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In this work we present a simple and fast computational method, the visibility algorithm, that converts a time series into a graph. The constructed graph inherits several properties of the series in its structure. Thereby, periodic series…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Lucas Lacasa , Bartolo Luque , Fernando Ballesteros , Jordi Luque , Juan Carlos Nuno

A fractal is in essence a hierarchy with cascade structure, which can be described with a set of exponential functions. From these exponential functions, a set of power laws indicative of scaling can be derived. Hierarchy structure and…

Physics and Society · Physics 2017-07-13 Yanguang Chen

In this study, we examine if engineered topological features can distinguish time series sampled from different stochastic processes with different noise characteristics, in both balanced and unbalanced sampling schemes. We compare our…

Machine Learning · Statistics 2023-05-29 İsmail Güzel , Atabey Kaygun

Time series analysis has become crucial in various fields, from engineering and finance to healthcare and social sciences. Due to their multidimensional nature, time series often need to be embedded into a fixed-dimensional feature space to…

Machine Learning · Computer Science 2025-05-27 Habib Irani , Yasamin Ghahremani , Arshia Kermani , Vangelis Metsis

Most methods for time series classification that attain state-of-the-art accuracy have high computational complexity, requiring significant training time even for smaller datasets, and are intractable for larger datasets. Additionally, many…

Machine Learning · Computer Science 2021-07-15 Angus Dempster , François Petitjean , Geoffrey I. Webb

Multivariate time series classification is a high value and well-known problem in machine learning community. Feature extraction is a main step in classification tasks. Traditional approaches employ hand-crafted features for classification…

Machine Learning · Computer Science 2019-05-07 Omolbanin Yazdanbakhsh , Scott Dick

This article introduces a novel approach to the classification of categorical time series under the supervised learning paradigm. To construct meaningful features for categorical time series classification, we consider two relevant…

Methodology · Statistics 2021-02-05 Zeda Li , Scott A. Bruce , Tian Cai

Due to the prevalence of temporal data and its inherent dependencies in many real-world problems, time series classification is of paramount importance in various domains. However, existing models often struggle with series of variable…

Machine Learning · Computer Science 2026-03-24 Aurora Esteban , Amelia Zafra , Sebastián Ventura

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Machine Learning · Statistics 2024-08-19 Sarbojit Roy , Malik Shahid Sultan , Hernando Ombao

Despite the excelling performance of machine learning models, understanding their decisions remains a long-standing goal. Although commonly used attribution methods from explainable AI attempt to address this issue, they typically rely on…

Machine Learning · Computer Science 2025-11-20 Juan Miguel Lopez Alcaraz , Nils Strodthoff

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…

Chaotic Dynamics · Physics 2013-12-12 Ruben Fossion , Gamaliel Torres Vargas , Juan Carlos López Vieyra

It is shown that fractal dimension can be estimated seeking a solution of functional equation defined for areas of coverages of different scales. The method proposed is compared with widely known way to estimate fractal dimension via linear…

Chaotic Dynamics · Physics 2021-03-16 Dmitry Zhabin

Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based…

Information Retrieval · Computer Science 2019-02-05 Carl H Lubba , Sarab S Sethi , Philip Knaute , Simon R Schultz , Ben D Fulcher , Nick S Jones

This paper formulates the problem of learning discriminative features (\textit{i.e.,} segments) from networked time series data considering the linked information among time series. For example, social network users are considered to be…

Machine Learning · Computer Science 2016-12-23 Haishuai Wang , Jia Wu , Peng Zhang , Chengqi Zhang

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility…

Data Analysis, Statistics and Probability · Physics 2016-05-24 Pouya Manshour

Time series shapelets are discriminative subsequences and their similarity to a time series can be used for time series classification. Since the discovery of time series shapelets is costly in terms of time, the applicability on long or…

Machine Learning · Computer Science 2015-03-18 Martin Wistuba , Josif Grabocka , Lars Schmidt-Thieme

Correlations in streams of multivariate time series data means that typically, only a small subset of the features are required for a given data mining task. In this paper, we propose a technique which we call Merit Score for Time-Series…

Machine Learning · Computer Science 2021-12-08 Bahavathy Kathirgamanathan , Padraig Cunningham

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

Machine learning algorithms are designed to capture complex relationships between features. In this context, the high dimensionality of data often results in poor model performance, with the risk of overfitting. Feature selection, the…

Machine Learning · Computer Science 2023-10-18 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli