Arthur Thomas | Searcharxiv

arXiv2026

Tail-Aware Density Forecasting of Locally Explosive Time Series: A Neural Network Approach

Mixed causal--noncausal (anticipative) models capture locally explosive dynamics and provide economically meaningful probabilities of continuation and collapse, but forecasting with them remains computationally difficult. We develop a two-stage framework that estimates such an ARMA model and then learns its predictive density using a Mixture Density Network with skewed-t components, tail-aware training weights, and post-hoc calibration. The approach accommodates the heavy tails, asymmetry, and multimodality characteristic of non-causal forecasts while remaining computationally tractable. Monte Carlo experiments and a real-time natural-gas application show substantial improvements over existing density-forecasting methods.

stat.ME↗

arXiv2023

ProsAudit, a prosodic benchmark for self-supervised speech models

We present ProsAudit, a benchmark in English to assess structural prosodic knowledge in self-supervised learning (SSL) speech models. It consists of two subtasks, their corresponding metrics, and an evaluation dataset. In the protosyntax task, the model must correctly identify strong versus weak prosodic boundaries. In the lexical task, the model needs to correctly distinguish between pauses inserted between words and within words. We also provide human evaluation scores on this benchmark. We evaluated a series of SSL models and found that they were all able to perform above chance on both tasks, even when evaluated on an unseen language. However, non-native models performed significantly worse than native ones on the lexical task, highlighting the importance of lexical knowledge in this task. We also found a clear effect of size with models trained on more data performing better in the two subtasks.

cs.CL↗