相关论文: Lagged correlation-based deep learning for directi…

Many real-world complex systems, such as epidemic spreading networks and ecosystems, can be modeled as networked dynamical systems that produce multivariate time series. Learning the intrinsic dynamics from observational data is pivotal for…

Graph representation learning methods have been widely adopted in financial applications to enhance company representations by leveraging inter-firm relationships. However, current approaches face three key challenges: (1) The advantages of…

While deep feature learning has revolutionized techniques for static-image understanding, the same does not quite hold for video processing. Architectures and optimization techniques used for video are largely based off those for static…

Deep learning promises performant anomaly detection on time-variant datasets, but greatly suffers from low availability of suitable training datasets and frequently changing tasks. Deep transfer learning offers mitigation by letting…

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Time-series is ubiquitous across applications, such as transportation, finance and healthcare. Time-series is often influenced by external factors, especially in the form of asynchronous events, making forecasting difficult. However,…

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations,…

Predictive monitoring of business processes is a subfield of process mining that aims to predict, among other things, the characteristics of the next event or the sequence of next events. Although multiple approaches based on deep learning…

Nonlinear regression has been extensively employed in many computer vision problems (e.g., crowd counting, age estimation, affective computing). Under the umbrella of deep learning, two common solutions exist i) transforming nonlinear…

Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and…

It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…

A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time…

We address the problem of uncertainty quantification in time series forecasting by exploiting observations at correlated sequences. Relational deep learning methods leveraging graph representations are among the most effective tools for…

We introduce a method for learning the dynamics of complex nonlinear systems based on deep generative models over temporal segments of states and actions. Unlike dynamics models that operate over individual discrete timesteps, we learn the…

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine learning and in particular deep learning algorithms are the emerging approaches to data analysis. These techniques have transformed traditional data mining-based analysis radically into a learning-based model in which existing data…

Neural networks are widely used in machine learning and data mining. Typically, these networks need to be trained, implying the adjustment of weights (parameters) within the network based on the input data. In this work, we propose a novel…

Our work focuses on deep learning (DL) portfolio optimization, tackling challenges in long-only, multi-asset strategies across market cycles. We propose training models with limited regime data using pre-training techniques and leveraging…

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…