相关论文: Spatiotemporal ETAS model with a renewal main-shoc…

Embodied foundation models are crucial for Artificial Intelligence (AI) interacting with the physical world by integrating multi-modal inputs, such as proprioception, vision and language, to understand human intentions and generate actions…

This paper presents $\textbf{CAPS}$ (Clock-weighted Aggregation with Prefix-products and Softmax), a structured attention mechanism for time series forecasting that decouples three distinct temporal structures: global trends, local shocks,…

Physically accurate and mathematically tractable models are presented to characterize scattering and reflection properties of reconfigurable intelligent surfaces (RISs). We take continuous and discrete strategies to model a single patch and…

A new semi-parametric Expected Shortfall (ES) estimation and forecasting framework is proposed. The proposed approach is based on a two-step estimation procedure. The first step involves the estimation of Value-at-Risk (VaR) at different…

Active Test-Time Adaptation (ATTA) improves model robustness under domain shift by selectively querying human annotations at deployment, but existing methods use heuristic uncertainty measures and suffer from low data selection efficiency,…

We investigate different emergent dynamics namely oscillation quenching and revival of oscillation in a global network of identical oscillators coupled with diffusive (positive) delay coupling as it is perturbed by symmetry breaking…

Hawkes processes are point processes with self-exciting and clustering properties that are popular in applications. In recent years, renewal Hawkes processes have gained attention, due to their versatility such as the capability of…

We present a new algorithm for detecting transiting extrasolar planets in time-series photometry. The Quasiperiodic Automated Transit Search (QATS) algorithm relaxes the usual assumption of strictly periodic transits by permitting a…

We propose a new method to analyze seismic time series and estimate the arrival-times of seismic waves. Our approach combines two ingredients: the times series are first lifted into a high-dimensional space using time-delay embedding; the…

Time-series modeling in process industries faces the challenge of dealing with complex, multi-faceted, and evolving data characteristics. Conventional single model approaches often struggle to capture the interplay of diverse dynamics,…

This paper presents a novel procedure for energy management system (EMS) that can utilize the flexibility in transmission network in a practical way. With the proposed enhanced EMS procedure, the reliability benefits that are provided by…

We propose a new class of financial volatility models, called the REcurrent Conditional Heteroskedastic (RECH) models, to improve both in-sample analysis and out-ofsample forecasting of the traditional conditional heteroskedastic models. In…

This paper introduces a spatiotemporal exponential generalised autoregressive conditional heteroscedasticity (spatiotemporal E-GARCH) model, extending traditional spatiotemporal GARCH models by incorporating asymmetric volatility…

The paper introduces a novel topological method for prediction and modeling for a nonlinear time--series that exhibit recurring patterns. According to the model, global manifold of the reconstructed state--space can be approximated by a few…

Wild Test-Time Adaptation (WTTA) is proposed to adapt a source model to unseen domains under extreme data scarcity and multiple shifts. Previous approaches mainly focused on sample selection strategies, while overlooking the fundamental…

Non-terminal events can represent a meaningful change in a patient's life. Thus, better understanding and predicting their occurrence can bring valuable information to individuals. In a context where longitudinal markers could inform these…

Physics-based and statistic-based models for describing seismic occurrence are two sides of the same coin. In this article we compare the temporal organization of events obtained in a spring-block model for the seismic fault with the one…

Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse,…

The empirical Bath's law states that the average difference in magnitude between a mainshock and its largest aftershock is 1.2, regardless of the mainshock magnitude. Following Vere-Jones [1969] and Console et al. [2003], we show that the…

Since distribution shifts are likely to occur during test-time and can drastically decrease the model's performance, online test-time adaptation (TTA) continues to update the model after deployment, leveraging the current test data.…