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Inverted Dirichlet State Space Model for Time Series Forecasting

2021· article· en· W3210195101 on OpenAlexafffund
Omar Graja, Fatma Najar, Manar Amayri, Nizar Bouguila

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldComputer Science
TopicBayesian Methods and Mixture Models
Canadian institutionsConcordia University
FundersNatural Sciences and Engineering Research Council of CanadaAgence Nationale de la Recherche
KeywordsInferenceDirichlet distributionSeries (stratigraphy)Latent Dirichlet allocationApplied mathematicsTime seriesState spaceState-space representationLatent variableComputer scienceMathematicsMathematical optimizationAlgorithmTopic modelArtificial intelligenceStatisticsMathematical analysis

Abstract

fetched live from OpenAlex

In this work, we build a new time series state space model based on inverted Dirichlet distribution. We use the power steady modeling approach and we derive an analytical expression of the model latent variable using the maximum a posteriori technique. We also approximate the predictive density using local variational inference, and we validate our model on the electricity consumption time series dataset of Germany. A comparison with the generalized Dirichlet state space model is conducted, and the results demonstrate the merits of our approach in modeling continuous positive vectors.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.011
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.015
Threshold uncertainty score0.031

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.011
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.003
Science and technology studies0.0010.002
Scholarly communication0.0020.005
Open science0.0030.001
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0050.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.039
GPT teacher head0.262
Teacher spread0.223 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2021
Admission routes2
Has abstractyes

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