English
Related papers

Related papers: A Shapelet Transform for Multivariate Time Series …

200 papers

In this paper, we propose a fast, well-performing, and consistent method for segmenting a piecewise-stationary, linear time series with an unknown number of breakpoints. The time series model we use is the nonparametric Locally Stationary…

Methodology · Statistics 2016-11-30 Haeran Cho , Piotr Fryzlewicz

Multivariate time series classification is of great importance in practical applications and is a challenging task. However, deep neural network models such as Transformers exhibit high accuracy in multivariate time series classification…

Machine Learning · Computer Science 2024-11-19 Mingsen Du , Yanxuan Wei , Yingxia Tang , Xiangwei Zheng , Shoushui Wei , Cun Ji

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Machine Learning · Computer Science 2020-09-09 Francisco J. Baldán , José M. Benítez

Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series,…

Machine Learning · Computer Science 2024-12-24 Wenjie Xi , Rundong Zuo , Alejandro Alvarez , Jie Zhang , Byron Choi , Jessica Lin

In recent work on time-series prediction, Transformers and even large language models have garnered significant attention due to their strong capabilities in sequence modeling. However, in practical deployments, time-series prediction often…

Machine Learning · Computer Science 2026-02-17 Wenxuan Xie , Fanpu Cao

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…

Machine Learning · Computer Science 2026-01-21 Shivani Tomar , Seshu Tirupathi , Elizabeth Daly , Ivana Dusparic

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

Multivariate time series classification is an important computational task arising in applications where data is recorded over time and over multiple channels. For example, a smartwatch can record the acceleration and orientation of a…

Machine Learning · Computer Science 2023-09-08 Davide Italo Serramazza , Thu Trang Nguyen , Thach Le Nguyen , Georgiana Ifrim

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Machine Learning · Computer Science 2025-09-12 Han Yu , Peikun Guo , Akane Sano

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

This paper develops a threshold model with a time-varying threshold, represented using a wavelet series expansion. The model adequately captures irregular and abrupt variations, as well as smooth changes in the threshold parameter, allowing…

Methodology · Statistics 2026-05-19 Rhea Davis , N. Balakrishna

Foundation models pre-trained on large-scale source datasets are reshaping the traditional training paradigm for time series classification. However, existing time series foundation models primarily focus on forecasting tasks and often…

Machine Learning · Computer Science 2026-01-13 Zhen Liu , Yucheng Wang , Boyuan Li , Junhao Zheng , Emadeldeen Eldele , Min Wu , Qianli Ma

A framework is proposed for the unconditional generation of synthetic time series based on learning from a single sample in low-data regime case. The framework aims at capturing the distribution of patches in wavelet scalogram of time…

Signal Processing · Electrical Eng. & Systems 2022-11-07 Amir Kazemi , Hadi Meidani

Multivariate time-series data are frequently observed in critical care settings and are typically characterized by sparsity (missing information) and irregular time intervals. Existing approaches for learning representations in this domain…

Machine Learning · Computer Science 2022-02-17 Sindhu Tipirneni , Chandan K. Reddy

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

Machine Learning · Computer Science 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates

Physiological signals are high-dimensional time series of great practical values in medical and healthcare applications. However, previous works on its classification fail to obtain promising results due to the intractable data…

Machine Learning · Computer Science 2023-02-13 Wenqiang He , Mingyue Cheng , Qi Liu , Zhi Li

Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting,…

Machine Learning · Computer Science 2025-02-12 Yanlong Wang , Jian Xu , Fei Ma , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li