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Classical Time Series Classification algorithms are dominated by feature engineering strategies. One of the most prominent of these transforms is ROCKET, which achieves strong performance through random kernel features. We introduce…

Machine Learning · Computer Science 2025-12-10 Nicholas Harner

There is an increasing demand to process streams of temporal data in energy-limited scenarios such as embedded devices, driven by the advancement and expansion of Internet of Things (IoT) and Cyber-Physical Systems (CPS). Spiking neural…

Neural and Evolutionary Computing · Computer Science 2020-07-08 Haowen Fang , Amar Shrestha , Qinru Qiu

Over the past decade, multivariate time series classification has received great attention. We propose transforming the existing univariate time series classification models, the Long Short Term Memory Fully Convolutional Network (LSTM-FCN)…

Machine Learning · Computer Science 2019-07-03 Fazle Karim , Somshubra Majumdar , Houshang Darabi , Samuel Harford

Multivariate time series classification supports applications from wearable sensing to biomedical monitoring and demands models that can capture both short-term patterns and multi-scale temporal dependencies. Despite recent advances,…

Machine Learning · Computer Science 2026-04-07 Federico Zucchi , Thomas Lampert

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

Machine Learning · Computer Science 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

We present General Time Transformer (GTT), an encoder-only style foundation model for zero-shot multivariate time series forecasting. GTT is pretrained on a large dataset of 200M high-quality time series samples spanning diverse domains. In…

Machine Learning · Computer Science 2024-02-20 Cheng Feng , Long Huang , Denis Krompass

We introduce the joint time-frequency scattering transform, a time shift invariant descriptor of time-frequency structure for audio classification. It is obtained by applying a two-dimensional wavelet transform in time and log-frequency to…

Sound · Computer Science 2018-08-06 Joakim Andén , Vincent Lostanlen , Stéphane Mallat

Recent few-shot learning works focus on training a model with prior meta-knowledge to fast adapt to new tasks with unseen classes and samples. However, conventional time-series classification algorithms fail to tackle the few-shot scenario.…

Machine Learning · Computer Science 2020-07-03 Wensi Tang , Lu Liu , Guodong Long

High-dimensional multivariate time series are common in many scientific and industrial applications, where the interest lies in identifying key dependence structure within the data for subsequent analysis tasks, such as forecasting. An…

Methodology · Statistics 2025-12-15 Madeline A. Shelley , Chiara Boetti , Marina I. Knight , Matthew A. Nunes

A method based on wavelet transform and genetic programming is proposed for characterizing and modeling variations at multiple scales in non-stationary time series. The cyclic variations, extracted by wavelets and smoothened by cubic…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Dilip P. Ahalpara , Amit Verma , Prasanta K. Panigrahi , Jitendra C. Parikh

When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models.…

Artificial Intelligence · Computer Science 2024-08-20 Jaehoon Lee , Hankook Lee , Sungik Choi , Sungjun Cho , Moontae Lee

Multivariate entropy quantification algorithms are becoming a prominent tool for the extraction of information from multi-channel physiological time-series. However, in the analysis of physiological signals from heterogeneous organ systems,…

Information Theory · Computer Science 2023-01-18 Evangelos Kafantaris , Tsz-Yan Milly Lo , Javier Escudero

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Time series, as frequently the case in neuroscience, are rarely stationary, but often exhibit abrupt changes due to attractor transitions or bifurcations in the dynamical systems producing them. A plethora of methods for detecting such…

Methodology · Statistics 2018-10-05 Hazem Toutounji , Daniel Durstewitz

Large-scale self-supervised pre-training Transformer architecture have significantly boosted the performance for various tasks in natural language processing (NLP) and computer vision (CV). However, there is a lack of researches on…

Machine Learning · Computer Science 2022-10-06 Peiwang Tang , Xianchao Zhang

Recent research on time-series self-supervised models shows great promise in learning semantic representations. However, it has been limited to small-scale datasets, e.g., thousands of temporal sequences. In this work, we make key technical…

Machine Learning · Computer Science 2024-07-11 Chenguo Lin , Xumeng Wen , Wei Cao , Congrui Huang , Jiang Bian , Stephen Lin , Zhirong Wu

Leveraging the symmetries inherent to specific data domains for the construction of equivariant neural networks has lead to remarkable improvements in terms of data efficiency and generalization. However, most existing research focuses on…

Machine Learning · Computer Science 2024-01-23 David W. Romero , Erik J. Bekkers , Jakub M. Tomczak , Mark Hoogendoorn

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

Deep learning models lack shift invariance, making them sensitive to input shifts that cause changes in output. While recent techniques seek to address this for images, our findings show that these approaches fail to provide…

Machine Learning · Computer Science 2025-02-28 Berken Utku Demirel , Christian Holz

In many modern applications, including analysis of gene expression and text documents, the data are noisy, high-dimensional, and unordered--with no particular meaning to the given order of the variables. Yet, successful learning is often…

Methodology · Statistics 2008-07-25 Ann B. Lee , Boaz Nadler , Larry Wasserman