Concept

Autoregressive integrated moving average

Related publications (93)

On distributional autoregression and iterated transportation

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of Double-struck capital R. An order-1 autoregressive model in this context is to be understood as a Markov chain, where ...

Hoboken2024

Sparse autoregressive neural networks for classical spin systems

Giuseppe Carleo, Dian Wu, Indaco Biazzo

Efficient sampling and approximation of Boltzmann distributions involving large sets of binary variables, or spins, are pivotal in diverse scientific fields even beyond physics. Recent advances in generative neural networks have significantly impacted this ...

Iop Publishing Ltd2024

Comparison of Three Imputation Methods for Groundwater Level Timeseries

Andrea Rinaldo

This study compares three imputation methods applied to the field observations of hydraulic head in subsurface hydrology. Hydrogeological studies that analyze the timeseries of groundwater elevations often face issues with missing data that may mislead bot ...

MDPI2023

Directional sensitivity of cortical neurons towards TMS induced electric fields

Werner Alfons Hilda Van Geit, Aurélien Tristan Jaquier

We derived computationally efficient average response models of different types of cortical neurons, which are subject to external electric fields from Transcranial Magnetic Stimulation. We used 24 reconstructions of pyramidal cells (PC) from layer 2/3, 24 ...

2023

Distributional Regression and Autoregression via Optimal Transport

Laya Ghodrati

We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of

\R^d

. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...

EPFL2023

The autoregressive neural network architecture of the Boltzmann distribution of pairwise interacting spins systems

Indaco Biazzo

Autoregressive Neural Networks (ARNNs) have shown exceptional results in generation tasks across image, language, and scientific domains. Despite their success, ARNN architectures often operate as black boxes without a clear connection to underlying physic ...

Berlin2023

Modeling local thermal responses of individuals: Validation of advanced human thermo-physiology models

Dolaana Khovalyg, Mohamad Rida

Human thermo-physiology models (HTPM) are useful tools to assess dynamic and non-uniform human thermal states. However, they are developed based on the physiological data of an average person. In this paper, we present a detailed evaluation of two sophisti ...

2023

On the rate of convergence for the autocorrelation operator in functional autoregression

Victor Panaretos, Alessia Caponera

We consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation operator as a funct ...

ELSEVIER2022

Model-Based Clustering of Trends and Cycles of Nitrate Concentrations in Rivers Across France

Camille Roland Marie Minaudo

Elevated nitrate from human activity causes ecosystem and economic harm globally. The factors that control the spatiotemporal dynamics of riverine nitrate concentration remain difficult to describe and predict. We analyzed nitrate concentration from 4450 s ...

SPRINGER2022

Learning Bollobas-Riordan Graphs Under Partial Observability

Ali H. Sayed, Michele Cirillo

This work examines the problem of learning the topology of a network (graph learning) from the signals produced at a subset of the network nodes (partial observability). This challenging problem was recently tackled assuming that the topology is drawn acco ...

IEEE2021

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Distributional Regression and Autoregression via Optimal Transport

Laya Ghodrati

We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of

\R^d

. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...

EPFL2023