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The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

Information Theory · Computer Science 2020-10-19 Pavel Loskot

The paper focuses on the adaptation of local polynomial filters at the end of the sample period. We show that for real time estimation of signals (i.e., exactly at the boundary of the time support) we cannot rely on the automatic adaptation…

Applications · Statistics 2009-01-28 Tommaso Proietti , Alessandra Luati

Time series classification plays a fundamental role in a wide range of real-world applications. Recently, large language models (LLMs) have demonstrated strong generalization and reasoning capacities, but directly applying them to time…

Machine Learning · Computer Science 2025-12-22 Xiaoyu Tao , Tingyue Pan , Mingyue Cheng , Yucong Luo , Qi Liu , Enhong Chen

This article introduces a novel approach to the classification of categorical time series under the supervised learning paradigm. To construct meaningful features for categorical time series classification, we consider two relevant…

Methodology · Statistics 2021-02-05 Zeda Li , Scott A. Bruce , Tian Cai

Time series, as one of the most fundamental representations of sequential data, has been extensively studied across diverse disciplines, including computer science, biology, geology, astronomy, and environmental sciences. The advent of…

Machine Learning · Computer Science 2024-12-31 John Paparrizos , Fan Yang , Haojun Li

Getting a robust time-series clustering with best choice of distance measure and appropriate representation is always a challenge. We propose a novel mechanism to identify the clusters combining learned compact representation of…

Machine Learning · Computer Science 2021-01-12 Soma Bandyopadhyay , Anish Datta , Arpan Pal

Time-series data classification is central to the analysis and control of autonomous systems, such as robots and self-driving cars. Temporal logic-based learning algorithms have been proposed recently as classifiers of such data. However,…

Machine Learning · Computer Science 2022-07-08 Erfan Aasi , Cristian Ioan Vasile , Mahroo Bahreinian , Calin Belta

Machine learning methods trained on raw numerical time series data exhibit fundamental limitations such as a high sensitivity to the hyper parameters and even to the initialization of random weights. A combination of a recurrent neural…

Machine Learning · Computer Science 2020-03-13 Steven Elsworth , Stefan Güttel

Time series classification is a field which has drawn much attention over the past decade. A new approach for classification of time series uses classification trees based on shapelets. A shapelet is a subsequence extracted from one of the…

Machine Learning · Computer Science 2012-09-25 Daniel Gordon , Danny Hendler , Lior Rokach

We study time-series classification (TSC), a fundamental task of time-series data mining. Prior work has approached TSC from two major directions: (1) similarity-based methods that classify time-series based on the nearest neighbors, and…

Machine Learning · Computer Science 2022-01-07 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

For the last years, time-series mining has become a challenging issue for researchers. An important application lies in most monitoring purposes, which require analyzing large sets of time-series for learning usual patterns. Any deviation…

Machine Learning · Computer Science 2007-05-23 Florence Duchene , Catherine Garbay , Vincent Rialle

Time series analysis is crucial in fields like finance, economics, environmental science, and biomedical engineering, aiding in forecasting, pattern identification, and understanding underlying mechanisms. While traditional time-domain…

Methodology · Statistics 2024-08-21 Jonathan de Souza Matias , Valderio Anselmo Reisen

The emergence of deep learning networks raises a need for explainable AI so that users and domain experts can be confident applying them to high-risk decisions. In this paper, we leverage data from the latent space induced by deep learning…

Machine Learning · Computer Science 2019-09-10 Alan H. Gee , Diego Garcia-Olano , Joydeep Ghosh , David Paydarfar

Time series classification is a task of paramount importance, as this kind of data often arises in safety-critical applications. However, it is typically tackled with black-box deep learning methods, making it hard for humans to understand…

Machine Learning · Computer Science 2025-08-28 Irene Ferfoglia , Simone Silvetti , Gaia Saveri , Laura Nenzi , Luca Bortolussi

Time series are series of values ordered by time. This kind of data can be found in many real world settings. Classifying time series is a difficult task and an active area of research. This paper investigates the use of transfer learning…

Machine Learning · Computer Science 2019-09-23 Marc Wenninger , Sebastian P. Bayerl , Jochen Schmidt , Korbinian Riedhammer

We report our ongoing work about a new deep architecture working in tandem with a statistical test procedure for jointly training texts and their label descriptions for multi-label and multi-class classification tasks. A statistical…

Computation and Language · Computer Science 2019-06-18 Ahmad Aghaebrahimian , Mark Cieliebak

We study statistical inference on unit roots and cointegration for time series in a Hilbert space. We develop statistical inference on the number of common stochastic trends embedded in the time series, i.e., the dimension of the…

Econometrics · Economics 2026-03-17 Morten Ørregaard Nielsen , Won-Ki Seo , Dakyung Seong

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Multivariate time series classification is a rapidly growing research field with practical applications in finance, healthcare, engineering, and more. The complexity of classifying multivariate time series data arises from its high…

Machine Learning · Computer Science 2024-02-06 Luca A. Bennett , Zahraa S. Abdallah

The classification of time series data is a well-studied problem with numerous practical applications, such as medical diagnosis and speech recognition. A popular and effective approach is to classify new time series in the same way as…

Machine Learning · Computer Science 2019-01-29 Ricards Marcinkevics , Steven Kelk , Carlo Galuzzi , Berthold Stegemann