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Analyzing sequential data is crucial in many domains, particularly due to the abundance of data collected from the Internet of Things paradigm. Time series classification, the task of categorizing sequential data, has gained prominence,…

Machine Learning · Computer Science 2024-06-21 Venkata Ragavendra Vavilthota , Ranjith Ramanathan , Sathyanarayanan N. Aakur

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

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time…

Instrumentation and Methods for Astrophysics · Physics 2015-06-05 Jeffrey D. Scargle , Jay P. Norris , Brad Jackson , James Chiang

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only…

Data Analysis, Statistics and Probability · Physics 2017-06-13 Haroldo V. Ribeiro , Max Jauregui , Luciano Zunino , Ervin K. Lenzi

Tree-based models have been successfully applied to a wide variety of tasks, including time series forecasting. They are increasingly in demand and widely accepted because of their comparatively high level of interpretability. However, many…

Machine Learning · Computer Science 2024-01-03 Matthias Jakobs , Amal Saadallah

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

The time series classification literature has expanded rapidly over the last decade, with many new classification approaches published each year. Prior research has mostly focused on improving the accuracy and efficiency of classifiers,…

Machine Learning · Computer Science 2020-06-03 Thach Le Nguyen , Severin Gsponer , Iulia Ilie , Martin O'Reilly , Georgiana Ifrim

Time series analysis has gained significant attention due to its critical applications in diverse fields such as healthcare, finance, and sensor networks. The complexity and non-stationarity of time series make it challenging to capture the…

Machine Learning · Computer Science 2024-10-31 Guancen Lin , Cong Shen , Aijing Lin

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Machine Learning · Computer Science 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

The identification of dynamics from time series data is a problem of general interest. It is well established that dynamics on the level of invariant sets, the primary objects of interest in the classical theory of dynamical systems, is not…

Dynamical Systems · Mathematics 2025-12-17 Marcio Gameiro , Brittany Gelb , Konstantin Mischaikow

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

Transformer is the state-of-the-art model for many natural language processing, computer vision, and audio analysis problems. Transformer effectively combines information from the past input and output samples in auto-regressive manner so…

Machine Learning · Computer Science 2025-03-14 Joni-Kristian Kämäräinen

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

Domain generalization methods aim to learn models robust to domain shift with data from a limited number of source domains and without access to target domain samples during training. Popular domain alignment methods for domain…

Machine Learning · Computer Science 2022-06-17 Wenyu Zhang , Mohamed Ragab , Chuan-Sheng Foo

Set-valued prediction is a well-known concept in multi-class classification. When a classifier is uncertain about the class label for a test instance, it can predict a set of classes instead of a single class. In this paper, we focus on…

Machine Learning · Computer Science 2022-03-15 Thomas Mortier , Eyke Hüllermeier , Krzysztof Dembczyński , Willem Waegeman

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

Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been…

Machine Learning · Computer Science 2024-11-08 Qiang Wu , Gechang Yao , Zhixi Feng , Shuyuan Yang

Deep learning-based support systems have demonstrated encouraging results in numerous clinical applications involving the processing of time series data. While such systems often are very accurate, they have no inherent mechanism for…

Machine Learning · Computer Science 2020-12-16 Kristoffer Wickstrøm , Karl Øyvind Mikalsen , Michael Kampffmeyer , Arthur Revhaug , Robert Jenssen

In this paper, we consider the problem of event classification with multi-variate time series data consisting of heterogeneous (continuous and categorical) variables. The complex temporal dependencies between the variables combined with…

Machine Learning · Computer Science 2016-12-06 Shengdong Zhang , Soheil Bahrampour , Naveen Ramakrishnan , Mohak Shah

In this article we discuss some of the consequences of the mixed membership perspective on time series analysis. In its most abstract form, a mixed membership model aims to associate an individual entity with some set of attributes based on…

Methodology · Statistics 2013-09-16 Emily B. Fox , Michael I. Jordan