相关论文: Detecting periodicity in experimental data using l…

To improve accuracy and speed of regressions and classifications, we present a data-based prediction method, Random Bits Regression (RBR). This method first generates a large number of random binary intermediate/derived features based on…

Concerning bivariate least squares linear regression, the classical results obtained for extreme structural models in earlier attempts are reviewed using a new formalism in terms of deviation (matrix) traces which, for homoscedastic data,…

Time series autoregression (AR) is a classical tool for modeling auto-correlations and periodic structures in real-world systems. We revisit this model from an interpretable machine learning perspective by introducing sparse autoregression…

Many natural phenomena can be described by power-laws. A closer look at various experimental data reveals more or less significant deviations from a 1/f spectrum. We exemplify such cases with phenomena offered by molecular biology, cell…

This article develops the asymptotic distribution of the least squares estimator of the model parameters in periodicvector autoregressive time series models (hereafter PVAR) with uncorrelated but dependent innovations. When theinnovations…

Standard autoregressive seq2seq models are easily trained by max-likelihood, but tend to show poor results under small-data conditions. We introduce a class of seq2seq models, GAMs (Global Autoregressive Models), which combine an…

Traditional graph representations are insufficient for modelling real-world phenomena involving multi-entity interactions, such as collaborative projects or protein complexes, necessitating the use of hypergraphs. While hypergraphs preserve…

A fundamental problem in machine learning is to understand how neural networks make accurate predictions, while seemingly bypassing the curse of dimensionality. A possible explanation is that common training algorithms for neural networks…

Periodicity detection is an important task in time series analysis, but still a challenging problem due to the diverse characteristics of time series data like abrupt trend change, outlier, noise, and especially block missing data. In this…

In this article there is no intention to repeat basic concepts about risk management, but we will try to define why often is usefull the time series analysis during the assessment of risks, and how is possible to compute a significative…

Time series data often contain initial transient periods before reaching a stable state, posing challenges in analysis and interpretation. In this paper, we propose a novel approach to detect and estimate the end of the initial transient in…

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…

Change point analysis has become an important research topic in many fields of applications. Several research work has been carried out to detect changes and its locations in time series data. In this paper, a nonparametric method based on…

Accurate prediction of the Remaining Useful Life (RUL) of rolling bearings is crucial in industrial production, yet existing models often struggle with limited generalization capabilities due to their inability to fully process all…

Given a collection of feature maps indexed by a set $\mathcal{T}$, we study the performance of empirical risk minimization (ERM) on regression problems with square loss over the union of the linear classes induced by these feature maps.…

We introduce and test several novel approaches for periodicity detection in unevenly-spaced sparse datasets. Specifically, we examine five different kinds of periodicity metrics, which are based on non-parametric measures of serial…

We propose an autoregressive framework for modelling dynamic networks with dependent edges. It encompasses models that accommodate, for example, transitivity, degree heterogenenity, and other stylized features often observed in real network…

Matrix-variate time series data are increasingly popular in economics, statistics, and environmental studies, among other fields. This paper develops regularized estimation methods for analyzing high-dimensional matrix-variate time series…

Causal inference on time series data is a challenging problem, especially in the presence of unobserved confounders. This work focuses on estimating the causal effect between two time series that are confounded by a third, unobserved time…

In this paper, we present a new approach for analyzing gene expression data that builds on topological characteristics of time series. Our goal is to identify cell cycle regulated genes in micro array dataset. We construct a point cloud out…