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In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data. We propose SpectraNet, a novel multivariate time-series…

Machine Learning · Computer Science 2022-10-26 Cristian Challu , Peihong Jiang , Ying Nian Wu , Laurent Callot

The task of clustering unlabeled time series and sequences entails a particular set of challenges, namely to adequately model temporal relations and variable sequence lengths. If these challenges are not properly handled, the resulting…

Machine Learning · Statistics 2019-02-19 Daniel J. Trosten , Andreas S. Strauman , Michael Kampffmeyer , Robert Jenssen

Neural networks have seen limited use in prediction for high-dimensional data with small sample sizes, because they tend to overfit and require tuning many more hyperparameters than existing off-the-shelf machine learning methods. With…

Machine Learning · Statistics 2020-05-12 Jean Feng , Noah Simon

Despite extensive research spanning several decades, class imbalance is still considered a profound difficulty for both machine learning and deep learning models. While data oversampling is the foremost technique to address this issue,…

Machine Learning · Computer Science 2025-02-12 Sukumar Kishanthan , Asela Hevapathige

We develop a formal framework for the behavioral comparison of linear systems across different time domains. We accomplish this by introducing the notion of system interpolation, which determines whether the input-state trajectories of a…

Optimization and Control · Mathematics 2026-02-26 Armin Pirastehzad , Bart Besselink

Sparse sensor networks in weather and ocean modeling observe only a small fraction of the system state, which destabilizes standard nudging-based data assimilation. We introduce Interpolated Discrepancy Data Assimilation (IDDA), which…

Numerical Analysis · Mathematics 2025-11-03 Tong Wu , Humberto Godinez , Vitaliy Gyrya , James M. Hyman

Supervised time series prediction relies on directly measured target variables, but real-world use cases such as predicting remaining useful life (RUL) involve indirect supervision, where the target variable is labeled as a function of…

Machine Learning · Computer Science 2025-12-18 Jiaxiang Cheng , Yipeng Pang , Guoqiang Hu

We consider the use of deep learning for covariance estimation. We propose to globally learn a neural network that will then be applied locally at inference time. Leveraging recent advancements in self-supervised foundational models, we…

Signal Processing · Electrical Eng. & Systems 2024-03-14 Tzvi Diskin , Ami Wiesel

The over-parameterized models attract much attention in the era of data science and deep learning. It is empirically observed that although these models, e.g. deep neural networks, over-fit the training data, they can still achieve small…

Machine Learning · Statistics 2019-09-27 Yue Xing , Qifan Song , Guang Cheng

Inter prediction is an important module in video coding for temporal redundancy removal, where similar reference blocks are searched from previously coded frames and employed to predict the block to be coded. Although traditional video…

Computer Vision and Pattern Recognition · Computer Science 2019-05-17 Jiaying Liu , Sifeng Xia , Wenhan Yang

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Temporal interpolation often plays a crucial role to learn meaningful representations in dynamic scenes. In this paper, we propose a novel method to train spatiotemporal neural radiance fields of dynamic scenes based on temporal…

Computer Vision and Pattern Recognition · Computer Science 2023-03-30 Sungheon Park , Minjung Son , Seokhwan Jang , Young Chun Ahn , Ji-Yeon Kim , Nahyup Kang

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

Irregularly sampled time series are increasingly prevalent, particularly in medical domains. While various specialized methods have been developed to handle these irregularities, effectively modeling their complex dynamics and pronounced…

Machine Learning · Computer Science 2023-11-01 Zekun Li , Shiyang Li , Xifeng Yan

Supervised learning from training data with imbalanced class sizes, a commonly encountered scenario in real applications such as anomaly/fraud detection, has long been considered a significant challenge in machine learning. Motivated by…

Machine Learning · Computer Science 2019-05-27 Yunru Liu , Tingran Gao , Haizhao Yang

Domain adaptation on time series data is an important but challenging task. Most of the existing works in this area are based on the learning of the domain-invariant representation of the data with the help of restrictions like MMD.…

Machine Learning · Computer Science 2021-06-18 Ruichu Cai , Jiawei Chen , Zijian Li , Wei Chen , Keli Zhang , Junjian Ye , Zhuozhang Li , Xiaoyan Yang , Zhenjie Zhang

In the feature maps of CNNs, there commonly exists considerable spatial redundancy that leads to much repetitive processing. Towards reducing this superfluous computation, we propose to compute features only at sparsely sampled locations,…

Computer Vision and Pattern Recognition · Computer Science 2020-09-07 Zhenda Xie , Zheng Zhang , Xizhou Zhu , Gao Huang , Stephen Lin

Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

Machine Learning · Computer Science 2025-11-13 Lucas Correia , Jan-Christoph Goos , Thomas Bäck , Anna V. Kononova

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Representation learning plays a critical role in the analysis of time series data and has high practical value across a wide range of applications. including trend analysis, time series data retrieval and forecasting. In practice, data…

Machine Learning · Computer Science 2023-12-13 Chengyang Ye , Qiang Ma