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Time series models are ubiquitous in science, arising in any situation where researchers seek to understand how a system's behaviour changes over time. A key problem in time series modelling is \emph{inference}; determining properties of…

Mathematical Software · Computer Science 2020-01-13 Michael Clerx , Martin Robinson , Ben Lambert , Chon Lok Lei , Sanmitra Ghosh , Gary R. Mirams , David J. Gavaghan

Over the last few years, with the growth of time-series collecting and storing, there has been a great demand for tools and software for temporal data engineering and modeling. This paper presents a generic workflow for time series data…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Pejman Farhadi Ghalati , Andreas Schuppert

Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and…

Machine Learning · Computer Science 2024-07-10 Alexander Nikitin , Letizia Iannucci , Samuel Kaski

While current time series research focuses on developing new models, crucial questions of selecting an optimal approach for training such models are underexplored. Tsururu, a Python library introduced in this paper, bridges SoTA research…

Machine Learning · Computer Science 2025-09-22 Alina Kostromina , Kseniia Kuvshinova , Aleksandr Yugay , Andrey Savchenko , Dmitry Simakov

Time-series data has an increasingly growing usage in Industrial Internet of Things (IIoT) and large-scale scientific experiments. Managing time-series data needs a storage engine that can keep up with their constantly growing volumes while…

Databases · Computer Science 2022-06-09 Jalal Mostafa , Sara Wehbi , Suren Chilingaryan , Andreas Kopmann

Evaluating time series attribution methods is difficult because real-world datasets rarely provide ground truth for which time points drive a prediction. A common workaround is to generate synthetic data where class-discriminating features…

Machine Learning · Computer Science 2026-03-10 Gregor Baer

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

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…

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

aeon is a unified Python 3 library for all machine learning tasks involving time series. The package contains modules for time series forecasting, classification, extrinsic regression and clustering, as well as a variety of utilities,…

We introduce Merlion, an open-source machine learning library for time series. It features a unified interface for many commonly used models and datasets for anomaly detection and forecasting on both univariate and multivariate time series,…

Modern biomedical applications often involve time-series data, from high-throughput phenotyping of model organisms, through to individual disease diagnosis and treatment using biomedical data streams. Data and tools for time-series analysis…

Databases · Computer Science 2019-05-06 Ben D. Fulcher , Carl H. Lubba , Sarab S. Sethi , Nick S. Jones

Continuous-time series is essential for different modern application areas, e.g. healthcare, automobile, energy, finance, Internet of things (IoT) and other related areas. Different application needs to process as well as analyse a massive…

Machine Learning · Computer Science 2024-09-17 Mansura Habiba , Barak A. Pearlmutter , Mehrdad Maleki

KnowIt (Knowledge discovery in time series data) is a flexible framework for building deep time series models and interpreting them. It is implemented as a Python toolkit, with source code and documentation available from…

Machine Learning · Computer Science 2026-02-19 M. W. Theunissen , R. Rabe , H. L. Potgieter , M. H. Davel

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

We present sktime -- a new scikit-learn compatible Python library with a unified interface for machine learning with time series. Time series data gives rise to various distinct but closely related learning tasks, such as forecasting and…

Machine Learning · Computer Science 2019-09-18 Markus Löning , Anthony Bagnall , Sajaysurya Ganesh , Viktor Kazakov , Jason Lines , Franz J. Király

This paper describes HyperStream, a large-scale, flexible and robust software package, written in the Python language, for processing streaming data with workflow creation capabilities. HyperStream overcomes the limitations of other…

Machine Learning · Computer Science 2019-08-09 Tom Diethe , Meelis Kull , Niall Twomey , Kacper Sokol , Hao Song , Miquel Perello-Nieto , Emma Tonkin , Peter Flach

Generation and analysis of time-series data is relevant to many quantitative fields ranging from economics to fluid mechanics. In the physical sciences, structures such as metastable and coherent sets, slow relaxation processes, collective…

With the increasing application of deep learning algorithms to time series classification, especially in high-stake scenarios, the relevance of interpreting those algorithms becomes key. Although research in time series interpretability has…

Machine Learning · Computer Science 2022-08-16 Jacqueline Höllig , Cedric Kulbach , Steffen Thoma

Alloy cluster expansions (CEs) provide an accurate and computationally efficient mapping of the potential energy surface of multi-component systems that enables comprehensive sampling of the many-dimensional configuration space. Here, we…

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