Related papers: ARMA Block: A CNN-Based Autoregressive and Moving …
Transformer-based models have significantly advanced time series forecasting. Recent work, like the Cross-Attention-only Time Series transformer (CATS), shows that removing self-attention can make the model more accurate and efficient.…
In this work, we introduce MOLA: a Multi-block Orthogonal Long short-term memory Autoencoder paradigm, to conduct accurate, reliable fault detection of industrial processes. To achieve this, MOLA effectively extracts dynamic orthogonal…
Recently, convolutional neural networks (CNNs) are the leading defacto method for crowd counting. However, when dealing with video datasets, CNN-based methods still process each video frame independently, thus ignoring the powerful temporal…
Modelling physical data with linear discrete time series, namely Fractionally Integrated Autoregressive Moving Average (ARFIMA), is a technique which achieved attention in recent years. However, these models are used mainly as a statistical…
This paper presents a comparative study of two Bayesian approaches - Markov Chain Monte Carlo (MCMC) and Approximate Bayesian Computation (ABC) - for estimating the parameters of autoregressive fractionally-integrated moving average…
Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements. When stationary processes are…
This paper derives a Minimum Message Length (MML) criterion for the model selection of the Autoregressive Moving Average (ARMA) time series model. The MML87 performances on the ARMA model compared with other well known model selection…
This paper proposes a wavelet-based method for analysing periodic autoregressive moving average (PARMA) time series. Even though Fourier analysis provides an effective method for analysing periodic time series, it requires the estimation of…
Threshold autoregressive moving-average (TARMA) models are popular in time series analysis due to their ability to parsimoniously describe several complex dynamical features. However, neither theory nor estimation methods are currently…
Human motion prediction is key to understand social environments, with direct applications in robotics, surveillance, etc. We present a simple yet effective pedestrian trajectory prediction model aimed at pedestrians positions prediction in…
We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each…
The increasing complexity of supply chains and the rising costs associated with defective or substandard goods (bad goods) highlight the urgent need for advanced predictive methodologies to mitigate risks and enhance operational efficiency.…
We study a minimal change to an observation-driven Bayesian Dirichlet ARMA (B--DARMA) for compositional time series: replace the raw additive log-ratio (ALR) residual in the moving-average block with a centered innovation that subtracts the…
Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…
Dynamic linear models (DLM) offer a very generic framework to analyse time series data. Many classical time series models can be formulated as DLMs, including ARMA models and standard multiple linear regression models. The models can be…
This paper proposes to use a rather new modelling approach in the realm of solar radiation forecasting. In this work, two forecasting models: Autoregressive Moving Average (ARMA) and Neural Network (NN) models are combined to form a model…
We propose a new model-based computer-aided diagnosis (CAD) system for tumor detection and classification (cancerous v.s. benign) in breast images. Specifically, we show that (x-ray, ultrasound and MRI) images can be accurately modeled by…
Long-horizon robotic manipulation remains challenging for reinforcement learning (RL) because sparse rewards provide limited guidance for credit assignment. Practical policy improvement thus relies on richer intermediate supervision, such…
Clinical time-series data are difficult to model with methods designed for regular sequences because they exhibit irregular sampling, frequent missing values, and heterogeneous observation patterns across variables. Existing approaches…
A class of continuous-time autoregressive moving average (CARMA) process driven by simple semi-Levy measure is defined and its properties are studied. We discuss some new insights on the structure of the semi-Levy measure which is described…