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We propose to learn multiple local Mahalanobis distance metrics to perform k-nearest neighbor (kNN) classification of temporal sequences. Temporal sequences are first aligned by dynamic time warping (DTW); given the alignment path,…

Machine Learning · Computer Science 2016-06-14 Jiaping Zhao , Zerong Xi , Laurent Itti

Evaluating anomaly detection in multivariate time series (MTS) requires careful consideration of temporal dependencies, particularly when detecting subsequence anomalies common in fault detection scenarios. While time series…

Machine Learning · Statistics 2025-06-17 Steven C. Hespeler , Pablo Moriano , Mingyan Li , Samuel C. Hollifield

Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…

Machine Learning · Computer Science 2020-10-06 Yang Jiao , Kai Yang , Shaoyu Dou , Pan Luo , Sijia Liu , Dongjin Song

Localized vibrations, arising from nonlinearities or symmetry breaking, pose a challenge in engineering, as the resulting high-amplitude vibrations may result in component failure due to fatigue. During operation, the emergence of…

Dynamical Systems · Mathematics 2025-05-16 Charlotte Geier , Norbert Hoffmann

To effectively address the issues of low sensitivity and high time consumption in time series anomaly detection, we propose an anomaly detection method based on cross-modal deep metric learning. A cross-modal deep metric learning feature…

Machine Learning · Computer Science 2025-09-17 Wei Li , Zheze Yang

Soft dynamic time warping (SDTW) is a differentiable loss function that allows for training neural networks from weakly aligned data. Typically, SDTW is used to iteratively compute and refine soft alignments that compensate for temporal…

Audio and Speech Processing · Electrical Eng. & Systems 2023-08-11 Johannes Zeitler , Simon Deniffel , Michael Krause , Meinard Müller

We derived a number of numerical methods to treat biomolecular systems with multiple time scales. Based on the splitting of the operators associated with the slow-varying and fast-varying forces, new multiple time-stepping (MTS) methods are…

Numerical Analysis · Mathematics 2015-01-15 Chao Liang , Xiaolan Yuan , Xiantao Li

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…

Methodology · Statistics 2021-03-09 Xiaodong Wang , Fushing Hsieh

Multivariate time series naturally exist in many fields, like energy, bioinformatics, signal processing, and finance. Most of these applications need to be able to compare these structured data. In this context, dynamic time warping (DTW)…

Machine Learning · Computer Science 2016-10-18 Maria-Irina Nicolae , Éric Gaussier , Amaury Habrard , Marc Sebban

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

Accurate and efficient multivariate time series (MTS) forecasting is essential for applications such as traffic management and weather prediction, which depend on capturing long-range temporal dependencies and interactions between entities.…

Machine Learning · Computer Science 2025-05-27 Yiming Niu , Jinliang Deng , Lulu Zhang , Zimu Zhou , Yongxin Tong

Elastic distances like dynamic time warping (DTW) are central to time series machine learning because they compare sequences under local temporal misalignment. Soft-DTW is an adaptation of DTW that can be used as a gradient-based loss by…

Machine Learning · Computer Science 2026-05-04 Christopher Holder , Anthony Bagnall

To fully learn the latent temporal dependencies from post-disturbance system dynamic trajectories, deep learning is utilized for short-term voltage stability (STVS) assessment of power systems in this paper. First of all, a semi-supervised…

Signal Processing · Electrical Eng. & Systems 2021-02-25 Meng Zhang , Jiazheng Li , Yang Li , Runnan Xu

This paper describes a new approach for using changepoint detection (CPD) to estimate the starting and stopping times of a forced oscillation (FO) in measured power system data. As with a previous application of CPD to this problem, the…

Signal Processing · Electrical Eng. & Systems 2026-02-10 Luke Dosiek , Akaash Karn , Frank Liu

The heterogeneous distribution of frequency support from dispersed renewable generation sources results in varying inertia within the system. The effects of disturbances exhibit non-uniform variations contingent upon the disturbance's…

Systems and Control · Electrical Eng. & Systems 2024-10-01 {Rashmi Prasad , Pedro P. Vergara , Narayana Prasad Padhy , Robert Dimitrovski , Aleksandra Lekić

Time-series data classification is central to the analysis and control of autonomous systems, such as robots and self-driving cars. Temporal logic-based learning algorithms have been proposed recently as classifiers of such data. However,…

Machine Learning · Computer Science 2022-07-08 Erfan Aasi , Cristian Ioan Vasile , Mahroo Bahreinian , Calin Belta

In recent years, the sub-synchronous oscillation (SSO) accidents caused by wind power have received extensive attention. A method is needed to distinguish if nonlinear behavior exists in the recorded equal-amplitude accident waveforms, so…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Zetian Zheng , Chen Shen

Time series classification is crucial for numerous scientific and engineering applications. In this article, we present a numerically efficient, practically competitive, and theoretically rigorous classification method for distinguishing…

Methodology · Statistics 2025-07-11 Chen Qian , Xiucai Ding , Lexin Li

Non-stationary forced oscillations (FOs) have been observed in power system operations. However, most detection methods assume that the frequency of FOs is stationary. In this paper, we present a methodology for the analysis of…

Signal Processing · Electrical Eng. & Systems 2020-06-26 Pablo Gill Estevez , Pablo Marchi , Cecilia Galarza , Marcelo Elizondo

Time-series data in application areas such as motion capture and activity recognition is often multi-dimension. In these application areas data typically comes from wearable sensors or is extracted from video. There is a lot of redundancy…

Machine Learning · Computer Science 2021-04-23 Bahavathy Kathirgamanathan , Padraig Cunningham