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Time series are ubiquitous in our data rich world. In what follows I will describe how ideas from dynamical systems and topological data analysis can be combined to gain insights from time-varying data. We will see several applications to…

Algebraic Topology · Mathematics 2018-12-14 Jose A. Perea

Data cleaning is one of the most important tasks in data analysis processes. One of the perennial challenges in data analytics is the detection and handling of non-valid data. Failing to do so can result in inaccurate analytics and…

Databases · Computer Science 2022-05-24 Mayur Kishor Shende , Andres E. Feijoo-Lorenzo , Neeraj Dhanraj Bokde

One of the main features of interest in analysing the light curves of stars is the underlying periodic behaviour. The corresponding observations are a complex type of time series with unequally spaced time points and are sometimes…

Applications · Statistics 2022-11-21 Efthymia Derezea , Alfred Kume , Dirk Froebrich

Particle accelerators are complex facilities that produce large amounts of structured data and have clear optimization goals as well as precisely defined control requirements. As such they are naturally amenable to data-driven research…

Accelerator Physics · Physics 2023-03-01 Sichen Li , Andreas Adelmann

Singular spectrum analysis (SSA), starting from the second half of the XX century, has been a rapidly developing method of time series analysis. Since it can be called principal component analysis for time series, SSA will definitely be a…

Methodology · Statistics 2021-01-26 Nina Golyandina

In many applications, such as physiology and finance, large time series data bases are to be analyzed requiring the computation of linear, nonlinear and other measures. Such measures have been developed and implemented in commercial and…

Computation · Statistics 2010-02-10 Dimitris Kugiumtzis , Alkiviadis Tsimpiris

Signal processing is a fundamental component of almost any sensor-enabled system, with a wide range of applications across different scientific disciplines. Time series data, images, and video sequences comprise representative forms of…

Time series are collected and studied extensively for the knowledge about the data source characteristics such as the trend or the spectral landscape. Some peaks in the spectral landscape correspond to dominant frequencies. The approach…

Numerical Analysis · Computer Science 2013-06-04 Rastislav Telgarsky

Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount…

Statistical Finance · Quantitative Finance 2015-05-13 A. Chakraborti , M. Patriarca , M. S. Santhanam

The paper introduces a general framework for statistical analysis of functional time series from a Bayesian perspective. The proposed approach, based on an extension of the popular dynamic linear model to Banach-space valued observations…

Methodology · Statistics 2013-12-02 Giovanni Petris

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

Machine learning algorithms are highly useful for the classification of time series data in astronomy in this era of peta-scale public survey data releases. These methods can facilitate the discovery of new unknown events in most…

Instrumentation and Methods for Astrophysics · Physics 2018-09-10 J. B. Cabral , B. Sánchez , F. Ramos , S. Gurovich , P. Granitto , J. Vanderplas

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

Timeseria is an object-oriented time series processing library implemented in Python, which aims at making it easier to manipulate time series data and to build statistical and machine learning models on top of it. Unlike common data…

Machine Learning · Computer Science 2024-12-31 Stefano Alberto Russo , Giuliano Taffoni , Luca Bortolussi

Light curves represent astronomical time series of flux measured across one or more photometric bands. With the rapid growth of large-scale sky surveys, time-domain astronomy has become an essential area of modern astrophysical research.…

Instrumentation and Methods for Astrophysics · Physics 2026-01-06 M. Volkov , M. Demianenko , D. Matveev , K. A. Grishin , I. V. Chilingarian

This paper presents a systematic review of Python packages with a focus on time series analysis. The objective is to provide (1) an overview of the different time series analysis tasks and preprocessing methods implemented, and (2) an…

Mathematical Software · Computer Science 2021-06-23 Julien Siebert , Janek Groß , Christof Schroth

High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network reconstruction using time course gene expression data, brain…

Methodology · Statistics 2021-08-02 Sumanta Basu , David S. Matteson

Time series forecasting has applications across domains and industries, especially in healthcare, but the technical expertise required to analyze data, build models, and interpret results can be a barrier to using these techniques. This…

Machine Learning · Computer Science 2025-12-10 Aaron D. Mullen , Daniel R. Harris , Svetla Slavova , V. K. Cody Bumgardner

Regression analysis is a key area of interest in the field of data analysis and machine learning which is devoted to exploring the dependencies between variables, often using vectors. The emergence of high dimensional data in technologies…

Machine Learning · Statistics 2023-08-23 Jiani Liu , Ce Zhu , Zhen Long , Yipeng Liu

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena…

chao-dyn · Physics 2009-10-31 Rainer Hegger , Holger Kantz , Thomas Schreiber