Signal processing and machine learning for complex systems.

Deep Wave Research is an independent research lab developing methods for extracting, modelling, and forecasting structure in noisy and evolving systems.

View research
Fourteen-month-ahead tropical-Pacific forecast for December 2024: prediction above observed reference, comparing the lowpass, three wavelet detail levels, and full reconstruction. Each column shares its colour scale between prediction and reference.
From the research

Forecasting tropical-Pacific temperature fields in complex-wavelet space. Prediction and observed reference across wavelet levels, December 2024 at a 14-month lead. A favorable case selected from development validation.

Selected research

All research
Regime-Adaptive Probabilistic Forecasting · Report 3

Regime-Adaptive Probabilistic Foundation Models for Extrapolating Nonlinear Stochastic Systems

Machine Learning · Probabilistic Forecasting · Financial Markets

A completed comparative study of regime-adaptive probabilistic forecasting on the BTCUSDT perpetual surface: a from-scratch multi-resolution encoder against frozen and LoRA-fine-tuned Chronos-T5 and Moirai-MoE lanes, evaluated under strict purged walk-forward splits with rolling conformal recalibration.

Research Software