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Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Machine Learning · Computer Science 2020-10-02 Hassan Ismail Fawaz

In data science, one is often confronted with a time series representing measurements of some quantity of interest. Usually, as a first step, features of the time series need to be extracted. These are numerical quantities that aim to…

Rings and Algebras · Mathematics 2020-10-20 Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

Time series data analytics has been a problem of substantial interests for decades, and Dynamic Time Warping (DTW) has been the most widely adopted technique to measure dissimilarity between time series. A number of global-alignment kernels…

Machine Learning · Computer Science 2018-09-17 Lingfei Wu , Ian En-Hsu Yen , Jinfeng Yi , Fangli Xu , Qi Lei , Michael Witbrock

Measuring similarities between unlabeled time series trajectories is an important problem in domains as diverse as medicine, astronomy, finance, and computer vision. It is often unclear what is the appropriate metric to use because of the…

Machine Learning · Computer Science 2018-10-25 Abubakar Abid , James Zou

Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…

Machine Learning · Computer Science 2020-10-13 Nuno Mota Goncalves , Ioana Giurgiu , Anika Schumann

In this paper, we study the problem of locating a predefined sequence of patterns in a time series. In particular, the studied scenario assumes a theoretical model is available that contains the expected locations of the patterns. This…

Machine Learning · Computer Science 2018-02-20 Steven Van Vaerenbergh , Ignacio Santamaria , Victor Elvira , Matteo Salvatori

Temporal networks model a variety of important phenomena involving timed interactions between entities. Existing methods for machine learning on temporal networks generally exhibit at least one of two limitations. First, time is assumed to…

Machine Learning · Computer Science 2022-10-04 Sudhanshu Chanpuriya , Ryan A. Rossi , Sungchul Kim , Tong Yu , Jane Hoffswell , Nedim Lipka , Shunan Guo , Cameron Musco

Time series similarity measures are highly relevant in a wide range of emerging applications including training machine learning models, classification, and predictive modeling. Standard similarity measures for time series most often…

Machine Learning · Computer Science 2021-01-22 Lucas Cassiel Jacaruso

While Semi-supervised learning has gained much attention in computer vision on image data, yet limited research exists on its applicability in the time series domain. In this work, we investigate the transferability of state-of-the-art deep…

Machine Learning · Computer Science 2022-02-17 Jann Goschenhofer , Rasmus Hvingelby , David Rügamer , Janek Thomas , Moritz Wagner , Bernd Bischl

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…

Machine Learning · Computer Science 2017-10-03 Ben D. Fulcher

Time series classification is an important task in its own right, and it is often a precursor to further downstream analytics. To date, virtually all works in the literature have used either shape-based classification using a distance…

Machine Learning · Computer Science 2019-12-23 Sara Alaee , Alireza Abdoli , Christian Shelton , Amy C. Murillo , Alec C. Gerry , Eamonn Keogh

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Time series classification is crucial for numerous scientific and engineering applications. In this article, we present a numerically efficient, practically competitive, and theoretically rigorous classification method for distinguishing…

Methodology · Statistics 2025-07-11 Chen Qian , Xiucai Ding , Lexin Li

Dynamic Time Warping (DTW) is widely used for temporal data processing. However, existing methods can neither learn the discriminative prototypes of different classes nor exploit such prototypes for further analysis. We propose…

Computer Vision and Pattern Recognition · Computer Science 2021-03-18 Xiaobin Chang , Frederick Tung , Greg Mori

Accurate and computationally efficient means for classifying human activities have been the subject of extensive research efforts. Most current research focuses on extracting complex features to achieve high classification accuracy. We…

Artificial Intelligence · Computer Science 2015-12-22 Skyler Seto , Wenyu Zhang , Yichen Zhou

This paper contributes multivariate versions of seven commonly used elastic similarity and distance measures for time series data analytics. Elastic similarity and distance measures are a class of similarity measures that can compensate for…

Machine Learning · Computer Science 2023-01-18 Ahmed Shifaz , Charlotte Pelletier , Francois Petitjean , Geoffrey I. Webb

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

Time series analysis has become crucial in various fields, from engineering and finance to healthcare and social sciences. Due to their multidimensional nature, time series often need to be embedded into a fixed-dimensional feature space to…

Machine Learning · Computer Science 2025-05-27 Habib Irani , Yasamin Ghahremani , Arshia Kermani , Vangelis Metsis

Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models. A number of variations to the linear model have been proposed, often including some form of feature…

Machine Learning · Computer Science 2024-03-26 William Toner , Luke Darlow

Dynamic Time Wrapping (DTW) is a widely used algorithm for measuring similarities between two time series. It is especially valuable in a wide variety of applications, such as clustering, anomaly detection, classification, or video…

Machine Learning · Computer Science 2023-01-31 Hugo Lerogeron , Romain Picot-Clemente , Alain Rakotomamonjy , Laurent Heutte