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相关论文: Application of time-series quantum generative mode…

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We consider an extension of Discrete Time Markov Chain queueing model to the quantum domain by use of Discrete Time Quantum Markov Chain. We introduce methods for numerical analysis of such models. Using this tools we show that quantum…

量子物理 · 物理学 2013-06-26 Piotr Gawron , Dariusz Kurzyk , Zbigniew Puchała

The use of a hypothetical generative model was been suggested for causal analysis of observational data. The very assumption of a particular model is a commitment to a certain set of variables and therefore to a certain set of possible…

人工智能 · 计算机科学 2023-06-09 Nimrod Megiddo

The transduction of sequence has been mostly done by recurrent networks, which are computationally demanding and often underestimate uncertainty severely. We propose a computationally efficient attention-based network combined with the…

机器学习 · 计算机科学 2021-02-11 Kuilin Chen , Chi-Guhn Lee

Multivariate time series prediction has attracted a lot of attention because of its wide applications such as intelligence transportation, AIOps. Generative models have achieved impressive results in time series modeling because they can…

机器学习 · 计算机科学 2021-06-21 Tijin Yan , Hongwei Zhang , Tong Zhou , Yufeng Zhan , Yuanqing Xia

Data scarcity and confidentiality in finance often impede model development and robust testing. This paper presents a unified multi-criteria evaluation framework for synthetic financial data and applies it to three representative generative…

机器学习 · 计算机科学 2025-12-29 Christophe D. Hounwanou , Yae Ulrich Gaba , Pierre Ntakirutimana

The use of machine learning to generate synthetic data has grown in popularity with the proliferation of text-to-image models and especially large language models. The core methodology these models use is to learn the distribution of the…

统计金融 · 定量金融 2023-11-28 Ruslan Tepelyan , Achintya Gopal

Quantum machine learning consists in taking advantage of quantum computations to generate classical data. A potential application of quantum machine learning is to harness the power of quantum computers for generating classical data, a…

Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian.…

数据分析、统计与概率 · 物理学 2017-01-04 A. Kumar , A. Wyłomańska , R. Połoczański , S. Sundar

Machine learning has emerged recently as a powerful tool for predicting properties of quantum many-body systems. For many ground states of gapped Hamiltonians, generative models can learn from measurements of a single quantum state to…

量子物理 · 物理学 2024-03-05 Haoxiang Wang , Maurice Weber , Josh Izaac , Cedric Yen-Yu Lin

Many recent advancements in quantum computing leverage strong drives on nonlinear systems for state preparation, signal amplification, or gate operation. However, the interplay within such strongly driven system introduces multi-scale…

量子物理 · 物理学 2024-08-02 Leon Bello , Wentao Fan , Aditya Gandotra , Hakan E. Türeci

Going beyond correlations, the understanding and identification of causal relationships in observational time series, an important subfield of Causal Discovery, poses a major challenge. The lack of access to a well-defined ground truth for…

机器学习 · 统计学 2021-04-19 Andrew R. Lawrence , Marcus Kaiser , Rui Sampaio , Maksim Sipos

The problem of missing values in multivariable time series is a key challenge in many applications such as clinical data mining. Although many imputation methods show their effectiveness in many applications, few of them are designed to…

机器学习 · 计算机科学 2020-03-04 Ye Xue , Diego Klabjan , Yuan Luo

Motivated by the application to German interest rates, we propose a timevarying autoregressive model for short and long term prediction of time series that exhibit a temporary non-stationary behavior but are assumed to mean revert in the…

统计方法学 · 统计学 2021-02-23 Christoph Berninger , Almond Stöcker , David Rügamer

Despite its practical significance, generating realistic synthetic financial time series is challenging due to statistical properties known as stylized facts, such as fat tails, volatility clustering, and seasonality patterns. Various…

计算金融 · 定量金融 2024-10-25 Tomonori Takahashi , Takayuki Mizuno

Time series prediction aims to predict future values to help stakeholders make proper strategic decisions. This problem is relevant in all industries and areas, ranging from financial data to demand to forecast. However, it remains…

应用统计 · 统计学 2020-09-09 Aleksandr Pletnev , Rodrigo Rivera-Castro , Evgeny Burnaev

Quantum machine learning with parametrised quantum circuits has attracted significant attention over the past years as an early application for the era of noisy quantum processors. However, the possibility of achieving concrete advantages…

Machine learning is a promising application of quantum computing, but challenges remain as near-term devices will have a limited number of physical qubits and high error rates. Motivated by the usefulness of tensor networks for machine…

量子物理 · 物理学 2019-02-07 William Huggins , Piyush Patel , K. Birgitta Whaley , E. Miles Stoudenmire

The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…

机器学习 · 计算机科学 2024-11-18 Anton Johansson , Arunselvan Ramaswamy

We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse…

统计方法学 · 统计学 2018-02-09 Sacha Epskamp , Lourens J. Waldorp , René Mõttus , Denny Borsboom

We develop and implement two realizations of quantum graph neural networks (QGNN), applied to the task of particle interaction simulation. The first QGNN is a speculative quantum-classical hybrid learning model that relies on the ability to…