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Spatio-temporal forecasting is crucial in various fields and requires a careful balance between identifying subtle patterns and filtering out noise. Vector quantization (VQ) appears well-suited for this purpose, as it quantizes input…

Vector quantization is an essential tool for tasks involving large scale data, for example, large scale similarity search, which is crucial for content-based information retrieval and analysis. In this paper, we propose a novel vector…

Vector Quantization (VQ) is a well-known technique in deep learning for extracting informative discrete latent representations. VQ-embedded models have shown impressive results in a range of applications including image and speech…

Time-series forecasting is essential for strategic planning and resource allocation. In this work, we explore two quantum-based approaches for time-series forecasting. The first approach utilizes a Parameterized Quantum Circuit (PQC) model.…

We propose a twin support vector quantile regression (TSVQR) to capture the heterogeneous and asymmetric information in modern data. Using a quantile parameter, TSVQR effectively depicts the heterogeneous distribution information with…

While the Vector Autoregression (VAR) model has received extensive attention for modelling complex time series, quantile VAR analysis remains relatively underexplored for high-dimensional time series data. To address this disparity, we…

Vector quantile regression (VQR) is an optimal transport (OT)-based framework that extends linear quantile regression to vector-valued response variables and can be formulated as an OT problem with a mean-independence constraint. In this…

Predicting cross-sectional stock returns is challenging due to low signal-to-noise ratios and evolving market regimes. Classical factor models offer interpretability but limited flexibility, while deep learning models achieve strong…

We devise new quantum algorithms that exponentially speeds up the training and prediction procedures of twin support vector machines (TSVM). To train TSVMs using quantum methods, we demonstrate how to prepare the desired input states…

A method for quantile-based, semi-parametric historical simulation estimation of multiple step ahead Value-at-Risk (VaR) and Expected Shortfall (ES) models is developed. It uses the quantile loss function, analogous to how the…

Quantization has been proven to be an effective method for reducing the computing and/or storage cost of DNNs. However, the trade-off between the quantization bitwidth and final accuracy is complex and non-convex, which makes it difficult…

Vector quantization is common in deep models, yet its hard assignments block gradients and hinder end-to-end training. We propose DiVeQ, which treats quantization as adding an error vector that mimics the quantization distortion, keeping…

Vector Quantization (VQ) is a method for discretizing latent representations and has become a major part of the deep learning toolkit. It has been theoretically and empirically shown that discretization of representations leads to improved…

Time series forecasting is a hot spot in recent years. Visibility Graph (VG) algorithm is used for time series forecasting in previous research, but the forecasting effect is not as good as deep learning prediction methods such as methods…

Vector quantization(VQ) is a lossy data compression technique from signal processing for which simple competitive learning is one standard method to quantize patterns from the input space. Extending competitive learning VQ to the domain of…

Quantization methods have been introduced to perform large scale approximate nearest search tasks. Residual Vector Quantization (RVQ) is one of the effective quantization methods. RVQ uses a multi-stage codebook learning scheme to lower the…

Large Language Models (LLMs) face significant challenges in edge deployment due to their massive parameter scale. Vector Quantization (VQ), a clustering-based quantization method, serves as a prevalent solution to this issue for its…

Temporal, spatial or spatio-temporal probabilistic models are frequently used for weather forecasting. The D-vine (drawable vine) copula quantile regression (DVQR) is a powerful tool for this application field, as it can automatically…

This paper proposed a model to predict the stock price based on combining Self-Organizing Map (SOM) and fuzzy-Support Vector Machines (f-SVM). Extraction of fuzzy rules from raw data based on the combining of statistical machine learning…

In this paper a variation of the classic vector quantization problem is considered. In the standard formulation, a quantizer is designed to minimize the distortion between input and output when the number of reconstruction points is fixed.…