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Mohamed Hamlich

Publications and source records attributed to Mohamed Hamlich.

4 recordsLinked to original sources

Ordering Multivariate Time Series by Volatility Memory: A Temporal Convolutional Approach to Volatility Heredity

Volatility dynamics can carry information about temporal relationships that is not apparent in the conditional mean. Extracting this information is difficult because the persistence of each variable can obscure its dependence on other variables. This paper presents QS-TCN, a method for ordering multivariate time series that combines statistical estimates of volatility memory with temporal convolutional learning. Persistence estimates obtained by quasi-maximum likelihood and temporal modes extracted by the Matrix Pencil method define structured filters within the network. Together with learned filters, they represent the history of the target and support comparisons of directional evidence between variables. These comparisons are combined into a global order of precedence, which does not identify a causal graph. The method is evaluated on synthetic systems with linear and nonlinear volatility interactions and on the Finance and fMRI benchmarks, whose reference relations are known. Across the four synthetic volatility regimes studied, QS-TCN reaches a higher mean ordering quality than an external lead--lag ordering and its squared-input adaptation, although the gain over the adaptation is uncertain in two regimes. Applications to currency, gold and cryptocurrency markets are reported descriptively.

cs.LG↗

Multi-Agent System-driven Digital Twins for predictive maintenance: architectures, technologies and open research challenges

Digital twins have emerged as a foundational technology within the context of Industry 4.0, offering a paradigm for the real-time virtual representation of physical systems. However, managing their growing complexity, particularly in distributed industrial environments, requires intelligent architectures capable of autonomous decision-making, dynamic adaptability, and inter-agent coordination. This systematic review explores the intersection between Multi-Agent Systems and Digital Twins, with a particular focus on predictive maintenance applications in resource-constrained contexts. Through a critical analysis of over 547 papers published in high-impact journals (IEEE Transactions, Nature, Elsevier, MDPI), we establish a taxonomy of existing hybrid architectures, identify persistent technological bottlenecks, and formulate three open research questions concerning: (i) the deployment of artificial intelligence on resource-constrained microcontrollers, (ii) distributed multi-node coordination via lightweight communication protocols, and (iii) the hierarchical orchestration of Digital Twins toward smart factory control integrating residual life estimation and explainable Artificial Intelligence. The results of this analysis reveal that, despite significant progress, no existing system offers an integrated embedded-distributed hierarchical solution that simultaneously meets the requirements of Industry 5.0.

cs.AI↗

Synthetic data generation framework for quality control automation in gravure printing

Quality control in printing, particularly in rotogravure printing, still depends on slow, costly, and subjective manual inspection. Automated surface defect detection is critical for maintaining high-quality standards in rotogravure printing. Deep learning models give prospects for automation. However, training robust deep learning models, such as YOLO or Vision Transformers, is heavily hindered by the extreme scarcity of real-world industrial defects images. To overcome this limitation, this paper introduces a novel synthetic data generation framework tailored for rotogravure printing quality control. The proposed pipeline automatically generates high-fidelity images of specific printing defects (creases, streaks, misregistration, etc.) and outputs corresponding bounding boxes and annotations. To validate the framework, a synthetic dataset of 7533 images was generated and used to train the state-of-the-art object-detection model RFDETR. Experimental results demonstrate that the model trained on our synthetic data achieves a Mean Average Precision (mAP) of 80.9\% on real industrial testing samples. This framework provides a zero-cost, rapid-deployment solution for automating defect inspection in printing lines without requiring massive manual data collection.

cs.CV↗

IPatch: A Multi-Resolution Transformer Architecture for Robust Time-Series Forecasting

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their performance depends critically on the representation of temporal data. Traditional point-wise representations preserve individual time-step information, enabling fine-grained modeling, yet they tend to be computationally expensive and less effective at modeling broader contextual dependencies, limiting their scalability to long sequences. Patch-wise representations aggregate consecutive steps into compact tokens to improve efficiency and model local temporal dynamics, but they often discard fine-grained temporal details that are critical for accurate predictions in volatile or complex time series. We propose IPatch, a multi-resolution Transformer architecture that integrates both point-wise and patch-wise tokens, modeling temporal information at multiple resolutions. Experiments on 7 benchmark datasets demonstrate that IPatch consistently improves forecasting accuracy, robustness to noise, and generalization across various prediction horizons compared to single-representation baselines.

cs.LG↗