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Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Machine Learning · Statistics 2019-07-04 Shunya Okuno , Kazuyuki Aihara , Yoshito Hirata

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

We present a novel topological framework for analyzing functional brain signals using time-frequency analysis. By integrating persistent homology with time-frequency representations, we capture multi-scale topological features that…

Neurons and Cognition · Quantitative Biology 2025-04-23 Moo K. Chung , Aaron F. Struck

Purpose: To develop a deep learning method on a nonlinear manifold to explore the temporal redundancy of dynamic signals to reconstruct cardiac MRI data from highly undersampled measurements. Methods: Cardiac MR image reconstruction is…

Image and Video Processing · Electrical Eng. & Systems 2021-04-05 Ziwen Ke , Zhuo-Xu Cui , Wenqi Huang , Jing Cheng , Sen Jia , Haifeng Wang , Xin Liu , Hairong Zheng , Leslie Ying , Yanjie Zhu , Dong Liang

Empirically observed time series in physics, biology, or medicine, are commonly generated by some underlying dynamical system (DS) which is the target of scientific interest. There is an increasing interest to harvest machine learning…

Machine Learning · Computer Science 2022-07-07 Daniel Kramer , Philine Lou Bommer , Carlo Tombolini , Georgia Koppe , Daniel Durstewitz

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

The problem of (point) forecasting $ \textit{univariate} $ time series is considered. Most approaches, ranging from traditional statistical methods to recent learning-based techniques with neural networks, directly operate on raw time…

Machine Learning · Computer Science 2021-07-21 Sebastian Zeng , Florian Graf , Christoph Hofer , Roland Kwitt

In this paper, we develop topological data analysis methods for classification tasks on univariate time series. As an application, we perform binary and ternary classification tasks on two public datasets that consist of physiological…

Machine Learning · Statistics 2021-06-15 Alperen Karan , Atabey Kaygun

The prediction of time series is a challenging task relevant in such diverse applications as analyzing financial data, forecasting flow dynamics or understanding biological processes. Especially chaotic time series that depend on a long…

Machine Learning · Computer Science 2024-12-06 Johannes Viehweg , Dominik Walther , Patrick Mäder

Time-delay embedding is a powerful technique for reconstructing the state space of nonlinear time series. However, the fidelity of reconstruction relies on the assumption that the time-delay map is an embedding, which is implicitly…

Computation · Statistics 2026-02-02 Yiting Duan , Zhikun Zhang , Yi Guo

Neural manifolds summarize the intrinsic structure of the information encoded by a population of neurons. Advances in experimental techniques have made simultaneous recordings from multiple brain regions increasingly commonplace, raising…

Neurons and Cognition · Quantitative Biology 2025-03-27 Iris H. R. Yoon , Gregory Henselman-Petrusek , Yiyi Yu , Robert Ghrist , Spencer LaVere Smith , Chad Giusti

In a number of disciplines, the data (e.g., graphs, manifolds) to be analyzed are non-Euclidean in nature. Geometric deep learning corresponds to techniques that generalize deep neural network models to such non-Euclidean spaces. Several…

The reconstruction of phase spaces is an essential step to analyze time series according to Dynamical System concepts. A regression performed on such spaces unveils the relationships among system states from which we can derive their…

Machine Learning · Computer Science 2020-06-23 Lucas Pagliosa , Alexandru Telea , Rodrigo Mello

Discrete-time modeling of acoustic, mechanical and electrical systems is a prominent topic in the musical signal processing literature. Such models are mostly derived by discretizing a mathematical model, given in terms of ordinary or…

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi

Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…

Data Analysis, Statistics and Probability · Physics 2022-10-26 Tobias Braun , K. Hauke Kraemer , Norbert Marwan

In the wild, we often encounter collections of sequential data such as electrocardiograms, motion capture, genomes, and natural language, and sequences may be multichannel or symbolic with nonlinear dynamics. We introduce a new method to…

Machine Learning · Computer Science 2024-06-12 Jonathan Y. Zhou , Yao Xie

Recent advances in data collection and storage have allowed both researchers and industry alike to collect data in real time. Much of this data comes in the form of 'events', or timestamped interactions, such as email and social media…

Social and Information Networks · Computer Science 2019-08-29 Andrew Mellor

A method for nonlinear topology identification is proposed, based on the assumption that a collection of time series are generated in two steps: i) a vector autoregressive process in a latent space, and ii) a nonlinear, component-wise,…

Signal Processing · Electrical Eng. & Systems 2021-07-02 Luis Miguel Lopez-Ramos , Kevin Roy , Baltasar Beferull-Lozano

When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…

Chaotic Dynamics · Physics 2007-05-23 Michael Small