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A convolutional framework for detecting event-driven dynamics in energy price series

This story is from 2026-09-02. It is preserved in the archive; the latest stories are on the live feed.

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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  1. 2026-09-02 04:00 · arXiv stat.ML
    A convolutional framework for detecting event-driven dynamics in energy price series

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