Related papers: sktime: A Unified Interface for Machine Learning w…
Recent research has shown an increasing interest in utilizing pre-trained large language models (LLMs) for a variety of time series applications. However, there are three main challenges when using LLMs as foundational models for time…
Understanding how the brain functions is one of the biggest challenges of our time. The analysis of experimentally recorded neural firing patterns (spike trains) plays a crucial role in addressing this problem. Here, the PySpike library is…
The fourth industrial revolution creates ubiquitous sensor data in production plants. To generate maximum value out of these data, reliable and precise time series-based machine learning methods like temporal neural networks are needed.…
Understanding and distinguishing temporal patterns in time series data is essential for scientific discovery and decision-making. For example, in biomedical research, uncovering meaningful patterns in physiological signals can improve…
Long-term time series forecasting in centralized environments poses unique challenges regarding data privacy, communication overhead, and scalability. To address these challenges, we propose FedTime, a federated large language model (LLM)…
Time series data are valuable but are often inscrutable. Gaining trust in time series classifiers for finance, healthcare, and other critical applications may rely on creating interpretable models. Researchers have previously been forced to…
We present srlearn, a Python library for boosted statistical relational models. We adapt the scikit-learn interface to this setting and provide examples for how this can be used to express learning and inference problems.
Time series data are fundamental for a variety of applications, ranging from financial markets to energy systems. Due to their importance, the number and complexity of tools and methods used for time series analysis is constantly…
Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs)…
While multimodal data sources are increasingly available from real-world forecasting, most existing research remains on unimodal time series. In this work, we present MoTime, a suite of multimodal time series forecasting datasets that pair…
The aim of this paper is to present a set of Python-based tools to develop forecasts using time series data sets. The material is based on a four week course that the author has taught for seven years to students on operations research,…
sQUlearn introduces a user-friendly, NISQ-ready Python library for quantum machine learning (QML), designed for seamless integration with classical machine learning tools like scikit-learn. The library's dual-layer architecture serves both…
Evaluating time series attribution methods is difficult because real-world datasets rarely provide ground truth for which time points drive a prediction. A common workaround is to generate synthetic data where class-discriminating features…
For the advancements of time series classification, scrutinizing previous studies, most existing methods adopt a common learning-to-classify paradigm - a time series classifier model tries to learn the relation between sequence inputs and…
Over the last few years, with the growth of time-series collecting and storing, there has been a great demand for tools and software for temporal data engineering and modeling. This paper presents a generic workflow for time series data…
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…
In the field of machine learning and artificial intelligence, time series forecasting plays a pivotal role across various domains such as finance, healthcare, and weather. However, the task of selecting the most suitable forecasting method…
Sequentially obtained dataset usually exhibits different behavior at different data resolutions/scales. Instead of inferring from data at each scale individually, it is often more informative to interpret the data as an ensemble of time…
aeon is a unified Python 3 library for all machine learning tasks involving time series. The package contains modules for time series forecasting, classification, extrinsic regression and clustering, as well as a variety of utilities,…
Techniques for recording large-scale neuronal spiking activity are developing very fast. This leads to an increasing demand for algorithms capable of analyzing large amounts of experimental spike train data. One of the most crucial and…