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This paper concerns sequential computation of risk measures for financial data and asks how, given a risk measurement procedure, we can tell whether the answers it produces are `correct'. We draw the distinction between `external' and…

风险管理 · 定量金融 2015-11-20 Mark H. A. Davis

Temporal alignment is an inherent task in most applications dealing with videos: action recognition, motion transfer, virtual trainers, rehabilitation, etc. In this paper we dive into the understanding of this task from a geometric point of…

微分几何 · 数学 2023-03-28 Alice Barbara Tumpach , Peter Kán

The human action classification task is a widely researched topic and is still an open problem. Many state-of-the-arts approaches involve the usage of bag-of-video-words with spatio-temporal local features to construct characterizations for…

计算机视觉与模式识别 · 计算机科学 2016-10-18 Aznul Qalid Md Sabri , Jacques Boonaert , Erma Rahayu Mohd Faizal Abdullah , Ali Mohammed Mansoor

The abundance of fine-grained spatio-temporal data, such as traffic sensor networks, offers vast opportunities for scientific discovery. However, inferring causal relationships from such observational data remains challenging, particularly…

机器学习 · 统计学 2025-12-01 Xintong Li , Haoran Zhang , Xiao Zhou

Credible causal effect estimation requires treated subjects and controls to be otherwise similar. In observational settings, such as analysis of electronic health records, this is not guaranteed. Investigators must balance background…

统计方法学 · 统计学 2024-07-11 Lauren D. Liao , Samuel D. Pimentel

Causal discovery from time series is critical for many real-world applications, such as tracing the root causes of anomalies. Existing approaches typically rely on dataset-specific optimization, making it difficult to transfer their causal…

机器学习 · 计算机科学 2026-05-27 Biao Ouyang , Tengxue Zhang , Zhihao Zhuang , Yang Shu , Chenjuan Guo , Bin Yang

Understanding causality is challenging and often complicated by changing causal relationships over time and across environments. Climate patterns, for example, shift over time with recurring seasonal trends, while also depending on…

机器学习 · 计算机科学 2025-01-20 Sarah Mameche , Lénaïg Cornanguer , Urmi Ninad , Jilles Vreeken

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

物理与社会 · 物理学 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Background: Although cardio-respiratory (CR) system is generally controlled by the autonomic nervous system, interactions between the cortex and these primary functions are receiving an increasing interest in neurosciences. New method: In…

神经元与认知 · 定量生物学 2018-10-15 Fanny Grosselin , Xavier Navarro-Sune , Mathieu Raux , Thomas Similowski , Mario Chavez

Using observational data to learn causal relationships is essential when randomized experiments are not possible, such as in healthcare. Discovering causal relationships in time-series health data is even more challenging when relationships…

人工智能 · 计算机科学 2023-05-08 Bharat Srikishan , Samantha Kleinberg

Classical machine learning techniques often struggle with overfitting and unreliable predictions when exposed to novel conditions. Introducing causality into the modelling process offers a promising way to mitigate these challenges by…

计算工程、金融与科学 · 计算机科学 2025-05-28 David Zapata Gonzalez , Marcel Meyer , Oliver Mueller

Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is…

机器学习 · 计算机科学 2023-08-04 Chang Gong , Di Yao , Chuzhe Zhang , Wenbin Li , Jingping Bi

Understanding temporal dynamics in medical imaging is crucial for applications such as disease progression modeling, treatment planning and anatomical development tracking. However, most deep learning methods either consider only single…

计算机视觉与模式识别 · 计算机科学 2025-09-01 Nico Albert Disch , Yannick Kirchhoff , Robin Peretzke , Maximilian Rokuss , Saikat Roy , Constantin Ulrich , David Zimmerer , Klaus Maier-Hein

We explore the applicability of the causal analysis based on temporally shifted (lagged) Pearson correlation applied to diverse time series of different natures in context of the problem of financial market prediction. Theoretical…

统计金融 · 定量金融 2022-04-28 Anton Kolonin , Ali Raheman , Mukul Vishwas , Ikram Ansari , Juan Pinzon , Alice Ho

Evaluating models fit to data with internal spatial structure requires specific cross-validation (CV) approaches, because randomly selecting assessment data may produce assessment sets that are not truly independent of data used to train…

统计计算 · 统计学 2023-03-14 Michael J Mahoney , Lucas K Johnson , Julia Silge , Hannah Frick , Max Kuhn , Colin M Beier

The present study explores the intricacies of causal relationship extraction, a vital component in the pursuit of causality knowledge. Causality is frequently intertwined with temporal elements, as the progression from cause to effect is…

计算与语言 · 计算机科学 2023-04-24 Xiaosong Yuan , Ke Chen , Wanli Zuo , Yijia Zhang

Pulmonary embolism (PE) and deep vein thrombosis (DVT) are gathered in venous thromboembolism (VTE) and represent the third cause of cardiovascular diseases. Recent studies suggest that meteorological parameters as atmospheric pressure,…

Regression discontinuity (RD) is a widely used quasi-experimental design for causal inference. In the standard RD, the assignment to treatment is determined by a continuous pretreatment variable (i.e., running variable) falling above or…

统计方法学 · 统计学 2020-06-23 Fan Li , Andrea Mercatanti , Taneli Makinen , Andrea Silvestrini

Time series classification (TSC) of biological signals has progressed from handcrafted, modality-specific approaches to deep architectures capable of representing the diverse waveform structures of underlying physiological processes (i.e.,…

In recent years, medical information technology has made it possible for electronic health record (EHR) to store fairly complete clinical data. This has brought health care into the era of "big data". However, medical data are often sparse…

机器学习 · 计算机科学 2023-06-06 Weizhi Nie , Yuhe Yu , Chen Zhang , Dan Song , Lina Zhao , Yunpeng Bai