Related papers: The Inner Structure of Time-Dependent Signals
We demonstrate that temporal observables, which are sensitive to a system's history (as opposed to its state), implicate entangled histories. We exemplify protocols for measuring such observables, and algorithms for predicting the…
Many time-evolving systems in nature, society and technology leave traces of the interactions within them. These interactions form temporal networks that reflect the states of the systems. In this work, we pursue a coarse-grained…
This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…
We present a solution to the problem of understanding a system that produces a sequence of temporally ordered observations. Our solution is based on generating and interpreting a set of temporal decision rules. A temporal decision rule is a…
As event-based sensing gains in popularity, theoretical understanding is needed to harness this technology's potential. Instead of recording video by capturing frames, event-based cameras have sensors that emit events when their inputs…
In this article, we introduce the mean independent component analysis for multivariate time series to reduce the parameter space. In particular, we seek for a contemporaneous linear transformation that detects univariate mean independent…
Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…
The ability to detect anomalies in time series is considered highly valuable in numerous application domains. The sequential nature of time series objects is responsible for an additional feature complexity, ultimately requiring specialized…
In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…
We propose a method for filling gaps and removing interferences in time series for applications involving continuous monitoring of environmental variables. The approach is non-parametric and based on an iterative pattern-matching between…
In recent years, there have been unprecedented technological advances in sensor technology, and sensors have become more affordable than ever. Thus, sensor-driven data collection is increasingly becoming an attractive and practical option…
To make informed decisions in natural environments that change over time, humans must update their beliefs as new observations are gathered. Studies exploring human inference as a dynamical process that unfolds in time have focused on…
We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…
In event-based sensing, many sensors independently and asynchronously emit events when there is a change in their input. Event-based sensing can present significant improvements in power efficiency when compared to traditional sampling,…
In time series editing, we aim to modify some properties of a given time series without altering others. For example, when analyzing a hospital patient's blood pressure, we may add a sudden early drop and observe how it impacts their future…
We present a methodology to characterize synchronization in time series based on symbolic representations. A symbol is linked to a sequence of numbers through the rank-order of its values. A representation of a time series results after…
We develop an anomaly-detection method when systematic anomalies, possibly statistically very similar to genuine inputs, are affecting control systems at the input and/or output stages. The method allows anomaly-free inputs (i.e., those…
Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…
Given a time series of multicomponent measurements x(t), the usual objective of nonlinear blind source separation (BSS) is to find a "source" time series s(t), comprised of statistically independent combinations of the measured components.…
When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…