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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2407.19201 |
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| _version_ | 1866913448925855744 |
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| author | Zhang, Jiaming Ding, Yang Gao, Yunfeng |
| author_facet | Zhang, Jiaming Ding, Yang Gao, Yunfeng |
| contents | In this study, we delve into the Structured State Space Model (S4), Change Point Detection methodologies, and the Switching Non-linear Dynamics System (SNLDS). Our central proposition is an enhanced inference technique and long-range dependency method for SNLDS. The cornerstone of our approach is the fusion of S4 and SNLDS, leveraging the strengths of both models to effectively address the intricacies of long-range dependencies in switching time series. Through rigorous testing, we demonstrate that our proposed methodology adeptly segments and reproduces long-range dependencies in both the 1-D Lorenz dataset and the 2-D bouncing ball dataset. Notably, our integrated approach outperforms the standalone SNLDS in these tasks. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_19201 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Long Range Switching Time Series Prediction via State Space Model Zhang, Jiaming Ding, Yang Gao, Yunfeng Machine Learning In this study, we delve into the Structured State Space Model (S4), Change Point Detection methodologies, and the Switching Non-linear Dynamics System (SNLDS). Our central proposition is an enhanced inference technique and long-range dependency method for SNLDS. The cornerstone of our approach is the fusion of S4 and SNLDS, leveraging the strengths of both models to effectively address the intricacies of long-range dependencies in switching time series. Through rigorous testing, we demonstrate that our proposed methodology adeptly segments and reproduces long-range dependencies in both the 1-D Lorenz dataset and the 2-D bouncing ball dataset. Notably, our integrated approach outperforms the standalone SNLDS in these tasks. |
| title | Long Range Switching Time Series Prediction via State Space Model |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2407.19201 |