Related papers: FlightKooba: A Fast Interpretable FTP Model
High-Frequency trading (HFT) environments are characterised by large volumes of limit order book (LOB) data, which is notoriously noisy and non-linear. Alpha decay represents a significant challenge, with traditional models such as DeepLOB…
The proliferation of edge devices has dramatically increased the generation of multivariate time-series (MVTS) data, essential for applications from healthcare to smart cities. Such data streams, however, are vulnerable to anomalies that…
Temporal distributional shifts, with underlying dynamics changing over time, frequently occur in real-world time series and pose a fundamental challenge for deep neural networks (DNNs). In this paper, we propose a novel deep sequence model…
Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…
The fast frequency support (FFS) towards frequency trajectory optimization provides a system view for the frequency regulation of wind farms (WFs). However, the existing frequency trajectory optimization-based FFS generally relies on the…
Despite the outstanding performance of deep learning models in clinical prediction tasks, explainability remains a significant challenge. Inspired by transformer architectures, we introduce the Temporal-Feature Cross Attention Mechanism…
Time-series prediction has drawn considerable attention during the past decades fueled by the emerging advances of deep learning methods. However, most neural network based methods lack interpretability and fail in extracting the hidden…
The differentiable shift-variant filtered backprojection (FBP) model enables the reconstruction of cone-beam computed tomography (CBCT) data for any non-circular trajectories. This method employs deep learning technique to estimate the…
Functional bilevel optimization (FBO) provides a powerful framework for hierarchical learning in function spaces, yet current methods are limited to static offline settings and perform suboptimally in online, non-stationary scenarios. We…
Existing local dynamic route planning algorithms, when directly applied to terrain following/terrain avoidance, or dynamic obstacle avoidance for large and medium-sized fixed-wing aircraft, fail to simultaneously meet the requirements of…
Koopman operator theory has found significant success in learning models of complex, real-world dynamical systems, enabling prediction and control. The greater interpretability and lower computational costs of these models, compared to…
We develop algorithms built around properties of the transfer operator and Koopman operator which 1) test for possible multiscale dynamics in a given dynamical system, 2) estimate the magnitude of the time-scale separation, and finally 3)…
Forecasting physical systems over long horizons from irregularly sampled observations demands models that are stable, computationally efficient, and free of fixed-timestep assumptions. We address this with a continuous-time Koopman…
Short-term prediction (nowcasting) of low-visibility and precipitation events is critical for aviation safety and operational efficiency. Current operational approaches rely on computationally intensive numerical weather prediction guidance…
Diffusion models excel at generating diverse and multimodal trajectories for robotic planning, yet their iterative denoising process introduces latency that is incompatible with high-frequency closed-loop control. To address this problem,…
With the development of Internet of Things (IoT) systems, precise long-term forecasting method is requisite for decision makers to evaluate current statuses and formulate future policies. Currently, Transformer and MLP are two paradigms for…
Existing video camouflaged object detection (VCOD) methods primarily rely on spatial appearances for motion perception. However, the high foreground-background similarity in VCOD limits the discriminability of such features (e.g. color and…
In this paper, we propose a novel algorithm for learning the Koopman operator of a dynamical system from a \textit{small} amount of training data. In many applications of data-driven modeling, e.g. biological network modeling,…
Trajectory prediction is a pivotal component of autonomous driving systems, enabling the application of accumulated movement experience to current scenarios. Although most existing methods concentrate on learning continuous representations…
We study the metastability properties of a simple prototypical bistable system using the formalism of the Koopman operator. Instead of studying noise-induced transitions by following the trajectories of the system, we track them by studying…