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Time-series data classification is central to the analysis and control of autonomous systems, such as robots and self-driving cars. Temporal logic-based learning algorithms have been proposed recently as classifiers of such data. However,…

Machine Learning · Computer Science 2022-07-08 Erfan Aasi , Cristian Ioan Vasile , Mahroo Bahreinian , Calin Belta

We investigate the optimal structure of dynamic regression models used in multivariate time series prediction and propose a scheme to form the lagged variable structure called Backward-in-Time Selection (BTS) that takes into account…

Applications · Statistics 2013-01-14 Ioannis Vlachos , Dimitris Kugiumtzis

When fitting a generalized linear model -- such as a linear regression, a logistic regression, or a hierarchical linear model -- analysts often wonder how to handle missing values of the dependent variable Y. If missing values have been…

Methodology · Statistics 2017-03-27 Paul T. von Hippel

Missing data is a common problem faced with real-world datasets. Imputation is a widely used technique to estimate the missing data. State-of-the-art imputation approaches, such as Generative Adversarial Imputation Nets (GAIN), model the…

Machine Learning · Computer Science 2020-12-02 Saqib Ejaz Awan , Mohammed Bennamoun , Ferdous Sohel , Frank M Sanfilippo , Girish Dwivedi

Missing feature values are a significant hurdle for downstream machine-learning tasks such as classification. However, imputation methods for classification might be time-consuming for high-dimensional data, and offer few theoretical…

Machine Learning · Computer Science 2025-05-15 Rahul Bordoloi , Clémence Réda , Saptarshi Bej , Olaf Wolkenhauer

Time series models are ubiquitous in science, arising in any situation where researchers seek to understand how a system's behaviour changes over time. A key problem in time series modelling is \emph{inference}; determining properties of…

Mathematical Software · Computer Science 2020-01-13 Michael Clerx , Martin Robinson , Ben Lambert , Chon Lok Lei , Sanmitra Ghosh , Gary R. Mirams , David J. Gavaghan

Sparsity is a common issue in many trajectory datasets, including human mobility data. This issue frequently brings more difficulty to relevant learning tasks, such as trajectory imputation and prediction. Nowadays, little existing work…

Machine Learning · Computer Science 2023-01-13 Kyle K. Qin , Yongli Ren , Wei Shao , Brennan Lake , Filippo Privitera , Flora D. Salim

Missing time-series data is a prevalent problem in many prescriptive analytics models in operations management, healthcare and finance. Imputation methods for time-series data are usually applied to the full panel data with the purpose of…

Methodology · Statistics 2023-04-13 Jose Blanchet , Fernando Hernandez , Viet Anh Nguyen , Markus Pelger , Xuhui Zhang

Missing values, widely called as \textit{sparsity} in literature, is a common characteristic of many real-world datasets. Many imputation methods have been proposed to address this problem of data incompleteness or sparsity. However, the…

Machine Learning · Computer Science 2022-07-28 Vishwas Choudhary , Binay Gupta , Anirban Chatterjee , Subhadip Paul , Kunal Banerjee , Vijay Agneeswaran

Detection of periodic patterns of interest within noisy time series data plays a critical role in various tasks, spanning from health monitoring to behavior analysis. Existing learning techniques often rely on labels or clean versions of…

Machine Learning · Computer Science 2025-06-24 Berken Utku Demirel , Christian Holz

Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still…

Machine Learning · Computer Science 2020-03-23 Anirban Chatterjee , Subhadip Paul , Uddipto Dutta , Smaranya Dey

Time series imputation is one of the most fundamental tasks for time series. Real-world time series datasets are frequently incomplete (or irregular with missing observations), in which case imputation is strongly required. Many different…

Machine Learning · Computer Science 2024-06-25 Hyowon Wi , Yehjin Shin , Noseong Park

Time series observations can be seen as realizations of an underlying dynamical system governed by rules that we typically do not know. For time series learning tasks, we need to understand that we fit our model on available data, which is…

Machine Learning · Computer Science 2023-01-31 Amine Mohamed Aboussalah , Min-Jae Kwon , Raj G Patel , Cheng Chi , Chi-Guhn Lee

Short-term traffic forecasting based on deep learning methods, especially recurrent neural networks (RNN), has received much attention in recent years. However, the potential of RNN-based models in traffic forecasting has not yet been fully…

Machine Learning · Computer Science 2020-05-26 Zhiyong Cui , Ruimin Ke , Ziyuan Pu , Yinhai Wang

Accurate imputation is essential for the reliability and success of downstream tasks. Recently, diffusion models have attracted great attention in this field. However, these models neglect the latent distribution in a lower-dimensional…

Machine Learning · Computer Science 2024-09-16 Guojun Liang , Najmeh Abiri , Atiye Sadat Hashemi , Jens Lundström , Stefan Byttner , Prayag Tiwari

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

Machine Learning · Computer Science 2023-06-02 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Dzung Phan , Roman Vaculin , Jayant Kalagnanam

The imputation of the Multivariate time series (MTS) is particularly challenging since the MTS typically contains irregular patterns of missing values due to various factors such as instrument failures, interference from irrelevant data,…

Machine Learning · Computer Science 2025-04-04 Ye Su , Hezhe Qiao , Di Wu , Yuwen Chen , Lin Chen

The problem of missing data, usually absent incurated and competition-standard datasets, is an unfortunate reality for most machine learning models used in industry applications. Recent work has focused on understanding the nature and the…

Machine Learning · Computer Science 2022-01-25 Spyridon Mouselinos , Kyriakos Polymenakos , Antonis Nikitakis , Konstantinos Kyriakopoulos

Real-world time series data that commonly reflect sequential human behavior are often uniquely irregularly sampled and sparse, with highly nonuniform sampling over time and entities. Yet, commonly-used pretraining and augmentation methods…

Machine Learning · Computer Science 2023-08-29 Nicasia Beebe-Wang , Sayna Ebrahimi , Jinsung Yoon , Sercan O. Arik , Tomas Pfister

Deployed machine learning models are confronted with the problem of changing data over time, a phenomenon also called concept drift. While existing approaches of concept drift detection already show convincing results, they require true…

Machine Learning · Computer Science 2022-09-26 Lucas Baier , Tim Schlör , Jakob Schöffer , Niklas Kühl