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We introduce supervised feature ranking and feature subset selection algorithms for multivariate time series (MTS) classification. Unlike most existing supervised/unsupervised feature selection algorithms for MTS our techniques do not…

Machine Learning · Computer Science 2020-05-04 Shuchu Han , Alexandru Niculescu-Mizil

Unsupervised learning of time series data, also known as temporal clustering, is a challenging problem in machine learning. Here we propose a novel algorithm, Deep Temporal Clustering (DTC), to naturally integrate dimensionality reduction…

Machine Learning · Computer Science 2018-02-06 Naveen Sai Madiraju , Seid M. Sadat , Dimitry Fisher , Homa Karimabadi

Data series similarity search is an important operation and at the core of several analysis tasks and applications related to data series collections. Despite the fact that data series indexes enable fast similarity search, all existing…

Databases · Computer Science 2020-09-23 Michele Linardi , Themis Palpanas

Multivariate time series forecasting is crucial for various applications, such as financial investment, energy management, weather forecasting, and traffic optimization. However, accurate forecasting is challenging due to two main factors.…

Machine Learning · Computer Science 2025-01-13 Xiangfei Qiu , Xingjian Wu , Yan Lin , Chenjuan Guo , Jilin Hu , Bin Yang

Time series data are foundational in finance, healthcare, and energy domains. However, most existing methods and datasets remain focused on a narrow spectrum of tasks, such as forecasting or anomaly detection. To bridge this gap, we…

Computation and Language · Computer Science 2025-07-01 Yaxuan Kong , Yiyuan Yang , Yoontae Hwang , Wenjie Du , Stefan Zohren , Zhangyang Wang , Ming Jin , Qingsong Wen

Although a variety of methods have been proposed for sequential recommendation, it is still far from being well solved partly due to two challenges. First, the existing methods often lack the simultaneous consideration of the global…

Information Retrieval · Computer Science 2022-08-10 Lihua Chen , Ning Yang , Philip S Yu

sktime is an open source, Python based, sklearn compatible toolkit for time series analysis developed by researchers at the University of East Anglia (UEA), University College London and the Alan Turing Institute. A key initial goal for…

Machine Learning · Computer Science 2019-10-08 Anthony Bagnall , Franz Király , Markus Löning , Matthew Middlehurst , George Oastler

Multivariate time series classification is a high value and well-known problem in machine learning community. Feature extraction is a main step in classification tasks. Traditional approaches employ hand-crafted features for classification…

Machine Learning · Computer Science 2019-05-07 Omolbanin Yazdanbakhsh , Scott Dick

Multivariate Time-Series (MTS) clustering is crucial for signal processing and data analysis. Although deep learning approaches, particularly those leveraging Contrastive Learning (CL), are prominent for MTS representation, existing…

Machine Learning · Computer Science 2026-01-13 Zexi Tan , Tao Xie , Haoyi Xiao , Baoyao Yang , Yuzhu Ji , An Zeng , Xiang Zhang , Yiqun Zhang

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

Time series has wide applications in the real world and is known to be difficult to forecast. Since its statistical properties change over time, its distribution also changes temporally, which will cause severe distribution shift problem to…

Machine Learning · Computer Science 2021-08-12 Yuntao Du , Jindong Wang , Wenjie Feng , Sinno Pan , Tao Qin , Renjun Xu , Chongjun Wang

In multivariate time series classification, although current sequence analysis models have excellent classification capabilities, they show significant shortcomings when dealing with long sequence multivariate data, such as prolonged…

Machine Learning · Computer Science 2024-10-29 Enshuo Yan , Huachuan Wang , Weihao Xia

High-dimensional time series data poses challenges due to its dynamic nature, varying lengths, and presence of missing values. This kind of data requires extensive preprocessing, limiting the applicability of existing Time Series…

Machine Learning · Computer Science 2023-12-01 Francesco Spinnato , Riccardo Guidotti , Anna Monreale , Mirco Nanni

Deep learning has made significant advances in creating efficient representations of time series data by automatically identifying complex patterns. However, these approaches lack interpretability, as the time series is transformed into a…

Machine Learning · Computer Science 2023-10-26 Etienne Le Naour , Ghislain Agoua , Nicolas Baskiotis , Vincent Guigue

Neural networks have become a powerful tool in pattern recognition and part of their success is due to generalization from using large datasets. However, unlike other domains, time series classification datasets are often small. In order to…

Machine Learning · Computer Science 2020-04-21 Brian Kenji Iwana , Seiichi Uchida

Time series shapelets are discriminative sub-sequences and their similarity to time series can be used for time series classification. Initial shapelet extraction algorithms searched shapelets by complete enumeration of all possible data…

Machine Learning · Computer Science 2017-11-03 Dripta S. Raychaudhuri , Josif Grabocka , Lars Schmidt-Thieme

Time series data are ubiquitous nowadays. Whereas most of the literature on the topic deals with real-valued time series, categorical time series have received much less attention. However, the development of data mining techniques for this…

Machine Learning · Statistics 2023-04-26 Ángel López Oriona , José Antonio Vilar Fernández

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing…

Machine Learning · Computer Science 2025-10-16 Ching Chang , Jeehyun Hwang , Yidan Shi , Haixin Wang , Wen-Chih Peng , Tien-Fu Chen , Wei Wang

Causal discovery from time-series data aims to capture both intra-slice (contemporaneous) and inter-slice (time-lagged) causality between variables within the temporal chain, which is crucial for various scientific disciplines. Compared to…

Machine Learning · Computer Science 2026-01-26 Rujia Shen , Boran Wang , Chao Zhao , Yi Guan , Jingchi Jiang

In this study, we analyze behaviours of the well-known CMA-ES by extracting the time-series features on its dynamic strategy parameters. An extensive experiment was conducted on twelve CMA-ES variants and 24 test problems taken from the…

Neural and Evolutionary Computing · Computer Science 2021-04-19 Jacob de Nobel , Hao Wang , Thomas Bäck