A regression technique for temporally diffuse effects
In many real world time series, events trigger “ripples” in a dependent variable that unfold slowly and overlap in time (temporal diffusion).
Recovering the underlying dynamics of temporally diffuse effects is challenging when events and/or responses occur at irregular intervals.
Continuous-time deconvolutional regression (CDR) is a regression technique for time series that directly models temporal diffusion of effects (Shain & Schuler, 2018, 2021) as a funtion of continuous time.
CDR uses machine learning to estimate continuous-time impulse response functions (IRFs) that mediate between predictors (event properties) and responses.
Given data and a model template specifying the functional form(s) of the IRF kernel(s), CDR finds IRF parameters that optimize some objective function.
This approach can be generalized to account for non-stationary, non-linear, non-additive, and context-dependent response functions by implementing the IRF as a deep neural network (CDRNN; Shain, 2021).
Related publications
ACL
CDRNN: Discovering complex dynamics in human language processing
Shain, Cory
In Proceedings of the Joint Conference of the 59th Annual Meeting of the Association for Computational Linguistics and the 11th International Joint Conference on Natural Language Processing
2021
A large-scale study of the effects of word frequency and predictability in naturalistic reading
Shain, Cory
In Proceedings of the 2019 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, Volume 1 (Long and Short Papers)
2019