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Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…
Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…
Time series analysis plays a critical role in numerous applications, supporting tasks such as forecasting, classification, anomaly detection, and imputation. In this work, we present the time series pattern machine (TSPM), a model designed…
Feature selection has evolved to be an important step in several machine learning paradigms. In domains like bio-informatics and text classification which involve data of high dimensions, feature selection can help in drastically reducing…
Making an accurate prediction of an unknown system only from a short-term time series is difficult due to the lack of sufficient information, especially in a multi-step-ahead manner. However, a high-dimensional short-term time series…
Time series classification is an important task in its own right, and it is often a precursor to further downstream analytics. To date, virtually all works in the literature have used either shape-based classification using a distance…
We present a set of algorithms implementing multidimensional scaling (MDS) for large data sets. MDS is a family of dimensionality reduction techniques using a $n \times n$ distance matrix as input, where $n$ is the number of individuals,…
The monitoring and management of high-volume feature-rich traffic in large networks offers significant challenges in storage, transmission and computational costs. The predominant approach to reducing these costs is based on performing a…
A time series is a sequence of data items; typical examples are videos, stock ticker data, or streams of temperature measurements. Quite some research has been devoted to comparing and indexing simple time series, i.e., time series where…
At present, high-dimensional global optimization problems with time-series models have received much attention from engineering fields. Since it was proposed, Bayesian optimization has quickly become a popular and promising approach for…
Detecting relevant changes in dynamic time series data in a timely manner is crucially important for many data analysis tasks in real-world settings. Change point detection methods have the ability to discover changes in an unsupervised…
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…
Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…
Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…
Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…
Dimensionality reduction has always been one of the most significant and challenging problems in the analysis of high-dimensional data. In the context of time series analysis, our focus is on the estimation and inference of conditional mean…
In dynamical systems reconstruction (DSR) we seek to infer from time series measurements a generative model of the underlying dynamical process. This is a prime objective in any scientific discipline, where we are particularly interested in…
Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large…
The all-relevant problem of feature selection is the identification of all strongly and weakly relevant attributes. This problem is especially hard to solve for time series classification and regression in industrial applications such as…
Shapelet-based algorithms are widely used for time series classification because of their ease of interpretation, but they are currently outperformed by recent state-of-the-art approaches. We present a new formulation of time series…