Related papers: Edge-indexed network time series with graph Ornste…

The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive L\'evy drivers - understood as abrupt thermalization of the…

We prove that any Markov chain that performs local, reversible updates on randomly chosen vertices of a bounded-degree graph necessarily has mixing time at least $\Omega(n\log n)$, where $n$ is the number of vertices. Our bound applies to…

The purpose of this article is a set-indexed extension of the well-known Ornstein-Uhlenbeck process. The first part is devoted to a stationary definition of the random field and ends up with the proof of a complete characterization by its…

Network time series are becoming increasingly important across many areas in science and medicine and are often characterised by a known or inferred underlying network structure, which can be exploited to make sense of dynamic phenomena…

Neural networks with physics based inductive biases such as Lagrangian neural networks (LNN), and Hamiltonian neural networks (HNN) learn the dynamics of physical systems by encoding strong inductive biases. Alternatively, Neural ODEs with…

We develop online graph learning algorithms from streaming network data. Our goal is to track the (possibly) time-varying network topology, and effect memory and computational savings by processing the data on-the-fly as they are acquired.…

We investigate the problem of estimating the drift parameter of a high-dimensional L\'evy-driven Ornstein--Uhlenbeck process under sparsity constraints. It is shown that both Lasso and Slope estimators achieve the minimax optimal rate of…

Time series and signals are attracting more attention across statistics, machine learning and pattern recognition as it appears widely in the industry especially in sensor and IoT related research and applications, but few advances has been…

Dealing with missing values and incomplete time series is a labor-intensive, tedious, inevitable task when handling data coming from real-world applications. Effective spatio-temporal representations would allow imputation methods to…

Recently, graph neural networks have been gaining a lot of attention to simulate dynamical systems due to their inductive nature leading to zero-shot generalizability. Similarly, physics-informed inductive biases in deep-learning frameworks…

Recent studies have shown that the majority of today's internet traffic is related to Peer to Peer (P2P) traffic. The study of bandwidth in P2P networks is very important. Because it helps us in more efficient capacity planning and QoS…

This paper presents a new prediction model for time series data by integrating a time-varying Geometric Brownian Motion model with a pricing mechanism used in financial engineering. Typical time series models such as Auto-Regressive…

With the acceleration of urbanization, intelligent transportation systems have an increasing demand for accurate traffic flow prediction. This paper proposes a novel Graph Enhanced Spatio-temporal Hierarchical Inference Network (GEnSHIN) to…

We consider the parametric estimation of the Ornstein-Uhlenbeck process driven by a non-Gaussian $\alpha$-stable L\'{e}vy process with the stable index $\alpha>1$ and possibly skewed jumps, based on a discrete-time sample over a fixed…

Motivated by empirical evidence from the joint behavior of realized volatility time series, we propose to model the joint dynamics of log-volatilities using a multivariate fractional Ornstein-Uhlenbeck process. This model is a multivariate…

We consider the class of all stationary Gaussian process with explicit parametric spectral density. Under some conditions on the autocovariance function, we defined a GMM estimator that satisfies consistency and asymptotic normality, using…

Deep learning-based models have recently outperformed state-of-the-art seasonal forecasting models, such as for predicting El Ni\~no-Southern Oscillation (ENSO). However, current deep learning models are based on convolutional neural…

Graph Neural Networks (GNNs) are becoming central in the study of time series, coupled with existing algorithms as Temporal Convolutional Networks and Recurrent Neural Networks. In this paper, we see time series themselves as directed…

Recent work on predicting patient outcomes in the Intensive Care Unit (ICU) has focused heavily on the physiological time series data, largely ignoring sparse data such as diagnoses and medications. When they are included, they are usually…

This paper addresses the challenges of fault prediction and delayed response in distributed systems by proposing an intelligent prediction method based on temporal feature learning. The method takes multi-dimensional performance metric…