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![[2606.03112] Trans GAN-WT: A Feature Extraction and Interactive Learning-Based Anomaly Detection Model for Wind Turbine Time Series Data](/static/img/curated/desks/afbytes-tech.png)
Abstract page for arXiv paper 2606.03112: Trans GAN-WT: A Feature Extraction and Interactive Learning-Based Anomaly Detection Model for Wind Turbine Time Series...
Abstract page for arXiv paper 2606.03292: Combining Statistical Features and Deep Encodings for Rehearsal-Based Class-Incremental Time Series Classification
Abstract page for arXiv paper 2606.03665: Sparse Tree-Based Aggregation for Time Series Regressions
Abstract page for arXiv paper 2606.01602: Estimating Mutual Information between Time Series and Temporal Event Sequences Across Diverse Analysis Tasks
Abstract page for arXiv paper 2605.30958: Additive Matrix Integer-Valued Autoregressive Model
Abstract page for arXiv paper 2605.31416: Second-order PACF asymptotics and discrimination between fractional Gaussian noise and $\FARIMA(0,d,0)$
Abstract page for arXiv paper 2605.31155: Learning Hyperspherical Time-Frequency Representations for Time-Series Out-of-Distribution Detection
Abstract page for arXiv paper 2605.30292: Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series
Abstract page for arXiv paper 2605.29072: Ensemble Score Filtering for Real-Data Energy Consumption Forecast Correction
![[2605.29541] Change-point estimation for Weibull time series with copula-based Markov models](/static/img/curated/desks/afbytes-economy.png)
Abstract page for arXiv paper 2605.29541: Change-point estimation for Weibull time series with copula-based Markov models
Abstract page for arXiv paper 2605.28866: Continuity and Ordinality Matter: Constraining Time Series Tokens for Effective Time Series Analysis with Large Langua...
Abstract page for arXiv paper 2605.28867: PrismFlow: Residual Dynamics for Flow Matching in Time-Series Generation
Abstract page for arXiv paper 2605.28339: From nonstationarity to stationarity via $1/f$ noise: discrete Fourier transforms and sample mean asymptotics for test...
Abstract page for arXiv paper 2605.27478: Triangular-Reference Schrödinger Bridges for Time Series Generation
Abstract page for arXiv paper 2605.28103: Benchmarking Inductive Biases for Multivariate Time-Series Anomaly Detection with a Robust Multi-View Channel-Graph De...
Abstract page for arXiv paper 2605.28507: Universal Time Series Generation with Neural Controlled Differential Equations