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Financial time series prediction, a growing research topic, has attracted considerable interest from scholars, and several approaches have been developed. Among them, decomposition-based methods have achieved promising results. Most…

统计金融 · 定量金融 2023-01-02 Hamid Nasiri , Mohammad Mehdi Ebadzadeh

In this paper, we present \textbf{vLinear}, an effective yet efficient \textbf{linear}-based multivariate time series forecaster featuring two components: the \textbf{v}ecTrans module and the WFMLoss objective. Many state-of-the-art…

机器学习 · 计算机科学 2026-01-21 Wenzhen Yue , Ruohao Guo , Ji Shi , Zihan Hao , Shiyu Hu , Xianghua Ying

Time series forecasting is crucial for various applications, such as weather, traffic, electricity, and energy predictions. Currently, common time series forecasting methods are based on Transformers. However, existing approaches primarily…

机器学习 · 计算机科学 2025-09-30 Zixu Wang , Hongbin Dong , Xiaoping Zhang

Dynamic Mode Decomposition (DMD) is a powerful data-driven method used to extract spatio-temporal coherent structures that dictate a given dynamical system. The method consists of stacking collected temporal snapshots into a matrix and…

机器学习 · 计算机科学 2021-05-11 Gabriel F. Barros , Malú Grave , Alex Viguerie , Alessandro Reali , Alvaro L. G. A. Coutinho

Deep probabilistic time series forecasting models have become an integral part of machine learning. While several powerful generative models have been proposed, we provide evidence that their associated inference models are oftentimes too…

机器学习 · 计算机科学 2020-12-07 Chen Qiu , Stephan Mandt , Maja Rudolph

The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposition to intraday time series of the following three…

计算工程、金融与科学 · 计算机科学 2018-04-04 Noemi Nava , T. Di Matteo , Tomaso Aste

Signal decomposition (SD) approaches aim to decompose non-stationary signals into their constituent amplitude- and frequency-modulated components. This represents an important preprocessing step in many practical signal processing…

信号处理 · 电气工程与系统科学 2022-09-05 Thomas Eriksen , Naveed ur Rehman

Dynamic mode decomposition (DMD) is a recently developed tool for the analysis of the behavior of complex dynamical systems. In this paper, we will propose an extension of DMD that exploits low-rank tensor decompositions of potentially…

数值分析 · 数学 2019-08-14 Stefan Klus , Patrick Gelß , Sebastian Peitz , Christof Schütte

Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging.…

机器学习 · 计算机科学 2024-05-24 Shiyu Wang , Haixu Wu , Xiaoming Shi , Tengge Hu , Huakun Luo , Lintao Ma , James Y. Zhang , Jun Zhou

Dynamic mode decomposition (DMD) has become a powerful data-driven method for analyzing the spatiotemporal dynamics of complex, high-dimensional systems. However, conventional DMD methods are limited to matrix-based formulations, which…

系统与控制 · 电气工程与系统科学 2025-08-05 Ziqin He , Mengqi Hu , Yifei Lou , Can Chen

Addressing complex meteorological processes at a fine spatial resolution requires substantial computational resources. To accelerate meteorological simulations, researchers have utilized neural networks to downscale meteorological variables…

大气与海洋物理 · 物理学 2024-04-30 Jing Hu , Honghu Zhang , Peng Zheng , Jialin Mu , Xiaomeng Huang , Xi Wu

In order to guarantee the safety of payload, crew, and structures, ships must exhibit good seakeeping, maneuverability, and structural-response performance, also when they operate in adverse weather conditions. In this context, the…

动力系统 · 数学 2022-11-08 Andrea Serani , Paolo Dragone , Frederick Stern , Matteo Diez

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

机器学习 · 计算机科学 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently,…

流体动力学 · 物理学 2020-07-29 Aditya G. Nair , Benjamin Strom , Bingni W. Brunton , Steven L. Brunton

Dynamic mode decomposition (DMD) is a versatile approach that enables the construction of low-order models from data. Controller design tasks based on such models require estimates and guarantees on predictive accuracy. In this work, we…

系统与控制 · 电气工程与系统科学 2020-03-24 Qiugang Lu , Sungho Shin , Victor M. Zavala

Tactile Internet (TI) requires ultra-low latency and high reliability to ensure stability and transparency in touch-enabled teleoperation. However, variable delays and packet loss present significant challenges to maintaining immersive…

信号处理 · 电气工程与系统科学 2026-01-27 Mohammad Ali Vahedifar , Qi Zhang

Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…

机器学习 · 计算机科学 2025-10-23 Elias Al Ghazal , Jad Mounayer , Beatriz Moya , Sebastian Rodriguez , Chady Ghnatios , Francisco Chinesta

Aero-optical beam control relies on the development of low-latency forecasting techniques to quickly predict wavefronts aberrated by the Turbulent Boundary Layer (TBL) around an airborne optical system, and its study applies to a…

The simulation of atmospheric flows by means of traditional discretization methods remains computationally intensive, hindering the achievement of high forecasting accuracy in short time frames. In this paper, we apply three reduced order…

流体动力学 · 物理学 2023-07-19 Arash Hajisharifi , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

We introduce a new adaptive decomposition tool, which we refer to as Nonlinear Mode Decomposition (NMD). It decomposes a given signal into a set of physically meaningful oscillations for any waveform, simultaneously removing the noise. NMD…

数值分析 · 数学 2015-10-07 Dmytro Iatsenko , Peter V. E. McClintock , Aneta Stefanovska