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Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Spatial and time-dependent data is of interest in many applications. This task is difficult due to its complex spatial dependency, long-range temporal dependency, data non-stationarity, and data heterogeneity. To address these challenges,…

Machine Learning · Computer Science 2021-01-11 Yang Li , José M. F. Moura

Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Haibei Zhu , Yousef El-Laham , Elizabeth Fons , Svitlana Vyetrenko

In this paper, a time series model with coefficients that take values from random matrix ensembles is proposed. Formal definitions, theoretical solutions, and statistical properties are derived. Estimation and forecast methodologies for…

Methodology · Statistics 2023-08-07 Peiyuan Teng , Min Xu

Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

It is common for researchers to record long, multiple time series from experiments or calculations. But sometimes there are no good models for the systems or no applicable mathematical theorems that can tell us when there are basic…

Chaotic Dynamics · Physics 2024-11-26 Louis Pecora , Thomas Carroll

Data types that lie in metric spaces but not in vector spaces are difficult to use within the usual regression setting, either as the response and/or a predictor. We represent the information in these variables using distance matrices which…

Methodology · Statistics 2016-01-20 Julian Faraway

We introduce the idea of temporal graphs, a representation that encodes temporal data into graphs while fully retaining the temporal information of the original data. This representation lets us explore the dynamic temporal properties of…

Physics and Society · Physics 2013-06-06 Vassilis Kostakos

Satellite Image Time Series (SITS) of the Earth's surface provide detailed land cover maps, with their quality in the spatial and temporal dimensions consistently improving. These image time series are integral for developing systems that…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 James Brock , Zahraa S. Abdallah

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…

Machine Learning · Statistics 2022-11-02 Titouan Vayer , Romain Tavenard , Laetitia Chapel , Nicolas Courty , Rémi Flamary , Yann Soullard

Efficiently modeling spatio-temporal (ST) physical processes and observations presents a challenging problem for the deep learning community. Many recent studies have concentrated on meticulously reconciling various advantages, leading to…

Artificial Intelligence · Computer Science 2024-06-04 Hao Wu , Yuxuan Liang , Wei Xiong , Zhengyang Zhou , Wei Huang , Shilong Wang , Kun Wang

This paper introduces a generalised version of importance subsampling for time series reduction/aggregation in optimisation-based power system planning models. Recent studies indicate that reliably determining optimal electricity…

Applications · Statistics 2020-08-26 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Recent developments in engineering techniques for spatial data collection such as geographic information systems have resulted in an increasing need for methods to analyze large spatial data sets. These sorts of data sets can be found in…

Methodology · Statistics 2020-08-14 Toshihiro Hirano

Representing the movements of objects (trips) over a network in a compact way while retaining the capability of exploiting such data effectively is an important challenge of real applications. We present a new Compact Trip Representation…

Data Structures and Algorithms · Computer Science 2019-01-01 Nieves R. Brisaboa , Antonio Fariña , Daniil Galaktionov , M. Andrea Rodriguez

Range reporting is a classical problem in computational geometry. A (rectangular) reporting data structure stores a point set $P$, such that, given a (rectangular) query region $\Delta$, it returns all points in $P \cap \Delta$. A variety…

Computational Geometry · Computer Science 2025-12-05 Sarita de Berg , Emil Toftegaard Gæde , Ivor van der Hoog , Henrik Reinstädtler , Eva Rotenberg

Collecting time series data spatially distributed in many locations is often important for analyzing climate change and its impacts on ecosystems. However, comprehensive spatial data collection is not always feasible, requiring us to…

Machine Learning · Computer Science 2024-06-06 Shihori Koyama , Daisuke Inoue , Hiroaki Yoshida , Kazuyuki Aihara , Gouhei Tanaka

Financial firms commonly process and store billions of time-series data, generated continuously and at a high frequency. To support efficient data storage and retrieval, specialized time-series databases and systems have emerged. These…

Classification of multivariate time series (MTS) has been tackled with a large variety of methodologies and applied to a wide range of scenarios. Reservoir Computing (RC) provides efficient tools to generate a vectorial, fixed-size…

Neural and Evolutionary Computing · Computer Science 2020-06-09 Filippo Maria Bianchi , Simone Scardapane , Sigurd Løkse , Robert Jenssen

We demonstrate Castor, a cloud-based system for contextual IoT time series data and model management at scale. Castor is designed to assist Data Scientists in (a) exploring and retrieving all relevant time series and contextual information…