169 citations · 227 across the 13 of their papers we have counts for
4 papers · 1 filter
From Jumps to Signatures: a Generative Method for Temporal Point Processes
Niels Cariou-Kotlarek, Vasileios Lampos
Rough path signatures are a universal feature map for continuous paths and, via the expected signature, characterise path distributions. These guarantees do not directly extend to…
DeformTime: Capturing Variable Dependencies with Deformable Attention for Time Series Forecasting
Yuxuan Shu, Vasileios Lampos
In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of…
Estimating the Uncertainty of Neural Network Forecasts for Influenza Prevalence Using Web Search Activity
Michael Morris, Peter Hayes, Ingemar J. Cox +1
Influenza is an infectious disease with the potential to become a pandemic, and hence, forecasting its prevalence is an important undertaking for planning an effective response. Re…
Detecting Events and Patterns in Large-Scale User Generated Textual Streams with Statistical Learning Methods
Vasileios Lampos
A vast amount of textual web streams is influenced by events or phenomena emerging in the real world. The social web forms an excellent modern paradigm, where unstructured user gen…