3 papers
cs.LG2026
A Decomposition-based State Space Model for Multivariate Time-Series Forecasting
Shunya Nagashima, Shuntaro Suzuki, Shuitsu Koyama +1
Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences inter…
eess.SP2026
PENGUIN: General Vital Sign Reconstruction from PPG with Flow Matching State Space Model
Shuntaro Suzuki, Shuitsu Koyama, Shinnosuke Hirano +1
Photoplethysmography (PPG) plays a crucial role in continuous cardiovascular health monitoring as a non-invasive and cost-effective modality. However, PPG signals are susceptible t…
math.ST2024
Adaptive Bayes estimator for stochastic differential equations with jumps under small noise asymptotics
Shuntaro Suzuki, Takaaki Wakamatsu, Yasutaka Shimizu
In this paper, we consider parameter estimation for stochastic differential equations driven by Wiener processes and compound Poisson processes. We assume unknown parameters corres…