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We consider detecting the evolutionary oscillatory pattern of a signal when it is contaminated by non-stationary noises with complexly time-varying data generating mechanism. A high-dimensional dense progressive periodogram test is proposed…

Methodology · Statistics 2023-07-20 Hau-Tieng Wu , Zhou Zhou

Multivariate time series (MTS) anomaly detection commonly encounters in various domains like finance, healthcare, and industrial monitoring. However, existing MTS anomaly detection methods are mostly defined on the static graph structure,…

Machine Learning · Computer Science 2025-09-23 Jia Li , Shiyu Long , Ye Yuan

In this paper, a fixed-time disturbance observerbased model predictive control algorithm is proposed for trajectory tracking of quadrotor in the presence of disturbances. First, a novel multivariable fixed-time disturbance observer is…

Systems and Control · Electrical Eng. & Systems 2024-09-02 Liwen Xu , Bailing Tian , Cong Wang , Junjie Lu , Dandan Wang , Zhiyu Li , Qun Zong

The decomposition of time series into components is an important task that helps to understand time series and can enable better forecasting. Nowadays, with high sampling rates leading to high-frequency data (such as daily, hourly, or…

Applications · Statistics 2021-07-29 Kasun Bandara , Rob J Hyndman , Christoph Bergmeir

Planning based on long and short term time series forecasts is a common practice across many industries. In this context, temporal aggregation and reconciliation techniques have been useful in improving forecasts, reducing model…

Machine Learning · Computer Science 2022-01-31 Himanshi Charotia , Abhishek Garg , Gaurav Dhama , Naman Maheshwari

The similarity between a pair of time series, i.e., sequences of indexed values in time order, is often estimated by the dynamic time warping (DTW) distance, instead of any in the well-studied family of measures including the longest common…

Data Structures and Algorithms · Computer Science 2022-04-19 Yoshifumi Sakai , Shunsuke Inenaga

This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…

Machine Learning · Computer Science 2024-10-10 Xu Yan , Yaoting Jiang , Wenyi Liu , Didi Yi , Jianjun Wei

Monitoring machine learning (ML) systems is hard, with standard practice focusing on detecting distribution shifts rather than their causes. Root-cause analysis often relies on manual tracing to determine whether a shift is caused by…

Software Engineering · Computer Science 2025-10-28 Joran Leest , Ilias Gerostathopoulos , Patricia Lago , Claudia Raibulet

Broadband noise in gravitational wave (GW) detectors, also known as triggers, can often be a deterrant to the efficiency with which astrophysical search pipelines detect sources. It is important to understand their instrumental or…

General Relativity and Quantum Cosmology · Physics 2013-05-30 Soma Mukherjee , Papia Rizwan , Rahul Biswas

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

In this paper, we propose a novel method of model-based time series clustering with mixtures of general state space models (MSSMs). Each component of MSSMs is associated with each cluster. An advantage of the proposed method is that it…

Machine Learning · Computer Science 2024-08-23 Ryoichi Ishizuka , Takashi Imai , Kaoru Kawamoto

Learning the causes of time-series data is a fundamental task in many applications, spanning from finance to earth sciences or bio-medical applications. Common approaches for this task are based on vector auto-regression, and they do not…

Machine Learning · Computer Science 2025-09-30 Emmanouil Angelis , Francesco Quinzan , Ashkan Soleymani , Patrick Jaillet , Stefan Bauer

Anomaly detection in multivariate time series (MTS) has been widely studied in one-class classification (OCC) setting. The training samples in OCC are assumed to be normal, which is difficult to guarantee in practical situations. Such a…

Machine Learning · Computer Science 2024-02-08 Qihang Zhou , Shibo He , Haoyu Liu , Jiming Chen , Wenchao Meng

Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by…

Machine Learning · Computer Science 2025-05-21 Jun Wang , Wenjie Du , Yiyuan Yang , Linglong Qian , Wei Cao , Keli Zhang , Wenjia Wang , Yuxuan Liang , Qingsong Wen

Motif discovery is a fundamental step in data mining tasks for time-series data such as clustering, classification and anomaly detection. Even though many papers have addressed the problem of how to find motifs in time-series by proposing…

Machine Learning · Computer Science 2020-04-20 Maria Inês Silva , Roberto Henriques

In large-scale data processing scenarios, data often arrive in sequential streams generated by complex systems that exhibit drifting distributions and time-varying system parameters. This nonstationarity challenges theoretical analysis, as…

Machine Learning · Computer Science 2026-02-13 Yifei Jin , Xin Zheng , Lei Guo

The detection and identification of induction motor faults using machine learning and signal processing is a valuable approach to avoiding plant disturbances and shutdowns in the context of Industry 4.0. In this work, we present a study on…

Machine Learning · Computer Science 2024-01-30 Muhammad Samiullah , Hasan Ali , Shehryar Zahoor , Anas Ali

We model and study the problem of localizing a set of sparse forcing inputs for linear dynamical systems from noisy measurements when the initial state is unknown. This problem is of particular relevance to detecting forced oscillations in…

Optimization and Control · Mathematics 2022-01-21 Rajasekhar Anguluri , Lalitha Sankar , Oliver Kosut

Accurately estimating the phase of oscillatory systems is essential for analyzing cyclic activities such as repetitive gestures in human motion. In this work we introduce a learning-based approach for online phase estimation in…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Antonio Grotta , Francesco De Lellis

Clinical decision support systems (CDSSs) have been widely utilized to support the decisions made by cardiologists when detecting and classifying arrhythmia from electrocardiograms (ECGs). However, forming a CDSS for the arrhythmia…

Signal Processing · Electrical Eng. & Systems 2023-10-16 Yun Kwan Kim , Minji Lee , Kunwook Jo , Hee Seok Song , Seong-Whan Lee