Related papers: NeuralWarp: Time-Series Similarity with Warping Ne…
In this work, we develop a novel framework to measure the similarity between dynamic financial networks, i.e., time-varying financial networks. Particularly, we explore whether the proposed similarity measure can be employed to understand…
Irregularly sampled multivariate time series are ubiquitous in various fields, particularly in healthcare, and exhibit two key characteristics: intra-series irregularity and inter-series discrepancy. Intra-series irregularity refers to the…
This paper contributes multivariate versions of seven commonly used elastic similarity and distance measures for time series data analytics. Elastic similarity and distance measures are a class of similarity measures that can compensate for…
Continuous-time series is essential for different modern application areas, e.g. healthcare, automobile, energy, finance, Internet of things (IoT) and other related areas. Different application needs to process as well as analyse a massive…
In a way similar to the string-to-string correction problem we address time series similarity in the light of a time-series-to-time-series-correction problem for which the similarity between two time series is measured as the minimum cost…
In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…
An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…
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…
We introduce WARP (Weight-space Adaptive Recurrent Prediction), a simple yet powerful model that unifies weight-space learning with linear recurrence to redefine sequence modeling. Unlike conventional recurrent neural networks (RNNs) which…
Vertex centrality measures are a multi-purpose analysis tool, commonly used in many application environments to retrieve information and unveil knowledge from the graphs and network structural properties. However, the algorithms of such…
Deep neural networks for time series must capture complex temporal patterns, to effectively represent dynamic data. Self- and semi-supervised learning methods show promising results in pre-training large models, which -- when finetuned for…
We consider the task of solving generic inverse problems, where one wishes to determine the hidden parameters of a natural system that will give rise to a particular set of measurements. Recently many new approaches based upon deep learning…
Time series analysis has achieved great success in diverse applications such as network security, environmental monitoring, and medical informatics. Learning similarities among different time series is a crucial problem since it serves as…
Recent developments in predictive modeling using marked temporal point processes (MTPP) have enabled an accurate characterization of several real-world applications involving continuous-time event sequences (CTESs). However, the retrieval…
Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…
Deep neural networks are one of the most successful classifiers across different domains. However, due to their limitations concerning interpretability their use is limited in safety critical context. The research field of explainable…
Measuring similarity of neural networks to understand and improve their behavior has become an issue of great importance and research interest. In this survey, we provide a comprehensive overview of two complementary perspectives of…
In this paper, we study the problem of locating a predefined sequence of patterns in a time series. In particular, the studied scenario assumes a theoretical model is available that contains the expected locations of the patterns. This…
Time-series representation learning can extract representations from data with temporal dynamics and sparse labels. When labeled data are sparse but unlabeled data are abundant, contrastive learning, i.e., a framework to learn a latent…
Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…