A convolutional framework for detecting event-driven dynamics in energy price series
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arXiv:2609.00402v1 Announce Type: new Abstract: This paper develops a general convolutional neural network (CNN) framework for detecting heterogeneous event-driven dynamics in univariate time series windows. We show that the induced CNN class exactly represents classifiers based on range, maximum d…
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- 2026-09-02 04:00 · arXiv stat.ML
A convolutional framework for detecting event-driven dynamics in energy price series
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