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Related papers: Set Functions for Time Series

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Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

In this paper, we propose an innovative Transfer learning for Time series classification method. Instead of using an existing dataset from the UCR archive as the source dataset, we generated a 15,000,000 synthetic univariate time series…

Machine Learning · Computer Science 2022-07-19 Yarden Rotem , Nathaniel Shimoni , Lior Rokach , Bracha Shapira

A new time series bootstrap scheme, the time frequency toggle (TFT)-bootstrap, is proposed. Its basic idea is to bootstrap the Fourier coefficients of the observed time series, and then to back-transform them to obtain a bootstrap sample in…

Statistics Theory · Mathematics 2012-11-21 Claudia Kirch , Dimitris N. Politis

In recent times, the field of unsupervised representation learning (URL) for time series data has garnered significant interest due to its remarkable adaptability across diverse downstream applications. Unsupervised learning goals differ…

Machine Learning · Computer Science 2025-05-12 Chen Liang , Donghua Yang , Zhiyu Liang , Hongzhi Wang , Zheng Liang , Xiyang Zhang , Jianfeng Huang

This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Jakub Nikonowicz , Łukasz Matuszewski , Paweł Kubczak

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Deep neural networks for time series must capture complex temporal patterns, to effectively represent dynamic data. Self- and semi-supervised learning methods show promising results in pre-training large models, which -- when finetuned for…

Machine Learning · Computer Science 2025-08-15 Yuhan Xie , William Cappelletti , Mahsa Shoaran , Pascal Frossard

Heterogeneity and irregularity of multi-source data sets present a significant challenge to time-series analysis. In the literature, the fusion of multi-source time-series has been achieved either by using ensemble learning models which…

Machine Learning · Computer Science 2021-10-07 Futoon M. Abushaqra , Hao Xue , Yongli Ren , Flora D. Salim

Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using…

Machine Learning · Computer Science 2017-06-28 Pankaj Malhotra , Vishnu TV , Lovekesh Vig , Puneet Agarwal , Gautam Shroff

Recent advancements in time-series anomaly detection have relied on deep learning models to handle the diverse behaviors of time-series data. However, these models often suffer from unstable training and require extensive hyperparameter…

Machine Learning · Computer Science 2024-08-28 Nobuo Namura , Yuma Ichikawa

Foundation models have recently gained attention within the field of machine learning thanks to its efficiency in broad data processing. While researchers had attempted to extend this success to time series models, the main challenge is…

Machine Learning · Computer Science 2023-11-22 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Roman Vaculin

We propose a method for filling gaps and removing interferences in time series for applications involving continuous monitoring of environmental variables. The approach is non-parametric and based on an iterative pattern-matching between…

Geophysics · Physics 2015-08-11 Gregoire Mariethoz , Niklas Linde , Damien Jougnot , Hassan Rezaee

The time series classification literature has expanded rapidly over the last decade, with many new classification approaches published each year. Prior research has mostly focused on improving the accuracy and efficiency of classifiers,…

Machine Learning · Computer Science 2020-06-03 Thach Le Nguyen , Severin Gsponer , Iulia Ilie , Martin O'Reilly , Georgiana Ifrim

Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…

Machine Learning · Statistics 2019-10-09 Yi Huang , Ishanu Chattopadhyay

Scaling test-time compute has emerged as a powerful mechanism for enhancing Large Language Model (LLM) performance. However, standard post-training paradigms, Supervised Fine-Tuning (SFT) and Reinforcement Learning (RL), optimize the…

Machine Learning · Computer Science 2026-05-21 Adam Ousherovitch , Ambuj Tewari

Event detection in time series is a challenging task due to the prevalence of imbalanced datasets, rare events, and time interval-defined events. Traditional supervised deep learning methods primarily employ binary classification, where…

Machine Learning · Statistics 2024-09-16 Menouar Azib , Benjamin Renard , Philippe Garnier , Vincent Génot , Nicolas André

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta

Shapelets are discriminative subsequences (or shapes) with high interpretability in time series classification. Due to the time-intensive nature of shapelet discovery, existing shapelet-based methods mainly focus on selecting discriminative…

Machine Learning · Computer Science 2025-06-04 Zhen Liu , Yicheng Luo , Boyuan Li , Emadeldeen Eldele , Min Wu , Qianli Ma

In recent work on time-series prediction, Transformers and even large language models have garnered significant attention due to their strong capabilities in sequence modeling. However, in practical deployments, time-series prediction often…

Machine Learning · Computer Science 2026-02-17 Wenxuan Xie , Fanpu Cao
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