Related papers: MASA: Motif-Aware State Assignment in Noisy Time S…
Recent years have witnessed a growing interest for time series foundation models, with a strong emphasis on the forecasting task. Yet, the crucial task of out-of-domain imputation of missing values remains largely underexplored. We propose…
The study of multiplicative noise models has a long history in control theory but is re-emerging in the context of complex networked systems and systems with learning-based control. We consider linear system identification with…
Reconstructing the equation of motion and thus the network topology of a system from time series is a very important problem. Although many powerful methods have been developed, it remains a great challenge to deal with systems in high…
Many neuronal systems and models display a certain class of mixed mode oscillations (MMOs) consisting of periods of small amplitude oscillations interspersed with spikes. Various models with different underlying mechanisms have been…
Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…
The dynamics of living systems often serves the purpose of reaching functionally important target states. We previously proposed a theory to analyze stochastic biological dynamics evolving towards target states in reverse time. However, a…
We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while…
In complex systems, groups of interacting objects may form prevalent and persistent spatiotemporal patterns, which we refer to as motifs. These motifs can exhibit features that reveal how individual objects interact with one another.…
Noisy labels are both inevitable and problematic in machine learning methods, as they negatively impact models' generalization ability by causing overfitting. In the context of learning with noise, the transition matrix plays a crucial role…
Modeling dynamical systems plays a crucial role in capturing and understanding complex physical phenomena. When physical models are not sufficiently accurate or hardly describable by analytical formulas, one can use generic function…
We study the state consensus problem for linear shift-invariant discrete-time homogeneous multi-agent systems (MASs) over time-varying graphs. A novel approach based on the small gain theorem is proposed to design the consensus control…
In this paper, the consensus problems of the continuous-time integrator systems under noisy measurements are considered. The measurement noises, which appear when agents measure their neighbors' states, are modeled to be multiplicative. By…
The increasing demand for long-context modeling in large language models (LLMs) is bottlenecked by the quadratic complexity of the standard self-attention mechanism. The community has proposed sparse attention to mitigate this issue.…
High-resolution highway traffic state information is essential for Intelligent Transportation Systems, but typical traffic data acquired from loop detectors and probe vehicles are often too sparse and noisy to capture the detailed dynamics…
We present a new method for inferring hidden Markov models from noisy time sequences without the necessity of assuming a model architecture, thus allowing for the detection of degenerate states. This is based on the statistical prediction…
Multivariate time-series anomaly detection is essential for reliable industrial control, telemetry, and service monitoring. However, the evolving inter-variable dependencies and inevitable noise render it challenging. Existing methods often…
The mining of pattern subgraphs, known as motifs, is a core task in the field of graph mining. Edges in real-world networks often have timestamps, so there is a need for temporal motif mining. A temporal motif is a richer structure that…
Deriving meaningful information from observational data is often restricted by many limiting factors, the most important of which is the presence of noise. In this work, we present the use of the bicoherence function to extract information…
Stochastic resonance is a non-linear phenomenon, in which the sensitivity of signal detectors can be enhanced by adding random noise to the detector input. Here, we demonstrate that noise can also improve the information flux in recurrent…
In this paper, we present an algorithm for learning time-correlated measurement covariances for application in batch state estimation. We parameterize the inverse measurement covariance matrix to be block-banded, which conveniently…