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Inverted Dirichlet State Space Model for Time Series Forecasting

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

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

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.

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Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.785
Threshold uncertainty score0.434

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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

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Citations1
Published2021
Admission routes2
Has abstractyes

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