressive (VAR) model has been used to describe the dependence within and across multiple time series. This is a model for stationary time series which can be extended to allow the presence of a deterministic trend in each…
This paper proposes the quantile unit-log-symmetric autoregressive moving average (QULS--ARMA) model for bounded time series on the open unit interval $(0,1)$. The model extends the unit-log-symmetric family by introducing a quantile-based…
A wide range of approaches for batch processes monitoring can be found in the literature. This kind of process generates a very peculiar data structure, in which successive measurements of many process variables in each batch run are…