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Related papers: De-Trending Time Series for Astronomical Variabili…

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In this paper, we propose a novel data-driven approach for removing trends (detrending) from nonstationary, fractal and multifractal time series. We consider real-valued time series relative to measurements of an underlying dynamical system…

Data Analysis, Statistics and Probability · Physics 2016-12-15 Enrico Maiorino , Filippo Maria Bianchi , Lorenzo Livi , Antonello Rizzi , Alireza Sadeghian

In this article we present a method by which we can reduce a time series into a single point in $\mathbb{R}^{13}$. We have chosen 13 dimensions so as to prevent too many points from being labeled as "noise." When using a Euclidean (or…

Data Analysis, Statistics and Probability · Physics 2018-05-07 Clark Alexander , Luke Shi , Sofya Akhmametyeva

In this paper we study the estimation of changing trends in time-series using $\ell_1$ trend filtering. This method generalizes 1D Total Variation (TV) denoising for detection of step changes in means to detecting changes in trends, and it…

Statistics Theory · Mathematics 2014-12-02 Cristian R. Rojas , Bo Wahlberg

The recent increase in the scale and complexity of software systems has introduced new challenges to the time series monitoring and anomaly detection process. A major drawback of existing anomaly detection methods is that they lack…

Machine Learning · Computer Science 2020-01-07 Sayan Chakraborty , Smit Shah , Kiumars Soltani , Anna Swigart

The detection of planetary transits in the light curves of active stars, featuring correlated noise in the form of stellar variability, remains a challenge. Depending on the noise characteristics, we show that the traditional technique that…

Earth and Planetary Astrophysics · Physics 2024-07-23 Lionel Garcia , Daniel Foreman-Mackey , Catriona A. Murray , Suzanne Aigrain , Dax L. Feliz , Francisco J. Pozuelos

Combination frequencies are not solutions of the perturbed stellar structure equations. In dense power spectra from a light curve of a given multi-periodic pulsating star, they can compromise the mode identification in an asteroseismic…

Solar and Stellar Astrophysics · Physics 2020-08-12 M. Lares-Martiz , R. Garrido , J. Pascual-Granado

In this paper, we introduce a method performing clustering of time-series on the basis of their trend (increasing, stagnating/decreasing, and seasonal behavior). The clustering is performed using $k$-means method on a selection of…

Signal Processing · Electrical Eng. & Systems 2020-11-25 Vincent Talbo , Mehdi Haddab , Derek Aubert , Redha Moulla

Astronomy light curves are sparse, gappy, and heteroscedastic. As a result standard time series methods regularly used for financial and similar datasets are of little help and astronomers are usually left to their own instruments and…

Instrumentation and Methods for Astrophysics · Physics 2018-02-27 Ashish Mahabal , Kshiteej Sheth , Fabian Gieseke , Akshay Pai , S. George Djorgovski , Andrew Drake , Matthew Graham , the CSS/CRTS/PTF Collaboration

Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…

Methodology · Statistics 2022-09-07 Euan T. McGonigle , Rebecca Killick , Matthew A. Nunes

Reconstruction-based anomaly detection via denoising diffusion model has limitations in determining appropriate noise parameters that can degrade anomalies while preserving normal characteristics. Also, normal regions can fluctuate…

Computer Vision and Pattern Recognition · Computer Science 2025-08-20 Eunwoo Kim , Un Yang , Cheol Lae Roh , Stefano Ermon

Radio astronomical observations have very poor signal to noise ratios, unlike in other disciplines. On the other hand, it is possible to observe the object of interest for long time intervals as well as using a wider bandwidth.…

Astrophysics · Physics 2008-09-02 Sarod Yatawatta

The decomposition of a time series is an essential task that helps to understand its very nature. It facilitates the analysis and forecasting of complex time series expressing various hidden components such as the trend, seasonal…

Methodology · Statistics 2022-04-25 Grzegorz Dudek

In the light of regularized dynamic time warping kernels, this paper re-considers the concept of time elastic centroid for a setof time series. We derive a new algorithm based on a probabilistic interpretation of kernel alignment matrices.…

Machine Learning · Computer Science 2019-07-12 Pierre-François Marteau

Detecting anomalies in time series data is a challenging task with broad relevance in many applications. Existing methods work effectively only under idealized conditions, typically focusing on point anomalies or assuming a constant…

Methodology · Statistics 2025-09-01 Yiyin Zhang , Florian Pein , Idris Eckley

We study the problem of clustering sequences of unlabeled point sets taken from a common metric space. Such scenarios arise naturally in applications where a system or process is observed in distinct time intervals, such as biological…

Data Structures and Algorithms · Computer Science 2017-10-17 Tamal K. Dey , Alfred Rossi , Anastasios Sidiropoulos

Techniques for clustering student behaviour offer many opportunities to improve educational outcomes by providing insight into student learning. However, one important aspect of student behaviour, namely its evolution over time, can often…

Machine Learning · Computer Science 2021-10-08 Jessica McBroom , Kalina Yacef , Irena Koprinska

The first step when investigating time varying data is the detection of any reliable changes in star brightness. This step is crucial to decreasing the processing time by reducing the number of sources processed in later, slower steps.…

Instrumentation and Methods for Astrophysics · Physics 2016-01-27 C. E. Ferreira Lopes , N. J. G. Cross

Hierarchical clustering is a common algorithm in data analysis. It is unique among many clustering algorithms in that it draws dendrograms based on the distance of data under a certain metric, and group them. It is widely used in all areas…

Instrumentation and Methods for Astrophysics · Physics 2022-11-14 Heng Yu , Xiaolan Hou

Improving the future of healthcare starts by better understanding the current actual practices in hospital settings. This motivates the objective of discovering typical care pathways from patient data. Revealing typical care pathways can be…

Machine Learning · Computer Science 2024-12-20 Thomas Guyet , Pierre Pinson , Enoal Gesny

Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…

Artificial Intelligence · Computer Science 2025-11-12 Jinbo Li , Hesam Izakian , Witold Pedrycz , Iqbal Jamal