Related papers: Description of stochastic and chaotic series using…
The Fourier phase information play a key role for the quantified description of nonlinear data. We present a novel tool for time series analysis that identifies nonlinearities by sensitively detecting correlations among the Fourier phases.…
Time series clustering poses a significant challenge with diverse applications across domains. A prominent drawback of existing solutions lies in their limited interpretability, often confined to presenting users with centroids. In…
Community detection in graphs has many important and fundamental applications including in distributed systems, compression, image segmentation, divide-and-conquer graph algorithms such as nested dissection, document and word clustering,…
Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the…
The analysis of chaotic signals with time-frequency methods is considered. For this purpose, two new transformations are presented which consist in the decomposition of a signal onto an orthogonal set of respectively linear and hyperbolic…
The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there…
In this paper, a nonlinear system aiming at reducing the signal transmission rate in a networked control system is constructed by adding nonlinear constraints to a linear feedback control system. Its stability is investigated in detail. It…
With the recent advances in technology, a wide range of systems continue to collect a large amount of data over time and thus generate time series. Time-Series Anomaly Detection (TSAD) is an important task in various time-series…
Machine-learned systems are in widespread use for making decisions about humans, and it is important that they are fair, i.e., not biased against individuals based on sensitive attributes. We present a general framework of runtime…
In directed graphs, a cycle can be seen as a structure that allows its vertices to loop back to themselves, or as a structure that allows pairs of vertices to reach each other through distinct paths. We extend these concepts to temporal…
Streamflow is a dynamical process that integrates water movement in space and time within basin boundaries. The authors characterize the dynamics associated with streamflow time series data from about seventy-one U.S. Geological Survey…
Despite the popularisation of machine learning models, more often than not, they still operate as black boxes with no insight into what is happening inside the model. There exist a few methods that allow to visualise and explain why a model…
Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…
We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
Reliable prediction of large chaotic sytems in the short to middle time range is of interest in a number of fields, including climate, ecology, seismology, and economics. In this paper, results from chaos theory, and statistical theory are…
Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…
This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…
Network-topology inference from (vertex) signal observations is a prominent problem across data-science and engineering disciplines. Most existing schemes assume that observations from all nodes are available, but in many practical…
The research paper addresses linear decomposition of time series of non-additive metrics that allows for the identification and interpretation of contributing factors (input features) of variance. Non-additive metrics, such as ratios, are…