相关论文: 2-D Rayleigh Autoregressive Moving Average Model f…

Autoregressive (AR) image generation has recently emerged as a powerful paradigm for image synthesis. Leveraging the generation principle of large language models, they allow for efficiently generating deceptively real-looking images,…

Modelling physical data with linear discrete time series, namely Fractionally Integrated Autoregressive Moving Average (ARFIMA), is a technique which achieved attention in recent years. However, these models are used mainly as a statistical…

This paper proposes to use a rather new modelling approach in the realm of solar radiation forecasting. In this work, two forecasting models: Autoregressive Moving Average (ARMA) and Neural Network (NN) models are combined to form a model…

Time series in natural sciences, such as hydrology and climatology, and other environmental applications, often consist of continuous observations constrained to the unit interval (0,1). Traditional Gaussian-based models fail to capture…

Time series of counts occurring in various applications are often overdispersed, meaning their variance is much larger than the mean. This paper proposes a novel variable selection approach for processing such data. Our approach consists in…

Continuous-time autoregressive and moving average (CARMA) models are extensively used to model high-frequency and irregularly sampled data. We study Whittle estimation for the model parameters when the process is observed at renewal times.…

Autoregressive models use chain rule to define a joint probability distribution as a product of conditionals. These conditionals need to be normalized, imposing constraints on the functional families that can be used. To increase…

We consider the problem of estimating a signal from noisy circularly-translated versions of itself, called multireference alignment (MRA). One natural approach to MRA could be to estimate the shifts of the observations first, and infer the…

Estimating the gradients for binary variables is a task that arises frequently in various domains, such as training discrete latent variable models. What has been commonly used is a REINFORCE based Monte Carlo estimation method that uses…

We derive a closed-form expression for the finite predictor coefficients of multivariate ARMA (autoregressive moving-average) processes. The expression is given in terms of several explicit matrices that are of fixed sizes independent of…

The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies of multivariate time series data, where the assumption of stationarity is important, but it is not always guaranteed in practice. One way…

Providing forecasts for ultra-long time series plays a vital role in various activities, such as investment decisions, industrial production arrangements, and farm management. This paper develops a novel distributed forecasting framework to…

This technical report describes the derivation of the asymptotic eigenvalue distribution for causal 2D-AR models under an upscaling scenario. Specifically, it tackles the analytical derivation of the asymptotic eigenvalue distribution of…

AutoRegressive (AR) models have made notable progress in image generation, with Masked AutoRegressive (MAR) models gaining attention for their efficient parallel decoding. However, MAR models have traditionally underperformed when compared…

The ability of widely distributed radar systems to capture diverse spatial scattering properties substantially improves radar imaging performance. Traditional imaging methods leverage regularized optimization techniques to reconstruct…

Complex time series models such as (the sum of) ARMA$(p,q)$ models with additional noise, random walks, rounding errors and/or drifts are increasingly used for data analysis in fields such as biology, ecology, engineering and economics…

Existing models for high-dimensional time series are overwhelmingly developed within the finite-order vector autoregressive (VAR) framework. However, the more flexible vector autoregressive moving averages (VARMA) have been much less…

A new likelihood based AR approximation is given for ARMA models. The usual algorithms for the computation of the likelihood of an ARMA model require $O(n)$ flops per function evaluation. Using our new approximation, an algorithm is…

Multireference alignment (MRA) problem is to estimate an underlying signal from a large number of noisy circularly-shifted observations. The existing methods are always proposed under the hypothesis of a single Gaussian noise. However, the…

Given the scarcity of anomalies in real-world applications, the majority of literature has been focusing on modeling normality. The learned representations enable anomaly detection as the normality model is trained to capture certain key…