Results 51 to 60 of about 211,599 (259)
Multivariate Financial Time-Series Prediction With Certified Robustness
The futures market's forecasts are significant to investors and policymakers, where the application of deep learning approaches to finance has received a great deal of attention.
Hui Li +5 more
doaj +1 more source
A Convolutional Transformer Model for Multivariate Time Series Prediction
This paper presents a multivariate time series prediction framework based on a transformer model consisting of convolutional neural networks (CNNs).
Dong-Keon Kim, Kwangsu Kim
doaj +1 more source
ABSTRACT Objective Early risk stratification may support clinical decision‐making in spontaneous intracerebral hemorrhage (ICH). We aimed to develop and internally validate HAGIV, a score integrating frequency of imaging markers (FIM), a time‐adjusted non‐contrast computed tomography (CT) metric of hematoma expansion, with established predictors for 90‐
Lei Song +10 more
wiley +1 more source
KAN-based Unsupervised Multivariate Time Series Anomaly Detection Network [PDF]
Time series data is widely present in fields such as finance,healthcare,industry,and transportation.Time Series Ano-maly Detection(TSAD) is crucial for ensuring system stability and safety.Most current time series anomaly detection methods are ...
WANG Cheng, JIN Cheng
doaj +1 more source
Objective Clinical response to mycophenolic acid (MPA) is highly heterogeneous; thus, therapeutic drug level monitoring (TDM) may help improve treatment efficacy. This systematic review and meta‐analysis examined therapeutic ranges for MPA levels associated with better outcomes and safety in patients with systemic lupus erythematosus (SLE ...
Zahraa Qamhieh +5 more
wiley +1 more source
Estimator’s Properties of Specific Time-Dependent Multivariate Time Series
There is now a vast body of literature on ARMA and VARMA models with time-dependent or time-varying coefficients. A large part of it is based on local stationary processes using time rescaling and assumptions of regularity with respect to time.
Guy Mélard
doaj +1 more source
Greedy Gaussian segmentation of multivariate time series [PDF]
We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution. We formulate this as a covariance-regularized maximum likelihood problem, which can be reduced to a combinatorial optimization problem of searching over the possible breakpoints,
David Hallac +2 more
openaire +2 more sources
dynoGP: Deep Gaussian Processes for Dynamic System Identification
This work introduces a novel class of deep models for system identification, dynamical deep Gaussian processes, which combine the strengths of data‐driven methods, such as those based on neural network architectures, with the ability to output a probability distribution for uncertainty representation.
Alessio Benavoli +2 more
wiley +1 more source
STDNet: A Spatio-Temporal Decomposition Neural Network for Multivariate Time Series Forecasting
Long-term multivariate time series forecasting is an important task in engineering applications. It helps grasp the future development trend of data in real-time, which is of great significance for a wide variety of fields.
Zhuolun Jiang +3 more
doaj +1 more source
Forecasting Multivariate Time Series with the Theta Method [PDF]
AbstractIn this study building on earlier work on the properties and performance of the univariate Theta method for a unit root data‐generating process we: (a) derive new theoretical formulations for the application of the method on multivariate time series; (b) investigate the conditions for which the multivariate Theta method is expected to forecast ...
Dimitrios D. Thomakos +1 more
openaire +1 more source

