Methods › Graphs › Graph Models › ARMA

ARMA GNN

ARMA

38 papers tagged archive 2025-07-28

Introduced by Filippo Maria Bianchi et al. in Graph Neural Networks with convolutional ARMA filters

archive 2025-07-28 Description, source and code snippet are the archive's method entry.

Papers archive 2025-07-28

30 shown of 38, newest first. Repository counts are the archive's code-links table. A Syntology line states what Syntology ran from that paper's harvested code; it is per sample and not a correctness claim.

• Intraday Functional PCA Forecasting of Cryptocurrency Returns
  26 May 2025 · 0 repositories · arXiv:2505.20508
• On the Importance of Clearsky Model in Short-Term Solar Radiation Forecasting
  6 Mar 2025 · 0 repositories · arXiv:2503.07647
• GRAMA: Adaptive Graph Autoregressive Moving Average Models
  22 Jan 2025 · 0 repositories · arXiv:2501.12732
• MPC-guided, Data-driven Fuzzy Controller Synthesis
  9 Oct 2024 · 0 repositories · arXiv:2410.06556
• Autoregressive Moving-average Attention Mechanism for Time Series Forecasting
  4 Oct 2024 · 1 repository · arXiv:2410.03159
  Syntology ran 6 of 6 samples · 0 unverified
• On the Approximability of Stationary Processes using the ARMA Model
  20 Aug 2024 · 0 repositories · arXiv:2408.10610
• Interval Forecasts for Gas Prices in the Face of Structural Breaks -- Statistical Models vs. Neural Networks
  23 Jul 2024 · 0 repositories · arXiv:2407.16723
• Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm
  17 May 2024 · 0 repositories · arXiv:2405.10762
• Rate-Optimal Non-Asymptotics for the Quadratic Prediction Error Method
  11 Apr 2024 · 0 repositories · arXiv:2404.07937
• SALSA: Sequential Approximate Leverage-Score Algorithm with Application in Analyzing Big Time Series Data
  30 Dec 2023 · 0 repositories · arXiv:2401.00122
• Predicting Temperature of Major Cities Using Machine Learning and Deep Learning
  23 Sep 2023 · 0 repositories · arXiv:2309.13330
• Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation
  17 Jul 2023 · 0 repositories · arXiv:2307.08609
• Distributed detection of ARMA signals
  14 Apr 2023 · 0 repositories · arXiv:2304.07225
• Electricity Demand Forecasting with Hybrid Statistical and Machine Learning Algorithms: Case Study of Ukraine
  11 Apr 2023 · 0 repositories · arXiv:2304.05174
• Learning Graph ARMA Processes from Time-Vertex Spectra
  14 Feb 2023 · 1 repository · arXiv:2302.06887
• Machine Learning Approach and Extreme Value Theory to Correlated Stochastic Time Series with Application to Tree Ring Data
  27 Jan 2023 · 0 repositories · arXiv:2301.11488
• An Information-State Based Approach to Linear Time Varying System Identification and Control
  19 Nov 2022 · 0 repositories · arXiv:2211.10583
• ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling
  31 Aug 2022 · 2 repositories · arXiv:2208.14919
  Syntology ran 0 of 13 samples · 13 unverified
• Forecasting foreign exchange rates with regression networks tuned by Bayesian optimization
  26 Apr 2022 · 0 repositories · arXiv:2204.12914
• High-dimensional dynamic factor models: a selective survey and lines of future research
  15 Feb 2022 · 0 repositories · arXiv:2202.07745
• Generalization Error Bounds on Deep Learning with Markov Datasets
  23 Dec 2021 · 0 repositories · arXiv:2201.11059
• Classification of fetal compromise during labour: signal processing and feature engineering of the cardiotocograph
  31 Oct 2021 · 0 repositories · arXiv:2111.00517
• WLS Design of ARMA Graph Filters using Iterative Second-Order Cone Programming
  8 Oct 2021 · 0 repositories · arXiv:2110.03993
• The Variability of Model Specification
  6 Oct 2021 · 0 repositories · arXiv:2110.02490
• Optimal Frequency Regulation using Packetized Energy Management
  27 Jul 2021 · 0 repositories · arXiv:2107.12939
• General Hannan and Quinn Criterion for Common Time Series
  11 Jan 2021 · 0 repositories · arXiv:2101.04210
• Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation
  25 Oct 2020 · 0 repositories · arXiv:2010.13036
• An Accurate and Fully-Automated Ensemble Model for Weekly Time Series Forecasting
  16 Oct 2020 · 1 repository · arXiv:2010.08158
• Hybrid Modelling Approaches for Forecasting Energy Spot Prices in EPEC market
  14 Oct 2020 · 0 repositories · arXiv:2010.08400
• Approximate State Space Modelling of Unobserved Fractional Components
  16 May 2020 · 0 repositories · arXiv:1812.09142

Tasks archive 2025-07-28

20 shown of 41 tasks the archive attaches to papers tagged with this method, by distinct papers. A task without a page in the catalog is plain text.

Usage over time archive 2025-07-28

Components: the archive holds no method-to-method composition, so PwC's Components table cannot be rebuilt; the Papers list carries no Results column for the same reason (the archive does not join its leaderboard rows to method tags).

Categories archive 2025-07-28

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections