Time series forecasting represents a significant and challenging task across various fields. Recently, methods based on mode decomposition have dominated the forecasting of complex time series because of the advantages of capturing local characteristics and extracting intrinsic modes from data. Unfortunately, most models fail to capture the implied volatilities that contain significant information. To enhance the forecasting of current, rapidly evolving, and volatile time series, we propose a novel decomposition-ensemble paradigm, the VMD-LSTM-GARCH model. The Variational Mode Decomposition algorithm is employed to decompose the time series into K sub-modes. Subsequently, the GARCH model extracts the volatility information from these sub-modes, which serve as the input for the LSTM. The numerical and volatility information of each sub-mode is utilized to train a Long Short-Term Memory network. This network predicts the sub-mode, and then we aggregate the predictions from all sub-modes to produce the output. By integrating econometric and artificial intelligence methods, and taking into account both the numerical and volatility information of the time series, our proposed model demonstrates superior performance in time series forecasting, as evidenced by the significant decrease in MSE, RMSE, and MAPE in our comparative experimental results.
相關內容
Unsupervised depth completion methods are trained by minimizing sparse depth and image reconstruction error. Block artifacts from resampling, intensity saturation, and occlusions are amongst the many undesirable by-products of common data augmentation schemes that affect image reconstruction quality, and thus the training signal. Hence, typical augmentations on images viewed as essential to training pipelines in other vision tasks have seen limited use beyond small image intensity changes and flipping. The sparse depth modality have seen even less as intensity transformations alter the scale of the 3D scene, and geometric transformations may decimate the sparse points during resampling. We propose a method that unlocks a wide range of previously-infeasible geometric augmentations for unsupervised depth completion. This is achieved by reversing, or ``undo"-ing, geometric transformations to the coordinates of the output depth, warping the depth map back to the original reference frame. This enables computing the reconstruction losses using the original images and sparse depth maps, eliminating the pitfalls of naive loss computation on the augmented inputs. This simple yet effective strategy allows us to scale up augmentations to boost performance. We demonstrate our method on indoor (VOID) and outdoor (KITTI) datasets where we improve upon three existing methods by an average of 11.75% across both datasets.
This article explores the estimation of precision matrices in high-dimensional Gaussian graphical models. We address the challenge of improving the accuracy of maximum likelihood-based precision estimation through penalization. Specifically, we consider an elastic net penalty, which incorporates both L1 and Frobenius norm penalties while accounting for the target matrix during estimation. To enhance precision matrix estimation, we propose a novel two-step estimator that combines the strengths of ridge and graphical lasso estimators. Through this approach, we aim to improve overall estimation performance. Our empirical analysis demonstrates the superior efficiency of our proposed method compared to alternative approaches. We validate the effectiveness of our proposal through numerical experiments and application on three real datasets. These examples illustrate the practical applicability and usefulness of our proposed estimator.
The visual commonsense reasoning (VCR) task is to choose an answer and provide a justifying rationale based on the given image and textural question. Representative works first recognize objects in images and then associate them with key words in texts. However, existing approaches do not consider exact positions of objects in a human-like three-dimensional (3D) manner, making them incompetent to accurately distinguish objects and understand visual relation. Recently, multi-modal large language models (MLLMs) have been used as powerful tools for several multi-modal tasks but not for VCR yet, which requires elaborate reasoning on specific visual objects referred by texts. In light of the above, an MLLM enhanced pseudo 3D perception framework is designed for VCR. Specifically, we first demonstrate that the relation between objects is relevant to object depths in images, and hence introduce object depth into VCR frameworks to infer 3D positions of objects in images. Then, a depth-aware Transformer is proposed to encode depth differences between objects into the attention mechanism of Transformer to discriminatively associate objects with visual scenes guided by depth. To further associate the answer with the depth of visual scene, each word in the answer is tagged with a pseudo depth to realize depth-aware association between answer words and objects. On the other hand, BLIP-2 as an MLLM is employed to process images and texts, and the referring expressions in texts involving specific visual objects are modified with linguistic object labels to serve as comprehensible MLLM inputs. Finally, a parameter optimization technique is devised to fully consider the quality of data batches based on multi-level reasoning confidence. Experiments on the VCR dataset demonstrate the superiority of the proposed framework over state-of-the-art approaches.
We address the challenging problem of Long-Tailed Semi-Supervised Learning (LTSSL) where labeled data exhibit imbalanced class distribution and unlabeled data follow an unknown distribution. Unlike in balanced SSL, the generated pseudo-labels are skewed towards head classes, intensifying the training bias. Such a phenomenon is even amplified as more unlabeled data will be mislabeled as head classes when the class distribution of labeled and unlabeled datasets are mismatched. To solve this problem, we propose a novel method named ComPlementary Experts (CPE). Specifically, we train multiple experts to model various class distributions, each of them yielding high-quality pseudo-labels within one form of class distribution. Besides, we introduce Classwise Batch Normalization for CPE to avoid performance degradation caused by feature distribution mismatch between head and non-head classes. CPE achieves state-of-the-art performances on CIFAR-10-LT, CIFAR-100-LT, and STL-10-LT dataset benchmarks. For instance, on CIFAR-10-LT, CPE improves test accuracy by over >2.22% compared to baselines. Code is available at //github.com/machengcheng2016/CPE-LTSSL.
This paper presents an innovative feature signal transmission approach incorpo-rating block-based haptic data reduction to address time-delayed teleoperation. Numerous data reduction techniques rely on perceptual deadband (DB). In the preceding block-based approaches, the whole block within the DB is discarded. However, disregarding all signals within the DB loses too much information and hinders effective haptic signal tracking, as these signals contain valuable infor-mation for signal reconstruction. Consequently, we propose a feature signal transmission approach based on the block algorithm that aggregates samples as a unit, enabling high-quality haptic data reduction. In our proposed approach, we employ max-pooling to extract feature signals from the signals within the DB. These feature signals are then transmitted by adjusting the content of the trans-mission block. This methodology enables the transmission of more useful infor-mation without introducing additional delay, aside from the inherent algorithmic delay. Experimental results demonstrate the superiority of our approach over oth-er state-of-the-art (SOTA) methods on various assessment measures under dis-tinct channel delays.
In semi-supervised domain adaptation (SSDA), a few labeled target samples of each class help the model to transfer knowledge representation from the fully labeled source domain to the target domain. Many existing methods ignore the benefits of making full use of the labeled target samples from multi-level. To make better use of this additional data, we propose a novel Prototype-based Multi-level Learning (ProML) framework to better tap the potential of labeled target samples. To achieve intra-domain adaptation, we first introduce a pseudo-label aggregation based on the intra-domain optimal transport to help the model align the feature distribution of unlabeled target samples and the prototype. At the inter-domain level, we propose a cross-domain alignment loss to help the model use the target prototype for cross-domain knowledge transfer. We further propose a dual consistency based on prototype similarity and linear classifier to promote discriminative learning of compact target feature representation at the batch level. Extensive experiments on three datasets, including DomainNet, VisDA2017, and Office-Home demonstrate that our proposed method achieves state-of-the-art performance in SSDA.
Time series forecasting is a challenging task due to the existence of complex and dynamic temporal dependencies. This can lead to incorrect predictions by even the best forecasting models. Using more training data is one way to improve the accuracy, but this source is often limited. In contrast, we are building on successful denoising approaches for image generation by advocating for an end-to-end forecasting and denoising paradigm. We propose an end-to-end forecast-blur-denoise forecasting framework by encouraging a division of labors between the forecasting and the denoising models. The initial forecasting model is directed to focus on accurately predicting the coarse-grained behavior, while the denoiser model focuses on capturing the fine-grained behavior that is locally blurred by integrating a Gaussian Process model. All three parts are interacting for the best end-to-end performance. Our extensive experiments demonstrate that our proposed approach is able to improve the forecasting accuracy of several state-of-the-art forecasting models as well as several other denoising approaches.
Existing open-vocabulary image segmentation methods require a fine-tuning step on mask annotations and/or image-text datasets. Mask labels are labor-intensive, which limits the number of categories in segmentation datasets. As a result, the open-vocabulary capacity of pre-trained VLMs is severely reduced after fine-tuning. However, without fine-tuning, VLMs trained under weak image-text supervision tend to make suboptimal mask predictions when there are text queries referring to non-existing concepts in the image. To alleviate these issues, we introduce a novel recurrent framework that progressively filters out irrelevant texts and enhances mask quality without training efforts. The recurrent unit is a two-stage segmenter built upon a VLM with frozen weights. Thus, our model retains the VLM's broad vocabulary space and strengthens its segmentation capability. Experimental results show that our method outperforms not only the training-free counterparts, but also those fine-tuned with millions of additional data samples, and sets new state-of-the-art records for both zero-shot semantic and referring image segmentation tasks. Specifically, we improve the current record by 28.8, 16.0, and 6.9 mIoU on Pascal VOC, COCO Object, and Pascal Context.
Spatio-temporal representation learning is critical for video self-supervised representation. Recent approaches mainly use contrastive learning and pretext tasks. However, these approaches learn representation by discriminating sampled instances via feature similarity in the latent space while ignoring the intermediate state of the learned representations, which limits the overall performance. In this work, taking into account the degree of similarity of sampled instances as the intermediate state, we propose a novel pretext task - spatio-temporal overlap rate (STOR) prediction. It stems from the observation that humans are capable of discriminating the overlap rates of videos in space and time. This task encourages the model to discriminate the STOR of two generated samples to learn the representations. Moreover, we employ a joint optimization combining pretext tasks with contrastive learning to further enhance the spatio-temporal representation learning. We also study the mutual influence of each component in the proposed scheme. Extensive experiments demonstrate that our proposed STOR task can favor both contrastive learning and pretext tasks. The joint optimization scheme can significantly improve the spatio-temporal representation in video understanding. The code is available at //github.com/Katou2/CSTP.
High spectral dimensionality and the shortage of annotations make hyperspectral image (HSI) classification a challenging problem. Recent studies suggest that convolutional neural networks can learn discriminative spatial features, which play a paramount role in HSI interpretation. However, most of these methods ignore the distinctive spectral-spatial characteristic of hyperspectral data. In addition, a large amount of unlabeled data remains an unexploited gold mine for efficient data use. Therefore, we proposed an integration of generative adversarial networks (GANs) and probabilistic graphical models for HSI classification. Specifically, we used a spectral-spatial generator and a discriminator to identify land cover categories of hyperspectral cubes. Moreover, to take advantage of a large amount of unlabeled data, we adopted a conditional random field to refine the preliminary classification results generated by GANs. Experimental results obtained using two commonly studied datasets demonstrate that the proposed framework achieved encouraging classification accuracy using a small number of data for training.
小貼士
登錄享
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191