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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

Dynamic mode decomposition (DMD) is a leading tool for equation-free analysis of high-dimensional dynamical systems from observations. In this work, we focus on a combination of delay-coordinates embedding and DMD, i.e., delay-coordinates…

Dynamical Systems · Mathematics 2022-12-21 Emil Bronstein , Aviad Wiegner , Doron Shilo , Ronen Talmon

The objective of this study is to detect and quantify the periodic behavior of the signals using topological methods. We propose to use delay-coordinate embeddings as a tool to measure the periodicity of signals. Moreover, we use persistent…

Algebraic Topology · Mathematics 2014-02-21 Saba Emrani , Thanos Gentimis , Hamid Krim

In recent years, the preliminary diagnosis of ADHD using EEG has attracted the attention from researchers. EEG, known for its expediency and efficiency, plays a pivotal role in the diagnosis and treatment of ADHD. However, the…

Machine Learning · Computer Science 2024-11-06 Tianming Cai , Guoying Zhao , Junbin Zang , Chen Zong , Zhidong Zhang , Chenyang Xue

In various scientific and engineering fields, the primary research areas have revolved around physics-based dynamical systems modeling and data-driven time series analysis. According to the embedding theory, dynamical systems and time…

Machine Learning · Computer Science 2024-10-10 Jiaxi Hu , Bowen Zhang , Qingsong Wen , Fugee Tsung , Yuxuan Liang

Data-driven methods for the identification of the governing equations of dynamical systems or the computation of reduced surrogate models play an increasingly important role in many application areas such as physics, chemistry, biology, and…

Dynamical Systems · Mathematics 2024-12-17 Stefan Klus , Hongyu Zhu

Clinical time series data are critical for patient monitoring and predictive modeling. These time series are typically multivariate and often comprise hundreds of heterogeneous features from different data sources. The grouping of features…

Machine Learning · Computer Science 2025-11-12 Fedor Sergeev , Manuel Burger , Polina Leshetkina , Vincent Fortuin , Gunnar Rätsch , Rita Kuznetsova

The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn…

Machine Learning · Computer Science 2022-02-09 Jiajun Liu , Kun Zhao , Brano Kusy , Ji-rong Wen , Raja Jurdak

Time-varying graph signals are alternative representation of multivariate (or multichannel) signals in which a single time-series is associated with each of the nodes or vertex of a graph. Aided by the graph-theoretic tools, time-varying…

Signal Processing · Electrical Eng. & Systems 2023-01-10 Naveed ur Rehman

Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…

Computational Geometry · Computer Science 2025-05-20 Simon Schindler , Elias Steffen Reich , Saverio Messineo , Simon Hoher , Stefan Huber

We perform topological data analysis on the internal states of convolutional deep neural networks to develop an understanding of the computations that they perform. We apply this understanding to modify the computations so as to (a) speed…

Machine Learning · Computer Science 2018-11-06 Gunnar Carlsson , Rickard Brüel Gabrielsson

The last decades have not only been characterized by an explosive growth of data, but also an increasing appreciation of data as a valuable resource. Their value comes with the ability to extract meaningful patterns that are of economic,…

Machine Learning · Statistics 2020-02-27 Jonas I. Liechti , Sebastian Bonhoeffer

Appropriately representing elements in a database so that queries may be accurately matched is a central task in information retrieval; recently, this has been achieved by embedding the graphical structure of the database into a manifold in…

Machine Learning · Statistics 2023-07-10 Yueqi Cao , Athanasios Vlontzos , Luca Schmidtke , Bernhard Kainz , Anthea Monod

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

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

Time series data, defined by equally spaced points over time, is essential in fields like medicine, telecommunications, and energy. Analyzing it involves tasks such as classification, clustering, prototyping, and regression. Classification…

Machine Learning · Computer Science 2025-02-27 Ali Ismail-Fawaz

We study the problem of estimating the time delay between two signals representing delayed, irregularly sampled and noisy versions of the same underlying pattern. We propose and demonstrate an evolutionary algorithm for the (hyper)parameter…

Cosmology and Nongalactic Astrophysics · Physics 2009-08-27 Juan C. Cuevas-Tello , Peter Tino , Somak Raychaudhury , Xin Yao , Markus Harva

This work presents a novel framework for time series analysis using entropic measures based on the kernel density estimate (KDE) of the time series' Takens' embeddings. Using this framework we introduce two distinct analytical tools: (1) a…

Information Theory · Computer Science 2025-12-05 Audun Myers , Bill Kay , Iliana Alvarez , Michael Hughes , Cameron Mackenzie , Carlos Ortiz Marrero , Emily Ellwein , Erik Lentz

Topologically ordered materials may serve as a platform for new quantum technologies such as fault-tolerant quantum computers. To fulfil this promise, efficient and general methods are needed to discover and classify new topological phases…

Quantum Physics · Physics 2019-08-28 Yurui Ming , Chin-Teng Lin , Stephen D. Bartlett , Wei-Wei Zhang

Where dealing with temporal sequences it is fair to assume that the same kind of deformations that motivated the development of the Dynamic Time Warp algorithm could be relevant also in the calculation of the dot product ("convolution") in…

Machine Learning · Computer Science 2019-11-06 Yaniv Shulman