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Analyzing numerous or long time series is difficult in practice due to the high storage costs and computational requirements. Therefore, techniques have been proposed to generate compact similarity-preserving representations of time series,…

Machine Learning · Computer Science 2022-08-29 Pieter Robberechts , Wannes Meert , Jesse Davis

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Machine Learning · Computer Science 2018-05-03 Yann Ollivier

In artificial neural networks, weights are a static representation of synapses. However, synapses are not static, they have their own interacting dynamics over time. To instill weights with interacting dynamics, we use a model describing…

Neural and Evolutionary Computing · Computer Science 2023-01-11 Adam Kohan , Ed Rietman , Hava Siegelmann

In this work Time Series Classification techniques are investigated, and especially their applicability in applications where there are significant differences between the individuals where data is collected, and the individuals where the…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Erik Jakobsson , Erik Frisk , Mattias Krysander , Robert Pettersson

To measure the similarity of documents, the Wasserstein distance is a powerful tool, but it requires a high computational cost. Recently, for fast computation of the Wasserstein distance, methods for approximating the Wasserstein distance…

Machine Learning · Computer Science 2021-07-26 Yuki Takezawa , Ryoma Sato , Makoto Yamada

Motif discovery is a fundamental step in data mining tasks for time-series data such as clustering, classification and anomaly detection. Even though many papers have addressed the problem of how to find motifs in time-series by proposing…

Machine Learning · Computer Science 2020-04-20 Maria Inês Silva , Roberto Henriques

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…

Machine Learning · Computer Science 2024-05-03 Rasool Fakoor , Jonas Mueller , Zachary C. Lipton , Pratik Chaudhari , Alexander J. Smola

In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…

Probability · Mathematics 2021-10-26 Shuwen Lou

This article revisits an analysis on inaccuracies of time series averaging under dynamic time warping conducted by \cite{Niennattrakul2007}. The authors presented a correctness-criterion and introduced drift-outs of averages from clusters.…

Machine Learning · Statistics 2018-09-11 Brijnesh Jain

Evaluating robustness under temporal distribution shift remains an open challenge. Existing metrics quantify the average decline in performance, but fail to capture how models adapt to evolving data. As a result, temporal degradation is…

Machine Learning · Computer Science 2026-04-09 Lorenzo Iovine , Giacomo Ziffer , Emanuele Della Valle

Relative temporal-difference (TD) learning was introduced to mitigate the slow convergence of TD methods when the discount factor approaches one by subtracting a baseline from the temporal-difference update. While this idea has been studied…

Machine Learning · Computer Science 2026-04-08 Masoud S. Sakha , Rushikesh Kamalapurkar , Sean Meyn

The computation of the distance of two time series is time-consuming for any elastic distance function that accounts for misalignments. Among those functions, DTW is the most prominent. However, a recent extensive evaluation has shown that…

Data Structures and Algorithms · Computer Science 2023-04-21 Jana Holznigenkemper , Christian Komusiewicz , Bernhard Seeger

The present lack of a stable method to compare persistent homology groups with torsion is a relevant problem in current research about Persistent Homology and its applications in Pattern Recognition. In this paper we introduce a…

Algebraic Topology · Mathematics 2010-12-21 Patrizio Frosini

Applications in data science, shape analysis and object classification frequently require comparison of probability distributions defined on different ambient spaces. To accomplish this, one requires a notion of distance on a given class of…

Metric Geometry · Mathematics 2022-07-19 Facundo Mémoli , Tom Needham

Time series classification is an important data mining task that has received a lot of interest in the past two decades. Due to the label scarcity in practice, semi-supervised time series classification with only a few labeled samples has…

Machine Learning · Computer Science 2023-09-08 Wenjie Xi , Arnav Jain , Li Zhang , Jessica Lin

Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Machine Learning · Computer Science 2026-03-04 Yunxiang Li , Mark Schmidt , Reza Babanezhad , Sharan Vaswani

Time-lapse seismic full-waveform inversion (FWI) provides estimates of dynamic changes in the subsurface by performing multiple seismic surveys at different times. Since FWI problems are highly non-linear and non-unique, it is important to…

Geophysics · Physics 2023-08-21 Xin Zhang , Andrew Curtis

Classification of time series is a growing problem in different disciplines due to the progressive digitalization of the world. Currently, the state-of-the-art in time series classification is dominated by The Hierarchical Vote Collective…

Machine Learning · Computer Science 2021-10-18 Francisco J. Baldán , José M. Benítez

The complex wave representation (CWR) converts unsigned 2D distance transforms into their corresponding wave functions. Here, the distance transform S(X) appears as the phase of the wave function \phi(X)---specifically,…

Machine Learning · Statistics 2013-02-06 Karthik S. Gurumoorthy , Anand Rangarajan

Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…

Data Analysis, Statistics and Probability · Physics 2021-11-03 Massimiliano Zanin