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Seasonality (or periodicity) and trend are features describing an observed sequence, and extracting these features is an important issue in many scientific fields. However, it is not an easy task for existing methods to analyze…

Statistics Theory · Mathematics 2013-03-20 Yu-Chun Chen , Ming-Yen Cheng , Hau-tieng Wu

For many real data, long term observation consists of different processes that coexist or occur one after the other. Those processes very often exhibit different statistical properties and thus before the further analysis the observed data…

Statistics Theory · Mathematics 2016-05-30 Kucharczyk Daniel. Wyłomańska Agnieszka , Zimroz Radosław

New time-series analysis tools are needed in disciplines as diverse as astronomy, economics and meteorology. In particular, the increasing rate of data collection at multiple wavelengths requires new approaches able to handle these data.…

Instrumentation and Methods for Astrophysics · Physics 2021-01-05 C. E. Ferreira Lopes , N. J. G. Cross , F. Jablonski

This paper introduces score-based sequential Langevin sampling (SSLS), a novel approach to nonlinear data assimilation within a recursive Bayesian filtering framework. The proposed method decomposes the assimilation process into alternating…

Numerical Analysis · Mathematics 2026-04-07 Zhao Ding , Chenguang Duan , Yuling Jiao , Jerry Zhijian Yang , Cheng Yuan , Pingwen Zhang

Several methods have recently been proposed to analyze speech and automatically infer the personality of the speaker. These methods often rely on prosodic and other hand crafted speech processing features extracted with off-the-shelf…

Computer Vision and Pattern Recognition · Computer Science 2022-05-10 Marc-André Carbonneau , Eric Granger , Yazid Attabi , Ghyslain Gagnon

We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a…

Machine Learning · Statistics 2018-11-01 Abdi-Hakin Dirie , Abubakar Abid , James Zou

Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system reliability…

Machine Learning · Computer Science 2026-02-11 Lingpei Zhang , Qingming Li , Yong Yang , Jiahao Chen , Rui Zeng , Chenyang Lyu , Shouling Ji

Multivariate time-series forecasting, as a typical problem in the field of time series prediction, has a wide range of applications in weather forecasting, traffic flow prediction, and other scenarios. However, existing works do not…

Machine Learning · Computer Science 2026-01-30 Tianhao Zhang , Shusen Ma , Yu Kang , Yun-Bo Zhao

Irregular multivariate time series with missing values present significant challenges for predictive modeling in domains such as healthcare. While deep learning approaches often focus on temporal interpolation or complex architectures to…

Machine Learning · Computer Science 2026-03-16 Dingyi Nie , Yixing Wu , C. -C. Jay Kuo

This paper investigates the problem of dynamical sampling for graph signals influenced by a constant source term. We consider signals evolving over time according to a linear dynamical system on a graph, where both the initial state and the…

Numerical Analysis · Mathematics 2025-09-23 Le Gong , Longxiu Huang

Structured sentiment analysis (SSA) aims to automatically extract people's opinions from a text in natural language and adequately represent that information in a graph structure. One of the most accurate methods for performing SSA was…

Computation and Language · Computer Science 2026-02-12 Daniel Fernández-González

Terahertz Time Domain Spectroscopy (THz-TDS) systems have emerged as mature technologies with significant potential across various research fields and industries. However, the lack of standardized methods for signal and noise estimation and…

Feature extraction methods help in dimensionality reduction and capture relevant information. In time series forecasting (TSF), features can be used as auxiliary information to achieve better accuracy. Traditionally, features used in TSF…

Machine Learning · Computer Science 2022-09-16 Alexey Chernikov , Chang Wei Tan , Pablo Montero-Manso , Christoph Bergmeir

Automated f ault detection and monitoring in engineering are critical but frequently difficult owing to the necessity for collecting and labeling large amounts of defective samples . We present an unsupervised method that uses the high end…

Computer Vision and Pattern Recognition · Computer Science 2024-07-10 Ahmed Maged , Herman Shen

Here we discuss a new fast detrending method for the non-stationary RR time series used in Heart Rate Variability analysis. The described method is based on the diffusion equation, and we show numerically that it is equivalent to the widely…

Data Analysis, Statistics and Probability · Physics 2020-02-18 M. Andrecut

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

Performance and high availability have become increasingly important drivers, amongst other drivers, for user retention in the context of web services such as social networks, and web search. Exogenic and/or endogenic factors often give…

Machine Learning · Computer Science 2017-04-26 Jordan Hochenbaum , Owen S. Vallis , Arun Kejariwal

This work proposes a novel feature selection algorithm to classify Songs into different groups. Classification of musical content is often a non-trivial job and still relatively less explored area. The main idea conveyed in this article is…

Information Retrieval · Computer Science 2019-01-09 Anish Acharya

Spectrum sensing enables cognitive radio systems to detect unused portions of the radio spectrum and then use them while avoiding interferences to the primary users. Energy detection is one of the most used techniques for spectrum sensing…

Signal Processing · Electrical Eng. & Systems 2018-03-15 Youness Arjoune

The state-of-the-art Aspect-based Sentiment Analysis (ABSA) approaches are mainly based on either detecting aspect terms and their corresponding sentiment polarities, or co-extracting aspect and opinion terms. However, the extraction of…

Computation and Language · Computer Science 2020-11-03 Chen Zhang , Qiuchi Li , Dawei Song , Benyou Wang