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Binomial time series in which the logit of the probability of success is modelled as a linear function of observed regressors and a stationary latent Gaussian process are considered. Score tests are developed to first test for the existence…

Statistics Theory · Mathematics 2016-06-06 W. T. M. Dunsmuir , J. Y. He

Reconstruction of undersampled periodic signals of unknown period is an important signal processing operation. It is especially difficult operation when the sequences of samples are short and no information on the inter-sequence time…

Signal Processing · Electrical Eng. & Systems 2021-05-18 Marek W. Rupniewski

Discovering frequent episodes over event sequences is an important data mining task. In many applications, events constituting the data sequence arrive as a stream, at furious rates, and recent trends (or frequent episodes) can change and…

Machine Learning · Computer Science 2012-05-22 Debprakash Patnaik , Naren Ramakrishnan , Srivatsan Laxman , Badrish Chandramouli

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

Continual Object Detection is essential for enabling intelligent agents to interact proactively with humans in real-world settings. While parameter-isolation strategies have been extensively explored in the context of continual learning for…

Computer Vision and Pattern Recognition · Computer Science 2024-02-21 Angelo G. Menezes , Augusto J. Peterlevitz , Mateus A. Chinelatto , André C. P. L. F. de Carvalho

Change detection in multivariate time series has applications in many domains, including health care and network monitoring. A common approach to detect changes is to compare the divergence between the distributions of a reference window…

Machine Learning · Statistics 2015-11-12 Hoang-Vu Nguyen , Jilles Vreeken

Temporal repetition counting aims to estimate the number of cycles of a given repetitive action. Existing deep learning methods assume repetitive actions are performed in a fixed time-scale, which is invalid for the complex repetitive…

Computer Vision and Pattern Recognition · Computer Science 2020-05-19 Huaidong Zhang , Xuemiao Xu , Guoqiang Han , Shengfeng He

Time series subsequence anomaly detection is an important task in a large variety of real-world applications ranging from health monitoring to AIOps, and is challenging due to the following reasons: 1) how to effectively learn complex…

Machine Learning · Computer Science 2024-11-27 Weiqi Chen , Zhiqiang Zhou , Qingsong Wen , Liang Sun

Two numerical methods are proposed for detection of coupling between multiple time series generated by deterministic nonlinear systems. The first detects interdependence or the existence of coupling between time series. The second…

Chaotic Dynamics · Physics 2025-05-07 Timothy Sauer , George Sugihara

Machine Learning algorithms are good tools for both classification and prediction purposes. These algorithms can further be used for scientific discoveries from the enormous data being collected in our era. We present ways of discovering…

Instrumentation and Methods for Astrophysics · Physics 2021-02-26 Shraddha Surana , Yogesh Wadadekar , Divya Oberoi

Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

Machine Learning · Computer Science 2022-07-28 Jiuqi Elise Zhang , Di Wu , Benoit Boulet

Data-driven methods for modeling dynamic systems have received considerable attention as they provide a mechanism for control synthesis directly from the observed time-series data. In the absence of prior assumptions on how the time-series…

Optimization and Control · Mathematics 2018-09-24 Atiye Alaeddini , Siavash Alemzadeh , Afshin Mesbahi , Mehran Mesbahi

Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing…

Machine Learning · Computer Science 2022-01-31 Kyeong-Joong Jeong , Yong-Min Shin

Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task…

Machine Learning · Computer Science 2021-06-16 Michael Franklin Mbouopda , Engelbert Mephu Nguifo

Anomaly detection for time-series data becomes an essential task for many data-driven applications fueled with an abundance of data and out-of-the-box machine-learning algorithms. In many real-world settings, developing a reliable anomaly…

The Model-free Prediction Principle of Politis (2015) has been successfully applied to general regression problems, as well as problems involving stationary time series. However, with long time series, e.g. annual temperature measurements…

Methodology · Statistics 2018-06-12 Srinjoy Das , Dimitris N. Politis

We present a new method to discriminate periodic from non-periodic irregularly sampled lightcurves. We introduce a periodic kernel and maximize a similarity measure derived from information theory to estimate the periods and a discriminator…

Instrumentation and Methods for Astrophysics · Physics 2015-09-24 Pavlos Protopapas , Pablo Huijse , Pablo A. Estevez , Pablo Zegers , Jose C. Principe

In generalized regression models the effect of continuous covariates is commonly assumed to be linear. This assumption, however, may be too restrictive in applications and may lead to biased effect estimates and decreased predictive…

Methodology · Statistics 2023-11-01 Nikolai Spuck , Matthias Schmid , Moritz Berger

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

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Artificial Intelligence · Computer Science 2022-09-28 Baoyu Jing , Si Zhang , Yada Zhu , Bin Peng , Kaiyu Guan , Andrew Margenot , Hanghang Tong