arXiv Machine Learning

Time series forecasting from partial observations via Non-negative Matrix Factorization

arXiv:2102. 05314v2 Announce Type: replace Abstract: In modern time series problems, one aims at forecasting multiple time series with possible missing and noisy values.

arXiv Machine Learning
Jul 7

Learning with the Nash-Sutcliffe loss

arXiv:2603. 00968v2 Announce Type: replace-cross Abstract: The Nash-Sutcliffe efficiency ($\text{NSE}$) is a widely used, positively oriented relative measure for evaluating forecasts across multiple time series.

By Hristos Tyralis, Georgia Papacharalampous
arXiv Machine Learning
6d ago

A Factor Graph Approach to Scalable Multi-Output Gaussian Process Regression

arXiv:2608. 11917v1 Announce Type: new Abstract: Multi-output Gaussian process regression scales cubically in the number of observations times outputs, and dense kernel-matrix methods need bespoke handling whenever different outputs are observed at different inputs.

By Wouter W. L. Nuijten, Esther G. van Pelt, Albert Podusenko, \.Ismail \c{S}en\"oz, Wouter M. Kouw
arXiv Machine Learning
Jun 8

CF-JEPA: Mask-free forward prediction with asymmetric encoder utilization for time-series representation learning

arXiv:2606. 07031v1 Announce Type: new Abstract: Self-supervised learning (SSL) for time-series representation learning is dominated by two paradigms: contrastive methods, which face challenges in constructing positive or negative pairs, and masking-based methods, which disrupt the temporal continuity of time-series signals.

By Jaehoon Lee, Sunghyun Sim
arXiv Machine Learning
Jul 23

Non--negative matrix factorization using the \textit{R} package \textsf{nnmf}

arXiv:2607. 20084v1 Announce Type: cross Abstract: Non--negative matrix factorization (NMF) has become an established dimensionality reduction technique for extracting latent structures from non--negative data and has found widespread applications in fields such as bioinformatics, text mining, image analysis, and recommender systems.

By Volkan Sevin\c{c}, Nikolas Kontemeniotis, Theodoros Perdikis, Michail Tsagris