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We introduce circulance, a scalar measure for classifying time series of dynamical systems. Circulance captures the extent of temporal regularity or irregularity that is encoded in the topology of a directed ordinal pattern transition…

Chaotic Dynamics · Physics 2026-01-05 Max Potratzki , Manuel Adams , Timo Bröhl , Klaus Lehnertz

Distinguishing between classes of time series sampled from dynamic systems is a common challenge in systems and control engineering, for example in the context of health monitoring, fault detection, and quality control. The challenge is…

Machine Learning · Computer Science 2019-02-15 Colin Stephen

In this paper, we study the problem of deriving fast and accurate classification algorithms with uncertainty quantification. Gaussian process classification provides a principled approach, but the corresponding computational burden is…

Machine Learning · Computer Science 2018-05-29 Dimitrios Milios , Raffaello Camoriano , Pietro Michiardi , Lorenzo Rosasco , Maurizio Filippone

Shapelets that discriminate time series using local features (subsequences) are promising for time series clustering. Existing time series clustering methods may fail to capture representative shapelets because they discover shapelets from…

Machine Learning · Computer Science 2023-11-16 Borui Cai , Guangyan Huang , Shuiqiao Yang , Yong Xiang , Chi-Hung Chi

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

We consider general non-Euclidean distance measures between real world objects that need to be classified. It is assumed that objects are represented by distances to other objects only. Conditions for zero-error dissimilarity based…

Machine Learning · Statistics 2016-01-19 Robert P. W. Duin , Elzbieta Pekalska

This article proposes and studies warped-linear models for time series classification. The proposed models are time-warp invariant analogues of linear models. Their construction is in line with time series averaging and extensions of…

Machine Learning · Computer Science 2017-11-28 Brijnesh J. Jain

Time-reversal symmetry plays an essential role in the thermodynamic uncertainty relations, which bound the fluctuations of observables in terms of the associated dissipation. In fact, thermodynamic uncertainty relations are typically…

Statistical Mechanics · Physics 2026-05-28 Tetta Indo , Yoshihiko Hasegawa

Time series clustering is the process of grouping time series with respect to their similarity or characteristics. Previous approaches usually combine a specific distance measure for time series and a standard clustering method. However,…

This article introduces a novel approach to the classification of categorical time series under the supervised learning paradigm. To construct meaningful features for categorical time series classification, we consider two relevant…

Methodology · Statistics 2021-02-05 Zeda Li , Scott A. Bruce , Tian Cai

The estimation of uncertainties associated with predictions from quantitative structure-activity relationship (QSAR) models can accelerate the drug discovery process by identifying promising experiments and allowing an efficient allocation…

Machine Learning · Computer Science 2025-02-07 Hannah Rosa Friesacher , Emma Svensson , Susanne Winiwarter , Lewis Mervin , Adam Arany , Ola Engkvist

Method for detection and visualization of trends, periodicities, local peculiarities in measurement series (dL-method) based on DFA technology (Detrended fluctuation analysis) is proposed. The essence of the method lies in reflecting the…

Applications · Statistics 2009-03-20 D. V. Lande , A. A. Snarskii

The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the…

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

Time series classification is of significant importance in monitoring structural systems. In this work, we investigate the use of supervised machine learning classification algorithms on simulated data based on a physical system with two…

Machine Learning · Computer Science 2024-03-14 Ergys Çokaj , Halvor Snersrud Gustad , Andrea Leone , Per Thomas Moe , Lasse Moldestad

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of…

Methodology · Statistics 2024-03-14 Guy P Nason , James L. Wei

Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…

Databases · Computer Science 2007-05-23 Daniel Lemire

We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…

Methodology · Statistics 2022-09-12 Zifeng Zhao , Feiyu Jiang , Xiaofeng Shao

In this study, we explore in depth a few under-studied topics at the intersection of uncertainty estimation and segmentation. Prior work has shown that the quality of uncertainty estimates can be very sensitive to a range of variables. As…

Computer Vision and Pattern Recognition · Computer Science 2026-05-18 Michael Smith , Frank P. Ferrie

Measuring uncertainties in the output of a deep learning method is useful in several ways, such as in assisting with interpretation of the outputs, helping build confidence with end users, and for improving the training and performance of…

Machine Learning · Computer Science 2022-09-20 Luke Whitbread , Mark Jenkinson
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