亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

The 21st century has witnessed a growing interest in the analysis of time series data. Whereas most of the literature on the topic deals with real-valued time series, ordinal time series have typically received much less attention. However, the development of specific analytical tools for the latter objects has substantially increased in recent years. The R package otsfeatures attempts to provide a set of simple functions for analyzing ordinal time series. In particular, several commands allowing the extraction of well-known statistical features and the execution of inferential tasks are available for the user. The output of several functions can be employed to perform traditional machine learning tasks including clustering, classification or outlier detection. otsfeatures also incorporates two datasets of financial time series which were used in the literature for clustering purposes, as well as three interesting synthetic databases. The main properties of the package are described and its use is illustrated through several examples. Researchers from a broad variety of disciplines could benefit from the powerful tools provided by otsfeatures.

相關內容

Finite element methods and kinematically coupled schemes that decouple the fluid velocity and structure's displacement have been extensively studied for incompressible fluid-structure interaction (FSI) over the past decade. While these methods are known to be stable and easy to implement, optimal error analysis has remained challenging. Previous work has primarily relied on the classical elliptic projection technique, which is only suitable for parabolic problems and does not lead to optimal convergence of numerical solutions to the FSI problems in the standard $L^2$ norm. In this article, we propose a new kinematically coupled scheme for incompressible FSI thin-structure model and establish a new framework for the numerical analysis of FSI problems in terms of a newly introduced coupled non-stationary Ritz projection, which allows us to prove the optimal-order convergence of the proposed method in the $L^2$ norm. The methodology presented in this article is also applicable to numerous other FSI models and serves as a fundamental tool for advancing research in this field.

This paper is motivated by medical studies in which the same patients with multiple sclerosis are examined at several successive visits and described by fractional anisotropy tract profiles, which can be represented as functions. Since the observations for each patient are dependent random processes, they follow a repeated measures design for functional data. To compare the results for different visits, we thus consider functional repeated measures analysis of variance. For this purpose, a pointwise test statistic is constructed by adapting the classical test statistic for one-way repeated measures analysis of variance to the functional data framework. By integrating and taking the supremum of the pointwise test statistic, we create two global test statistics. Apart from verifying the general null hypothesis on the equality of mean functions corresponding to different objects, we also propose a simple method for post hoc analysis. We illustrate the finite sample properties of permutation and bootstrap testing procedures in an extensive simulation study. Finally, we analyze a motivating real data example in detail.

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system defects, or heart fluttering, and is therefore of particular interest. The large size and complex patterns of time series have led researchers to develop specialised deep learning models for detecting anomalous patterns. This survey focuses on providing structured and comprehensive state-of-the-art time series anomaly detection models through the use of deep learning. It providing a taxonomy based on the factors that divide anomaly detection models into different categories. Aside from describing the basic anomaly detection technique for each category, the advantages and limitations are also discussed. Furthermore, this study includes examples of deep anomaly detection in time series across various application domains in recent years. It finally summarises open issues in research and challenges faced while adopting deep anomaly detection models.

The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also intrigues great interests in the time series community. Among multiple advantages of transformers, the ability to capture long-range dependencies and interactions is especially attractive for time series modeling, leading to exciting progress in various time series applications. In this paper, we systematically review transformer schemes for time series modeling by highlighting their strengths as well as limitations through a new taxonomy to summarize existing time series transformers in two perspectives. From the perspective of network modifications, we summarize the adaptations of module level and architecture level of the time series transformers. From the perspective of applications, we categorize time series transformers based on common tasks including forecasting, anomaly detection, and classification. Empirically, we perform robust analysis, model size analysis, and seasonal-trend decomposition analysis to study how Transformers perform in time series. Finally, we discuss and suggest future directions to provide useful research guidance. To the best of our knowledge, this paper is the first work to comprehensively and systematically summarize the recent advances of Transformers for modeling time series data. We hope this survey will ignite further research interests in time series Transformers.

Co-evolving time series appears in a multitude of applications such as environmental monitoring, financial analysis, and smart transportation. This paper aims to address the following challenges, including (C1) how to incorporate explicit relationship networks of the time series; (C2) how to model the implicit relationship of the temporal dynamics. We propose a novel model called Network of Tensor Time Series, which is comprised of two modules, including Tensor Graph Convolutional Network (TGCN) and Tensor Recurrent Neural Network (TRNN). TGCN tackles the first challenge by generalizing Graph Convolutional Network (GCN) for flat graphs to tensor graphs, which captures the synergy between multiple graphs associated with the tensors. TRNN leverages tensor decomposition to model the implicit relationships among co-evolving time series. The experimental results on five real-world datasets demonstrate the efficacy of the proposed method.

In recent years a vast amount of visual content has been generated and shared from various fields, such as social media platforms, medical images, and robotics. This abundance of content creation and sharing has introduced new challenges. In particular, searching databases for similar content, i.e. content based image retrieval (CBIR), is a long-established research area, and more efficient and accurate methods are needed for real time retrieval. Artificial intelligence has made progress in CBIR and has significantly facilitated the process of intelligent search. In this survey we organize and review recent CBIR works that are developed based on deep learning algorithms and techniques, including insights and techniques from recent papers. We identify and present the commonly-used databases, benchmarks, and evaluation methods used in the field. We collect common challenges and propose promising future directions. More specifically, we focus on image retrieval with deep learning and organize the state of the art methods according to the types of deep network structure, deep features, feature enhancement methods, and network fine-tuning strategies. Our survey considers a wide variety of recent methods, aiming to promote a global view of the field of category-based CBIR.

Deep learning models on graphs have achieved remarkable performance in various graph analysis tasks, e.g., node classification, link prediction and graph clustering. However, they expose uncertainty and unreliability against the well-designed inputs, i.e., adversarial examples. Accordingly, various studies have emerged for both attack and defense addressed in different graph analysis tasks, leading to the arms race in graph adversarial learning. For instance, the attacker has poisoning and evasion attack, and the defense group correspondingly has preprocessing- and adversarial- based methods. Despite the booming works, there still lacks a unified problem definition and a comprehensive review. To bridge this gap, we investigate and summarize the existing works on graph adversarial learning tasks systemically. Specifically, we survey and unify the existing works w.r.t. attack and defense in graph analysis tasks, and give proper definitions and taxonomies at the same time. Besides, we emphasize the importance of related evaluation metrics, and investigate and summarize them comprehensively. Hopefully, our works can serve as a reference for the relevant researchers, thus providing assistance for their studies. More details of our works are available at //github.com/gitgiter/Graph-Adversarial-Learning.

Transfer learning aims at improving the performance of target learners on target domains by transferring the knowledge contained in different but related source domains. In this way, the dependence on a large number of target domain data can be reduced for constructing target learners. Due to the wide application prospects, transfer learning has become a popular and promising area in machine learning. Although there are already some valuable and impressive surveys on transfer learning, these surveys introduce approaches in a relatively isolated way and lack the recent advances in transfer learning. As the rapid expansion of the transfer learning area, it is both necessary and challenging to comprehensively review the relevant studies. This survey attempts to connect and systematize the existing transfer learning researches, as well as to summarize and interpret the mechanisms and the strategies in a comprehensive way, which may help readers have a better understanding of the current research status and ideas. Different from previous surveys, this survey paper reviews over forty representative transfer learning approaches from the perspectives of data and model. The applications of transfer learning are also briefly introduced. In order to show the performance of different transfer learning models, twenty representative transfer learning models are used for experiments. The models are performed on three different datasets, i.e., Amazon Reviews, Reuters-21578, and Office-31. And the experimental results demonstrate the importance of selecting appropriate transfer learning models for different applications in practice.

Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep Neural Networks (DNNs) to perform this task. This is surprising as deep learning has seen very successful applications in the last years. DNNs have indeed revolutionized the field of computer vision especially with the advent of novel deeper architectures such as Residual and Convolutional Neural Networks. Apart from images, sequential data such as text and audio can also be processed with DNNs to reach state-of-the-art performance for document classification and speech recognition. In this article, we study the current state-of-the-art performance of deep learning algorithms for TSC by presenting an empirical study of the most recent DNN architectures for TSC. We give an overview of the most successful deep learning applications in various time series domains under a unified taxonomy of DNNs for TSC. We also provide an open source deep learning framework to the TSC community where we implemented each of the compared approaches and evaluated them on a univariate TSC benchmark (the UCR/UEA archive) and 12 multivariate time series datasets. By training 8,730 deep learning models on 97 time series datasets, we propose the most exhaustive study of DNNs for TSC to date.

北京阿比特科技有限公司