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The integrity of time series data in smart grids is often compromised by missing values due to sensor failures, transmission errors, or disruptions. Gaps in smart meter data can bias consumption analyses and hinder reliable predictions,…

Artificial Intelligence · Computer Science 2025-02-21 Amir Sartipi , Joaquín Delgado Fernández , Sergio Potenciano Menci , Alessio Magitteri

The growth of big-data sectors such as the Internet of Things (IoT) generates enormous volumes of data. As IoT devices generate a vast volume of time-series data, the Time Series Database (TSDB) popularity has grown alongside the rise of…

Databases · Computer Science 2022-08-31 Bonil Shah , P. M. Jat , Kalyan Sashidhar

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Information Theory · Computer Science 2017-02-09 Jonathan Mei , José M. F. Moura

Across a far-reaching diversity of scientific and industrial applications, a general key problem involves relating the structure of time-series data to a meaningful outcome, such as detecting anomalous events from sensor recordings, or…

Machine Learning · Computer Science 2017-11-27 Ben D Fulcher , Nick S Jones

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing…

Machine Learning · Computer Science 2025-10-16 Ching Chang , Jeehyun Hwang , Yidan Shi , Haixin Wang , Wen-Chih Peng , Tien-Fu Chen , Wei Wang

Machine learning and in particular deep learning algorithms are the emerging approaches to data analysis. These techniques have transformed traditional data mining-based analysis radically into a learning-based model in which existing data…

Machine Learning · Computer Science 2020-04-17 Neda Tavakoli , Sima Siami-Namini , Mahdi Adl Khanghah , Fahimeh Mirza Soltani , Akbar Siami Namin

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…

Early classification of time series has been extensively studied for minimizing class prediction delay in time-sensitive applications such as healthcare and finance. A primary task of an early classification approach is to classify an…

Machine Learning · Computer Science 2020-10-19 Ashish Gupta , Hari Prabhat Gupta , Bhaskar Biswas , Tanima Dutta

In recent times, deep artificial neural networks have achieved many successes in pattern recognition. Part of this success can be attributed to the reliance on big data to increase generalization. However, in the field of time series…

Machine Learning · Computer Science 2021-09-15 Brian Kenji Iwana , Seiichi Uchida

Temporal data are ubiquitous in the financial services (FS) industry -- traditional data like economic indicators, operational data such as bank account transactions, and modern data sources like website clickstreams -- all of these occur…

Statistical Finance · Quantitative Finance 2020-09-15 Jason Wittenbach , Brian d'Alessandro , C. Bayan Bruss

Time series classification is an important task in its own right, and it is often a precursor to further downstream analytics. To date, virtually all works in the literature have used either shape-based classification using a distance…

Machine Learning · Computer Science 2019-12-23 Sara Alaee , Alireza Abdoli , Christian Shelton , Amy C. Murillo , Alec C. Gerry , Eamonn Keogh

Many software engineering research papers rely on time-based data (e.g., commit timestamps, issue report creation/update/close dates, release dates). Like most real-world data however, time-based data is often dirty. To date, there are no…

Software Engineering · Computer Science 2021-03-23 Samuel W. Flint , Jigyasa Chauhan , Robert Dyer

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Machine Learning · Computer Science 2020-07-31 Fadhel Ayed , Lorenzo Stella , Tim Januschowski , Jan Gasthaus

How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…

Machine Learning · Computer Science 2022-07-25 Li Shen , Yuning Wei , Yangzhu Wang

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in…

Machine Learning · Statistics 2020-07-21 Xixi Li , Yanfei Kang , Feng Li

Time series forecasting plays a crucial role in many real-world applications, and numerous complex forecasting models have been proposed in recent years. Despite their architectural innovations, most state-of-the-art models report only…

Machine Learning · Computer Science 2025-05-28 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

Time series anomaly detection is crucial for industrial monitoring services that handle a large volume of data, aiming to ensure reliability and optimize system performance. Existing methods often require extensive labeled resources and…

Machine Learning · Computer Science 2023-07-21 Manqing Dong , Zhanxiang Zhao , Yitong Geng , Wentao Li , Wei Wang , Huai Jiang

While Internet of Things (IoT) devices and sensors create continuous streams of information, Big Data infrastructures are deemed to handle the influx of data in real-time. One type of such a continuous stream of information is time series…

Methodology · Statistics 2020-05-05 Elyas Sabeti , Peter X. K. Song , Alfred O. Hero

Practical machine learning applications involving time series data, such as firewall log analysis to proactively detect anomalous behavior, are concerned with real time analysis of streaming data. Consequently, we need to update the ML…

Time Series Classification (TSC) has received much attention in the past two decades and is still a crucial and challenging problem in data science and knowledge engineering. Indeed, along with the increasing availability of time series…

Machine Learning · Computer Science 2023-08-14 Aurélien Renault , Alexis Bondu , Vincent Lemaire , Dominique Gay
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