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Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Detection of periodic patterns of interest within noisy time series data plays a critical role in various tasks, spanning from health monitoring to behavior analysis. Existing learning techniques often rely on labels or clean versions of…

Machine Learning · Computer Science 2025-06-24 Berken Utku Demirel , Christian Holz

The ability to detect anomalies in time series is considered highly valuable in numerous application domains. The sequential nature of time series objects is responsible for an additional feature complexity, ultimately requiring specialized…

Machine Learning · Computer Science 2021-03-01 Gabriel Rodriguez Garcia , Gabriel Michau , Mélanie Ducoffe , Jayant Sen Gupta , Olga Fink

Forecasting irregular time series presents significant challenges due to two key issues: the vulnerability of models to mean regression, driven by the noisy and complex nature of the data, and the limitations of traditional error-based…

Machine Learning · Computer Science 2024-12-02 Heejeong Nam , Jihyun Kim , Jimin Yeom

Irregularly sampled multivariate time series are ubiquitous in several application domains, leading to sparse, not fully-observed and non-aligned observations across different variables. Standard sequential neural network architectures,…

Machine Learning · Computer Science 2023-08-10 Chrysoula Kosma , Giannis Nikolentzos , Michalis Vazirgiannis

Deep learning models in medical imaging often encounter challenges when adapting to new clinical settings unseen during training. Test-time adaptation offers a promising approach to optimize models for these unseen domains, yet its…

Machine Learning · Computer Science 2024-10-28 Sameer Ambekar , Julia A. Schnabel , Cosmin I. Bercea

Some data from multiple sources can be modeled as multimodal time-series events which have different sampling frequencies, data compositions, temporal relations and characteristics. Different types of events have complex nonlinear…

Artificial Intelligence · Computer Science 2022-09-07 Peiwang Tang , Xianchao Zhang

Decentralized sparsity learning has attracted a significant amount of attention recently due to its rapidly growing applications. To obtain the robust and sparse estimators, a natural idea is to adopt the non-smooth median loss combined…

Machine Learning · Statistics 2022-03-02 Weidong Liu , Xiaojun Mao , Xin Zhang

Optical satellite image time series are extensively used in many Earth observation applications, including agriculture, climate monitoring, and land surface analysis. However, clouds and swath edges result in irregular sampling along the…

Computer Vision and Pattern Recognition · Computer Science 2026-05-07 Véronique Defonte , Dawa Derksen , Alexandre Constantin , Bastien Nespoulous

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Electronic records contain sequences of events, some of which take place all at once in a single visit, and others that are dispersed over multiple visits, each with a different timestamp. We postulate that fine temporal detail, e.g.,…

Machine Learning · Computer Science 2019-04-30 Mohammad Taha Bahadori , Zachary Chase Lipton

Deep Metric Learning (DML) is a group of techniques that aim to measure the similarity between objects through the neural network. Although the number of DML methods has rapidly increased in recent years, most previous studies cannot…

Machine Learning · Computer Science 2022-12-02 Chenkang Zhang , Lei Luo , Bin Gu

Sequential recommendation aims to capture user preferences by modeling sequential patterns in user-item interactions. However, these models are often influenced by noise such as accidental interactions, leading to suboptimal performance.…

Information Retrieval · Computer Science 2025-10-07 Tongzhou Wu , Yuhao Wang , Maolin Wang , Chi Zhang , Xiangyu Zhao

Learning accurate predictive models of real-world dynamic phenomena (e.g., climate, biological) remains a challenging task. One key issue is that the data generated by both natural and artificial processes often comprise time series that…

Machine Learning · Computer Science 2023-06-21 Abdul Fatir Ansari , Alvin Heng , Andre Lim , Harold Soh

In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…

Machine Learning · Computer Science 2024-08-26 Jiajie Wang , Zhiyuan Jerry Lin , Wen Chen

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

Random sinusoidal features are a popular approach for speeding up kernel-based inference in large datasets. Prior to the inference stage, the approach suggests performing dimensionality reduction by first multiplying each data vector by a…

Machine Learning · Statistics 2017-07-12 Mohammadreza Soltani , Chinmay Hegde

Time series analysis is widely used in extensive areas. Recently, to reduce labeling expenses and benefit various tasks, self-supervised pre-training has attracted immense interest. One mainstream paradigm is masked modeling, which…

Machine Learning · Computer Science 2023-10-24 Jiaxiang Dong , Haixu Wu , Haoran Zhang , Li Zhang , Jianmin Wang , Mingsheng Long

Detecting anomalies in real-world multivariate time series data is challenging due to complex temporal dependencies and inter-variable correlations. Recently, reconstruction-based deep models have been widely used to solve the problem.…

Machine Learning · Computer Science 2023-12-06 Junho Song , Keonwoo Kim , Jeonglyul Oh , Sungzoon Cho

Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…

Machine Learning · Computer Science 2021-12-30 François-Xavier Aubet , Daniel Zügner , Jan Gasthaus
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