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Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

机器学习 · 计算机科学 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

This paper proposes Fourier-based and wavelet-based techniques for analyzing periodic financial time series. Conventional models such as the periodic autoregressive conditional heteroscedastic (PGARCH) and periodic autoregressive…

统计方法学 · 统计学 2025-05-12 Rhea Davis , N. Balakrishna

Modular batteries can be aggregated to deliver frequency regulation services for power grids. Although utilizing the idle capacity of battery modules is financially attractive, it remains challenging to consider the heterogeneous…

系统与控制 · 电气工程与系统科学 2025-04-07 Yutong He , Guangchun Ruan , Haiwang Zhong

Increasingly, homeowners opt for photovoltaic (PV) systems and/or battery storage to minimize their energy bills and maximize renewable energy usage. This has spurred the development of advanced control algorithms that maximally achieve…

机器学习 · 计算机科学 2023-10-31 Gargya Gokhale , Jonas Van Gompel , Bert Claessens , Chris Develder

Neural ODEs (NODEs) have emerged as powerful tools for modeling time series data, offering the flexibility to adapt to varying input scales and capture complex dynamics. However, they face significant challenges: first, their reliance on…

机器学习 · 计算机科学 2025-10-07 Muhao Guo , Yang Weng

Multi-dimensional time series data, such as matrix and tensor-variate time series, are increasingly prevalent in fields such as economics, finance, and climate science. Traditional Transformer models, though adept with sequential data, do…

机器学习 · 计算机科学 2024-10-29 Linghang Kong , Elynn Chen , Yuzhou Chen , Yuefeng Han

Detecting and analyzing complex patterns in multivariate time-series data is crucial for decision-making in urban and environmental system operations. However, challenges arise from the high dimensionality, intricate complexity, and…

机器学习 · 计算机科学 2024-12-25 Haowen Xu , Ali Boyaci , Jianming Lian , Aaron Wilson

Homogenization is a fundamental technique for estimating the macroscopic properties of materials with microscale heterogeneity. Among Homogenization methods, the FFT-based Homogenization algorithm has become widely used due to its…

材料科学 · 物理学 2025-04-15 Sascha H. Hauck , Matthias Kabel , Mazen Ali , Nicolas R. Gauger

Accurately forecasting daily exchange rate returns represents a longstanding challenge in international finance, as the exchange rate returns are driven by a multitude of correlated market factors and exhibit high-frequency fluctuations.…

计算金融 · 定量金融 2026-01-21 Dinggao Liu , Robert Ślepaczuk , Zhenpeng Tang

Accurate forecasting in financial markets requires integrating diverse data sources, from historical prices to macroeconomic indicators and financial news. However, existing models often fail to align these modalities effectively, limiting…

机器学习 · 计算机科学 2025-11-04 Yunhua Pei , John Cartlidge , Anandadeep Mandal , Daniel Gold , Enrique Marcilio , Riccardo Mazzon

Accurate spectrum prediction is crucial for dynamic spectrum access (DSA) and resource allocation. However, due to the unique characteristics of spectrum data, existing methods based on the time or frequency domain often struggle to…

机器学习 · 计算机科学 2025-08-26 Yanghao Qin , Bo Zhou , Guangliang Pan , Qihui Wu , Meixia Tao

Recently, Transformer-base models have made significant progress in the field of time series prediction which have achieved good results and become baseline models beyond Dlinear. The paper proposes an U-Net time series prediction model…

机器学习 · 计算机科学 2024-06-07 Li Chu , Xiao Bingjia , Yuan Qiping

This paper introduces a frequency response characteristic (FRC) curve and its application in high renewable power systems. In addition, the paper presents a method for fast frequency response assessment and frequency nadir prediction…

系统与控制 · 电气工程与系统科学 2021-04-13 Shutang You

Fast Fourier Transform (FFT) relies on the HRV frequency-domain analysis techniques. It requires re-sampling of the inherently unevenly sampled heartbeat time-series (RR tachogram) to produce an evenly sampled time series of the heartbeat.…

医学物理 · 物理学 2022-08-04 Amin Gasmi

Precise energy load forecasting in residential households is crucial for mitigating carbon emissions and enhancing energy efficiency; indeed, accurate forecasting enables utility companies and policymakers, who advocate sustainable energy…

Recent normalization-based methods have shown great success in tackling the distribution shift issue, facilitating non-stationary time series forecasting. Since these methods operate in the time domain, they may fail to fully capture the…

机器学习 · 统计学 2024-10-17 Xihao Piao , Zheng Chen , Yushun Dong , Yasuko Matsubara , Yasushi Sakurai

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

机器学习 · 计算机科学 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

Detection Transformers (DETR) are increasingly adopted in autonomous vehicle (AV) perception systems due to their superior accuracy over convolutional networks. However, concurrently executing multiple DETR tasks presents significant…

系统与控制 · 电气工程与系统科学 2025-05-30 Woojin Shin , Donghwa Kang , Byeongyun Park , Brent Byunghoon Kang , Jinkyu Lee , Hyeongboo Baek

Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…

机器学习 · 计算机科学 2025-01-08 Liyang Qin , Xiaoli Wang , Chunhua Yang , Huaiwen Zou , Haochuan Zhang

To obtain the initial pressure from the collected data on a planar sensor arrangement in photoacoustic tomography, there exists an exact analytic frequency domain reconstruction formula. An efficient realization of this formula needs to…