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The information contained in a time series is more than what the values themselves are. In this paper, the Time-variant Local Autocorrelated Polynomial model with Kalman filter is proposed to model the underlying dynamics of a time series…

Applications · Statistics 2021-02-16 Shixiong Wang , Chongshou Li , Andrew Lim

Extracting the underlying trend signal is a crucial step to facilitate time series analysis like forecasting and anomaly detection. Besides noise signal, time series can contain not only outliers but also abrupt trend changes in real-world…

Machine Learning · Computer Science 2019-06-28 Qingsong Wen , Jingkun Gao , Xiaomin Song , Liang Sun , Jian Tan

Signal estimation from incomplete observations improves as more signal structure can be exploited in the inference process. Classic algorithms (e.g., Kalman filtering) have exploited strong dynamic structure for time-varying signals while…

Statistics Theory · Mathematics 2015-07-23 Adam S. Charles , Christopher J. Rozell

Within many real-world networks the links between pairs of nodes change over time. Thus, there has been a recent boom in studying temporal graphs. Recognizing patterns in temporal graphs requires a proximity measure to compare different…

Machine Learning · Computer Science 2020-07-07 Vincent Froese , Brijnesh Jain , Rolf Niedermeier , Malte Renken

The main focus of recent time synchronization research is developing power-efficient synchronization methods that meet pre-defined accuracy requirements. However, an aspect that has been often overlooked is the high dynamics of the network…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-29 Kasım Sinan Yıldırım , Önder Gürcan

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We investigate the dynamical sampling space-time trade-off problem within a graph setting. Specifically, we derive necessary and sufficient conditions for space-time sampling that enable the reconstruction of an initial band-limited signal…

Information Theory · Computer Science 2024-11-20 Akram Aldroubi , Victor Bailey , Ilya Krishtal , Brendan Miller , Armenak Petrosyan

Statistical matching is an effective method for estimating causal effects in which treated units are paired with control units with ``similar'' values of confounding covariates prior to performing estimation. In this way, matching helps…

Methodology · Statistics 2023-09-13 Sanjeewani Weerasingha , Michael J. Higgins

An emerging way to deal with high-dimensional non-euclidean data is to assume that the underlying structure can be captured by a graph. Recently, ideas have begun to emerge related to the analysis of time-varying graph signals. This work…

Machine Learning · Computer Science 2017-05-08 Francesco Grassi , Andreas Loukas , Nathanaël Perraudin , Benjamin Ricaud

For compressive sensing of dynamic sparse signals, we develop an iterative pursuit algorithm. A dynamic sparse signal process is characterized by varying sparsity patterns over time/space. For such signals, the developed algorithm is able…

Statistics Theory · Mathematics 2012-10-15 Dave Zachariah , Saikat Chatterjee , Magnus Jansson

The problem of synchronization in heterogeneous networks of linear systems with nonlinear delayed diffusive coupling is considered. The network is presented in new coordinates mean-field dynamics and synchronization errors. Thus the problem…

Adaptation and Self-Organizing Systems · Physics 2022-05-11 Sergei A. Plotnikov

Sparse signals can be recovered from a reduced set of samples by using compressive sensing algorithms. In common methods the signal is recovered in the sparse domain. A method for the reconstruction of sparse signal which reconstructs the…

Information Theory · Computer Science 2015-04-28 Ljubisa Stankovic , Milos Dakovic

In this paper, by exploiting the special features of temporal correlations of dynamic sparse channels that path delays change slowly over time but path gains evolve faster, we propose the structured matching pursuit (SMP) algorithm to…

Information Theory · Computer Science 2015-07-21 Xudong Zhu , Linglong Dai , Guan Gui , Wei Dai , Zhaocheng Wang , Fumiyuki Adachi

Generalized linear model with $L_1$ and $L_2$ regularization is a widely used technique for solving classification, class probability estimation and regression problems. With the numbers of both features and examples growing rapidly in the…

Machine Learning · Statistics 2017-06-28 Ilya Trofimov , Alexander Genkin

Similarity matching and join of time series data streams has gained a lot of relevance in today's world that has large streaming data. This process finds wide scale application in the areas of location tracking, sensor networks, object…

Databases · Computer Science 2013-12-11 R H Vishwanath , T V Samartha , K C Srikantaiah , K R Venugopal , L M Patnaik

Where dealing with temporal sequences it is fair to assume that the same kind of deformations that motivated the development of the Dynamic Time Warp algorithm could be relevant also in the calculation of the dot product ("convolution") in…

Machine Learning · Computer Science 2019-11-06 Yaniv Shulman

In this paper, we study CPU utilization time patterns of several Map-Reduce applications. After extracting running patterns of several applications, the patterns with their statistical information are saved in a reference database to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-01-30 Nikzad Babaii Rizvandi , Javid Taheri , Albert Y. Zomaya , Reza Moraveji

Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…

Methodology · Statistics 2013-10-22 Hua Zhou , Lexin Li

The paper presents a novel method of finding a fragment in a long temporal sequence similar to the set of shorter sequences. We are the first to propose an algorithm for such a search that does not rely on computing the average sequence…

Data Structures and Algorithms · Computer Science 2024-09-04 Łukasz Borchmann , Dawid Jurkiewicz , Filip Graliński , Tomasz Górecki

Mining frequent episodes aims at recovering sequential patterns from temporal data sequences, which can then be used to predict the occurrence of related events in advance. On the other hand, gradual patterns that capture co-variation of…

Machine Learning · Computer Science 2020-10-21 Jerry Lonlac , Arnaud Doniec , Marin Lujak , Stephane Lecoeuche
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