Related papers: Time-Discounting Convolution for Event Sequences w…
In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…
While large language models are able to retain vast amounts of world knowledge seen during pretraining, such knowledge is prone to going out of date and is nontrivial to update. Furthermore, these models are often used under temporal…
Time series prediction is a fundamental problem in scientific exploration and artificial intelligence (AI) technologies have substantially bolstered its efficiency and accuracy. A well-established paradigm in AI-driven time series…
To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…
Commonsense temporal reasoning at scale is a core problem for cognitive systems. The correct inference of the duration for which fluents hold is required by many tasks, including natural language understanding and planning. Many AI systems…
Learning to model how the world changes as time elapses has proven a challenging problem for the computer vision community. We propose a self-supervised solution to this problem using temporal cycle consistency jointly in vision and…
Mathematical models of cognition are often memoryless and ignore potential fluctuations of their parameters. However, human cognition is inherently dynamic. Thus, we propose to augment mechanistic cognitive models with a temporal dimension…
In response to the continuously changing feedstock supply and market demand for products with different specifications, the processes need to be operated at time-varying operating conditions and targets (e.g., setpoints) to improve the…
Event suffix and remaining time prediction are sequence to sequence learning tasks. They have wide applications in different areas such as economics, digital health, business process management and IT infrastructure monitoring. Timestamped…
Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…
Neural marked temporal point processes have been a valuable addition to the existing toolbox of statistical parametric models for continuous-time event data. These models are useful for sequences where each event is associated with a single…
This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…
Extracting and visualizing informative insights from temporal event sequences becomes increasingly difficult when data volume and variety increase. Besides dealing with high event type cardinality and many distinct sequences, it can be…
Counterfactual explanations are increasingly proposed as interpretable mechanisms to achieve algorithmic recourse. However, current counterfactual techniques for time series classification are predominantly designed with static data…
This paper presents an approach to modeling progressive event-history data when the overall objective is prediction based on time-dependent covariates. This approach does not model the hazard function directly. Instead, it models the…
We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…
Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…
The ability to detect anomalies in time series is considered highly valuable in numerous application domains. The sequential nature of time series objects is responsible for an additional feature complexity, ultimately requiring specialized…
The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is…
Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…