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Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Machine Learning · Statistics 2024-08-19 Sarbojit Roy , Malik Shahid Sultan , Hernando Ombao

Learning how complex dynamical systems evolve over time is a key challenge in system identification. For safety critical systems, it is often crucial that the learned model is guaranteed to converge to some equilibrium point. To this end,…

Machine Learning · Computer Science 2021-12-13 Andreas Schlaginhaufen , Philippe Wenk , Andreas Krause , Florian Dörfler

Deep neural networks (DNN) have been used successfully in many scientific problems for their high prediction accuracy, but their application to genetic studies remains challenging due to their poor interpretability. In this paper, we…

Machine Learning · Computer Science 2021-10-01 Peyman H. Kassani , Fred Lu , Yann Le Guen , Zihuai He

Despite the recent popularity of deep generative state space models, few comparisons have been made between network architectures and the inference steps of the Bayesian filtering framework -- with most models simultaneously approximating…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Stefan Zohren , Stephen Roberts

Medical time-series data are characterized by irregular sampling, high noise levels, missing values, and strong inter-feature dependencies. Recurrent neural networks (RNNs), particularly gated architectures such as Long Short-Term Memory…

Machine Learning · Computer Science 2026-03-03 Maitri Krishna Sai

Neural networks have achieved remarkable success in time series classification, but their reliance on large amounts of labeled data for training limits their applicability in cold-start scenarios. Moreover, they lack interpretability,…

Machine Learning · Computer Science 2025-07-15 Jintao Qu , Zichong Wang , Chenhao Wu , Wenbin Zhang

Sequence-to-sequence models have achieved impressive results on various tasks. However, they are unsuitable for tasks that require incremental predictions to be made as more data arrives or tasks that have long input sequences and output…

Machine Learning · Computer Science 2016-08-08 Navdeep Jaitly , David Sussillo , Quoc V. Le , Oriol Vinyals , Ilya Sutskever , Samy Bengio

Deep sequence models are receiving significant interest in current machine learning research. By representing probability distributions that are fit to data using maximum likelihood estimation, such models can model data on general…

Systems and Control · Electrical Eng. & Systems 2024-09-09 Kristian Løvland , Bjarne Grimstad , Lars Struen Imsland

Temporal-difference (TD) networks are a class of predictive state representations that use well-established TD methods to learn models of partially observable dynamical systems. Previous research with TD networks has dealt only with…

Machine Learning · Computer Science 2012-05-14 Christopher M. Vigorito

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

Clinical medical data, especially in the intensive care unit (ICU), consist of multivariate time series of observations. For each patient visit (or episode), sensor data and lab test results are recorded in the patient's Electronic Health…

Machine Learning · Computer Science 2017-03-23 Zachary C. Lipton , David C. Kale , Charles Elkan , Randall Wetzel

In the wild, we often encounter collections of sequential data such as electrocardiograms, motion capture, genomes, and natural language, and sequences may be multichannel or symbolic with nonlinear dynamics. We introduce a new method to…

Machine Learning · Computer Science 2024-06-12 Jonathan Y. Zhou , Yao Xie

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Neural forecasting of spatiotemporal time series drives both research and industrial innovation in several relevant application domains. Graph neural networks (GNNs) are often the core component of the forecasting architecture. However, in…

Machine Learning · Computer Science 2023-02-21 Andrea Cini , Ivan Marisca , Filippo Maria Bianchi , Cesare Alippi

We consider a sequence of related multivariate time series learning tasks, such as predicting failures for different instances of a machine from time series of multi-sensor data, or activity recognition tasks over different individuals from…

Machine Learning · Computer Science 2022-03-15 Vibhor Gupta , Jyoti Narwariya , Pankaj Malhotra , Lovekesh Vig , Gautam Shroff

Neural architectures such as Recurrent Neural Networks (RNNs), Transformers, and State-Space Models have shown great success in handling sequential data by learning temporal dependencies. Decision Trees (DTs), on the other hand, remain a…

Machine Learning · Computer Science 2025-02-07 Sascha Marton , Moritz Schneider

Unsupervised domain adaptation methods seek to generalize effectively on unlabeled test data, especially when encountering the common challenge in time series data that distribution shifts occur between training and testing datasets. In…

Machine Learning · Computer Science 2025-08-27 Weide Liu , Xiaoyang Zhong , Lu Wang , Jingwen Hou , Yuemei Luo , Jiebin Yan , Yuming Fang

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…

Machine Learning · Computer Science 2020-11-13 Anna Malinovskaya , Philipp Otto , Torben Peters
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