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The dynamic time warping (dtw) distance fails to satisfy the triangle inequality and the identity of indiscernibles. As a consequence, the dtw-distance is not warping-invariant, which in turn results in peculiarities in data mining…

Machine Learning · Computer Science 2018-09-05 Brijnesh J. Jain

Functional data analysis is ubiquitous in most areas of sciences and engineering. Several paradigms are proposed to deal with the dimensionality problem which is inherent to this type of data. Sparseness, penalization, thresholding, among…

Methodology · Statistics 2018-09-05 Rodney V. Fonseca , Aluísio Pinheiro

We propose a new class of univariate nonstationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly-evolving time series as well as time series observations with missing…

Time-series representation learning can extract representations from data with temporal dynamics and sparse labels. When labeled data are sparse but unlabeled data are abundant, contrastive learning, i.e., a framework to learn a latent…

Machine Learning · Computer Science 2023-03-03 Heejeong Choi , Pilsung Kang

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

Autonomous systems embedded with machine learning modules often rely on deep neural networks for classifying different objects of interest in the environment or different actions or strategies to take for the system. Due to the…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Zhe Xu

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

Modern applications such as voice recognition rely on the ability to compare signals to pre-recorded ones to classify them. However, this comparison typically needs to ignore differences due to signal noise, temporal offset, signal…

Machine Learning · Computer Science 2022-06-16 Arvind Seshan

Chatter detection from sensor signals has been an active field of research. While some success has been reported using several featurization tools and machine learning algorithms, existing methods have several drawbacks such as manual…

Signal Processing · Electrical Eng. & Systems 2019-08-06 Melih C. Yesilli , Firas A. Khasawneh , Andreas Otto

Identifying the qualitative changes in time-series data provides insights into the dynamics associated with such data. Such qualitative changes can be detected through topological approaches, which first embed the data into a…

Data Analysis, Statistics and Probability · Physics 2019-03-27 Quoc Hoan Tran , Yoshihiko Hasegawa

With the increase of available time series data, predicting their class labels has been one of the most important challenges in a wide range of disciplines. Recent studies on time series classification show that convolutional neural…

Machine Learning · Computer Science 2021-04-07 Dongha Lee , Seonghyeon Lee , Hwanjo Yu

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an…

Statistics Theory · Mathematics 2017-10-31 Boris Brodsky , Boris Darkhovsky

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

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…

1-Nearest Neighbor with the Dynamic Time Warping (DTW) distance is one of the most effective classifiers on time series domain. Since the global constraint has been introduced in speech community, many global constraint models have been…

Artificial Intelligence · Computer Science 2009-03-03 Vit Niennattrakul , Chotirat Ann Ratanamahatana

Many real-world applications require aligning two temporal sequences, including bioinformatics, handwriting recognition, activity recognition, and human-robot coordination. Dynamic Time Warping (DTW) is a popular alignment method, but can…

Machine Learning · Computer Science 2021-09-21 Sridhar Mahadevan , Anup Rao , Georgios Theocharous , Jennifer Healey

Time series classification is an important problem in real world. Due to its non-stationary property that the distribution changes over time, it remains challenging to build models for generalization to unseen distributions. In this paper,…

Machine Learning · Computer Science 2023-03-01 Wang Lu , Jindong Wang , Xinwei Sun , Yiqiang Chen , Xing Xie

We introduce a generalization of temporal-difference (TD) learning to networks of interrelated predictions. Rather than relating a single prediction to itself at a later time, as in conventional TD methods, a TD network relates each…

Machine Learning · Computer Science 2015-04-22 Richard S. Sutton , Brian Tanner

We use standard deep neural networks to classify univariate time series generated by discrete and continuous dynamical systems based on their chaotic or non-chaotic behaviour. Our approach to circumvent the lack of precise models for some…

Signal Processing · Electrical Eng. & Systems 2020-02-26 Nicolas Boullé , Vassilios Dallas , Yuji Nakatsukasa , D. Samaddar
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