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Motivated by the need for analysing large spatio-temporal panel data, we introduce a novel dimensionality reduction methodology for $n$-dimensional random fields observed across a number $S$ spatial locations and $T$ time periods. We call…

Methodology · Statistics 2023-12-06 Matteo Barigozzi , Davide La Vecchia , Hang Liu

Video temporal dynamics is conventionally modeled with 3D spatial-temporal kernel or its factorized version comprised of 2D spatial kernel and 1D temporal kernel. The modeling power, nevertheless, is limited by the fixed window size and…

Computer Vision and Pattern Recognition · Computer Science 2022-11-16 Fuchen Long , Zhaofan Qiu , Yingwei Pan , Ting Yao , Chong-Wah Ngo , Tao Mei

Atmospheric inverse modelling is a method for reconstructing historical fluxes of green-house gas between land and atmosphere, using observed atmospheric concentrations and an atmospheric tracer transport model. The small number of observed…

Applications · Statistics 2019-07-08 Unn Dahlen , Johan Linström , Marko Scholze

In this paper we construct the continuous Matrix Product State (MPS) representation of the vacuum of the field theory corresponding to the continuous limit of an Ising model. We do this by exploiting the observation made by Hastings and…

Statistical Mechanics · Physics 2022-09-22 Emanuele Tirrito , Neil J. Robinson , Maciej Lewenstein , Shi-Ju Ran , Luca Tagliacozzo

In this article, we propose a novel and general dimension-hopping MCMC methodology that can update all the parameters as well as the number of parameters simultaneously using simple deterministic transformations of some low-dimensional…

Computation · Statistics 2017-03-16 Moumita Das , Sourabh Bhattacharya

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

In this article we propose a novel MCMC method based on deterministic transformations T: X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to our new methodology as Transformation-based…

Computation · Statistics 2013-10-21 Somak Dutta , Sourabh Bhattacharya

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Machine Learning · Computer Science 2026-02-04 Huu Hiep Nguyen , Minh Hoang Nguyen , Dung Nguyen , Hung Le

We present a generalized temporal transfer matrix method (TTMM) for time-varying media that accurately captures wave dynamics in media operating at exceptional points (EPs). The method expands wave fields in the canonical basis of each…

Optics · Physics 2025-11-04 Neng Wang , Guo Ping Wang

Transit timing variation (TTV) provides rich information about the mass and orbital properties of exoplanets, which are often obtained by solving an inverse problem via Markov Chain Monte Carlo (MCMC). In this paper, we design a new…

Earth and Planetary Astrophysics · Physics 2024-09-10 Chen Chen , Lingkai Kong , Gongjie Li , Molei Tao

Many real-world ubiquitous applications, such as parking recommendations and air pollution monitoring, benefit significantly from accurate long-term spatio-temporal forecasting (LSTF). LSTF makes use of long-term dependency between spatial…

Machine Learning · Computer Science 2022-09-02 Wei Shao , Zhiling Jin , Shuo Wang , Yufan Kang , Xiao Xiao , Hamid Menouar , Zhaofeng Zhang , Junshan Zhang , Flora Salim

Time-frequency representation (TFR) allowing for mode reconstruction plays a significant role in interpreting and analyzing the nonstationary signal constituted of various modes. However, it is difficult for most previous methods to handle…

Signal Processing · Electrical Eng. & Systems 2021-09-01 Haijian Zhang , Guang Hua

A large-scale deployment of phasor measurement units (PMUs) that reveal the inherent physical laws of power systems from a data perspective enables an enhanced awareness of power system operation. However, the high-granularity and…

Signal Processing · Electrical Eng. & Systems 2022-07-26 Yuxuan Yuan , Yifei Guo , Kaveh Dehghanpour , Zhaoyu Wang , Yanchao Wang

Understanding the dynamic transition of motifs in temporal graphs is essential for revealing how graph structures evolve over time, identifying critical patterns, and predicting future behaviors, yet existing methods often focus on…

Databases · Computer Science 2025-08-19 Zhiyuan Zheng , Jianpeng Qi , Jiantao Li , Guoqing Chao , Junyu Dong , Yanwei Yu

Time series forecasting plays a pivotal role in critical sectors such as finance, energy, transportation, and meteorology. However, Long-term Time Series Forecasting (LTSF) remains a significant challenge because real-world signals contain…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Xiang Ao

Labeled continuous-time Markov chains (CTMCs) describe processes subject to random timing and partial observability. In applications such as runtime monitoring, we must incorporate past observations. The timing of these observations matters…

Logic in Computer Science · Computer Science 2024-01-30 Thom Badings , Matthias Volk , Sebastian Junges , Marielle Stoelinga , Nils Jansen

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

Detecting and analyzing complex patterns in multivariate time-series data is crucial for decision-making in urban and environmental system operations. However, challenges arise from the high dimensionality, intricate complexity, and…

Machine Learning · Computer Science 2024-12-25 Haowen Xu , Ali Boyaci , Jianming Lian , Aaron Wilson

Time series forecasting (TSF) has been a challenging research area, and various models have been developed to address this task. However, almost all these models are trained with numerical time series data, which is not as effectively…

Machine Learning · Computer Science 2023-03-01 Luoxiao Yang , Xinqi Fan , Zijun Zhang

Feature selection is a widely used dimension reduction technique to select feature subsets because of its interpretability. Many methods have been proposed and achieved good results, in which the relationships between adjacent data points…

Machine Learning · Computer Science 2020-06-01 Yan Min , Mao Ye , Liang Tian , Yulin Jian , Ce Zhu , Shangming Yang