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We study the problem of coincidence detection in time series data, where we aim to determine whether the appearance of simultaneous or near-simultaneous events in two time series is indicative of some shared underlying signal or…

Statistics Theory · Mathematics 2026-01-21 Ruiting Liang , Samuel Dyson , Rina Foygel Barber , Daniel E. Holz

Unlike the more commonly analyzed ECG or PPG data for activity classification, heart rate time series data is less detailed, often noisier and can contain missing data points. Using the BigIdeasLab_STEP dataset, which includes heart rate…

Machine Learning · Computer Science 2024-08-19 Michael Beekhuizen , Arman Naseri , David Tax , Ivo van der Bilt , Marcel Reinders

Despite the eminent successes of deep neural networks, many architectures are often hard to transfer to irregularly-sampled and asynchronous time series that commonly occur in real-world datasets, especially in healthcare applications. This…

Machine Learning · Computer Science 2020-09-16 Max Horn , Michael Moor , Christian Bock , Bastian Rieck , Karsten Borgwardt

In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…

Methodology · Statistics 2020-05-01 Erik Scharwächter , Emmanuel Müller

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important…

Machine Learning · Computer Science 2024-12-31 Paul Boniol , Qinghua Liu , Mingyi Huang , Themis Palpanas , John Paparrizos

Time series interpretation aims to provide an explanation of what is observed in terms of its underlying processes. The present work is based on the assumption that the common classification-based approaches to time series interpretation…

Artificial Intelligence · Computer Science 2021-12-09 Tomás Teijeiro , Paulo Félix

Errors are prevalent in time series data, especially in the industrial field. Data with errors could not be stored in the database, which results in the loss of data assets. Handling the dirty data in time series is non-trivial, when given…

Databases · Computer Science 2020-06-09 Xi Wang , Chen Wang

Time series forecasting has always been a thought-provoking topic in the field of machine learning. Machine learning scientists define a time series as a set of observations recorded over consistent time steps. And, time series forecasting…

Quantum Physics · Physics 2022-07-19 Payal Kaushik , Sayantan Pramanik , M Girish Chandra , C V Sridhar

Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis…

Machine Learning · Computer Science 2025-09-03 Jingchao Ni , Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Wei Cheng , Dongsheng Luo , Haifeng Chen

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

It is often necessary to compare the power spectra of two or more time series. One may, for instance, wish to estimate what the power spectrum of the combined data sets might have been. One might also wish to estimate the significance of a…

Astrophysics · Physics 2007-05-23 P. A. Sturrock

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

Machine Learning · Computer Science 2019-03-26 Samuel Arcadinho , Paulo Mateus

Shapelet-based algorithms are widely used for time series classification because of their ease of interpretation, but they are currently outperformed by recent state-of-the-art approaches. We present a new formulation of time series…

Computer Vision and Pattern Recognition · Computer Science 2022-06-10 Antoine Guillaume , Christel Vrain , Elloumi Wael

When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang

Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…

Machine Learning · Computer Science 2020-08-19 Steven Cheng-Xian Li , Benjamin M. Marlin

Multivariate time series classification is an important computational task arising in applications where data is recorded over time and over multiple channels. For example, a smartwatch can record the acceleration and orientation of a…

Machine Learning · Computer Science 2023-09-08 Davide Italo Serramazza , Thu Trang Nguyen , Thach Le Nguyen , Georgiana Ifrim

Explaining predictions based on multivariate time series data carries the additional difficulty of handling not only multiple features, but also time dependencies. It matters not only what happened, but also when, and the same feature could…

Machine Learning · Computer Science 2023-05-31 Joseph Enguehard

In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an…

Statistics Theory · Mathematics 2017-10-31 Boris Brodsky , Boris Darkhovsky

Temporal information conveyed by language describes how the world around us changes through time. Events, durations and times are all temporal elements that can be viewed as intervals. These intervals are sometimes temporally related in…

Computation and Language · Computer Science 2012-03-23 Leon Derczynski , Robert Gaizauskas
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