ICCK

Xinhao Yang

Department of Computer Science, University of Southern California, Los Angeles, CA 90007, United States

Section 01

Academic Profile

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Section 02

Editorial Roles

This user currently does not serve as an editor for any ICCK journals.

Section 03

ICCK Publications

Free Access | Research Article | 19 June 2025 | Cited: Crossref logo  14 , Scopus 10
MamNet: A Novel Hybrid Model for Time-Series Forecasting and Frequency Pattern Analysis in Network Traffic
ICCK Transactions on Intelligent Systematics | Volume 2, Issue 2: 109-124, 2025 | DOI: 10.62762/TIS.2025.347925
Abstract
The abnormal fluctuations in network traffic may indicate potential security threats or system failures. Therefore, efficient network traffic prediction and anomaly detection methods are crucial for network security and traffic management. This paper proposes a novel network traffic prediction and anomaly detection model, MamNet, which integrates time-domain modeling and frequency-domain feature extraction. The model first captures the long-term dependencies of network traffic through the Mamba module (time-domain modeling), and then identifies periodic fluctuations in the traffic using Fourier Transform (frequency-domain feature extraction). In the feature fusion layer, multi-scale infor... More >

Graphical Abstract
MamNet: A Novel Hybrid Model for Time-Series Forecasting and Frequency Pattern Analysis in Network Traffic
Open Access | Research Article | 21 May 2025 | Cited: Crossref logo  3 , Scopus 5
Anomaly Detection and Risk Early Warning System for Financial Time Series Based on the WaveLST-Trans Model
ICCK Transactions on Emerging Topics in Artificial Intelligence | Volume 2, Issue 2: 68-80, 2025 | DOI: 10.62762/TETAI.2025.191759
Abstract
Abnormal fluctuations in financial markets may signal significant risks or market manipulation, so efficient time series anomaly detection methods are crucial for risk management. However, traditional statistical methods (e.g., ARIMA, GARCH) are difficult to adapt to the nonlinear and multi-scale characteristics of financial data, while single deep learning models (e.g., LSTM, Transformer) have limitations in capturing long-term trends and short-term fluctuations. In this paper, we propose WaveLST-Trans, a financial time series anomaly detection model based on the combination of wavelet transform (WT), LSTM and Transformer. The model first uses wavelet transform to perform multi-scale decomp... More >

Graphical Abstract
Anomaly Detection and Risk Early Warning System for Financial Time Series Based on the WaveLST-Trans Model