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Learning compressed representations of multivariate time series (MTS) facilitates data analysis in the presence of noise and redundant information, and for a large number of variates and time steps. However, classical dimensionality…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Filippo Maria Bianchi , Lorenzo Livi , Karl Øyvind Mikalsen , Michael Kampffmeyer , Robert Jenssen

The time series cluster kernel (TCK) provides a powerful tool for analysing multivariate time series subject to missing data. TCK is designed using an ensemble learning approach in which Bayesian mixture models form the base models. Because…

Machine Learning · Computer Science 2019-07-12 Karl Øyvind Mikalsen , Cristina Soguero-Ruiz , Filippo Maria Bianchi , Arthur Revhaug , Robert Jenssen

Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between…

Machine Learning · Statistics 2017-06-30 Karl Øyvind Mikalsen , Filippo Maria Bianchi , Cristina Soguero-Ruiz , Robert Jenssen

A large fraction of the electronic health records (EHRs) consists of clinical measurements collected over time, such as lab tests and vital signs, which provide important information about a patient's health status. These sequences of…

Machine Learning · Statistics 2020-03-02 Karl Øyvind Mikalsen , Cristina Soguero-Ruiz , Robert Jenssen

Learning meaningful representations from medical time series (MedTS) such as ECG or EEG signals is a critical challenge. These signals are often high-dimensional, variable-length and rife with noise. Existing self-supervised approaches,…

Machine Learning · Computer Science 2026-05-04 Huayu Li , ZhengXiao He , Xiwen Chen , Jingjing Wang , Siyuan Tian , Jinghao Wen , Ao Li

Multivariate Time-Series (MTS) clustering is crucial for signal processing and data analysis. Although deep learning approaches, particularly those leveraging Contrastive Learning (CL), are prominent for MTS representation, existing…

Machine Learning · Computer Science 2026-01-13 Zexi Tan , Tao Xie , Haoyi Xiao , Baoyao Yang , Yuzhu Ji , An Zeng , Xiang Zhang , Yiqun Zhang

There exist many approaches for description and recognition of unseen classes in datasets. Nevertheless, it becomes a challenging problem when we deal with multivariate time-series (MTS) (e.g., motion data), where we cannot apply the…

Machine Learning · Computer Science 2019-03-14 Babak Hosseini , Barbara Hammer

We study the behavior of a Time-Aware Long Short-Term Memory Autoencoder, a state-of-the-art method, in the context of learning latent representations from irregularly sampled patient data. We identify a key issue in the way such recurrent…

Machine Learning · Computer Science 2019-02-12 Duc Thanh Anh Luong , Varun Chandola

Sensor and control data of modern mechatronic systems are often available as heterogeneous time series with different sampling rates and value ranges. Suitable classification and regression methods from the field of supervised machine…

Machine Learning · Computer Science 2021-04-09 Karl-Philipp Kortmann , Moritz Fehsenfeld , Mark Wielitzka

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

Learning time-series representations when only unlabeled data or few labeled samples are available can be a challenging task. Recently, contrastive self-supervised learning has shown great improvement in extracting useful representations…

Machine Learning · Computer Science 2023-09-06 Emadeldeen Eldele , Mohamed Ragab , Zhenghua Chen , Min Wu , Chee-Keong Kwoh , Xiaoli Li , Cuntai Guan

Multivariate time series(MTS) is a universal data type related to many practical applications. However, MTS suffers from missing data problems, which leads to degradation or even collapse of the downstream tasks, such as prediction and…

Machine Learning · Computer Science 2022-09-19 Kai Zhang , Qinmin Yang , Chao Li

Temporal causal representation learning is a powerful tool for uncovering complex patterns in observational studies, which are often represented as low-dimensional time series. However, in many real-world applications, data are…

Machine Learning · Computer Science 2025-07-21 Jianhong Chen , Meng Zhao , Mostafa Reisi Gahrooei , Xubo Yue

Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…

Machine Learning · Computer Science 2020-10-06 Yang Jiao , Kai Yang , Shaoyu Dou , Pan Luo , Sijia Liu , Dongjin Song

When sensors collect spatio-temporal data in a large geographical area, the existence of missing data cannot be escaped. Missing data negatively impacts the performance of data analysis and machine learning algorithms. In this paper, we…

Machine Learning · Computer Science 2019-04-30 Reza Asadi , Amelia Regan

Multivariate time series (MTS) imputation is a widely studied problem in recent years. Existing methods can be divided into two main groups, including (1) deep recurrent or generative models that primarily focus on time series features, and…

Machine Learning · Computer Science 2023-06-27 Dingsu Wang , Yuchen Yan , Ruizhong Qiu , Yada Zhu , Kaiyu Guan , Andrew J Margenot , Hanghang Tong

Time series shapelets are discriminative subsequences that have been recently found effective for time series clustering (TSC). The shapelets are convenient for interpreting the clusters. Thus, the main challenge for TSC is to discover…

Machine Learning · Computer Science 2022-08-19 Guozhong Li , Byron Choi , Jianliang Xu , Sourav S Bhowmick , Daphne Ngar-yin Mah , Grace Lai-Hung Wong

A large fraction of the electronic health records consists of clinical measurements collected over time, such as blood tests, which provide important information about the health status of a patient. These sequences of clinical measurements…

Compressed sensing techniques enable efficient acquisition and recovery of sparse, high-dimensional data signals via low-dimensional projections. In this work, we propose Uncertainty Autoencoders, a learning framework for unsupervised…

Machine Learning · Statistics 2019-04-15 Aditya Grover , Stefano Ermon

Unsupervised multivariate time series (MTS) representation learning aims to extract compact and informative representations from raw sequences without relying on labels, enabling efficient transfer to diverse downstream tasks. In this…

Machine Learning · Computer Science 2025-09-22 Yi Xu , Yitian Zhang , Yun Fu
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