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Clinical time series data are critical for patient monitoring and predictive modeling. These time series are typically multivariate and often comprise hundreds of heterogeneous features from different data sources. The grouping of features…

Machine Learning · Computer Science 2025-11-12 Fedor Sergeev , Manuel Burger , Polina Leshetkina , Vincent Fortuin , Gunnar Rätsch , Rita Kuznetsova

Missing covariates in regression or classification problems can prohibit the direct use of advanced tools for further analysis. Recent research has realized an increasing trend towards the usage of modern Machine Learning algorithms for…

Machine Learning · Statistics 2022-03-23 Burim Ramosaj , Justus Tulowietzki , Markus Pauly

Reliable uncertainty estimation for time series prediction is critical in many fields, including physics, biology, and manufacturing. At Uber, probabilistic time series forecasting is used for robust prediction of number of trips during…

Machine Learning · Statistics 2018-01-12 Lingxue Zhu , Nikolay Laptev

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

Missing time-series data is a prevalent practical problem. Imputation methods in time-series data often are applied to the full panel data with the purpose of training a model for a downstream out-of-sample task. For example, in finance,…

Machine Learning · Statistics 2023-04-13 Jose Blanchet , Fernando Hernandez , Viet Anh Nguyen , Markus Pelger , Xuhui Zhang

Modeling physiological time-series in ICU is of high clinical importance. However, data collected within ICU are irregular in time and often contain missing measurements. Since absence of a measure would signify its lack of importance, the…

Machine Learning · Computer Science 2017-07-18 Phuoc Nguyen , Truyen Tran , Svetha Venkatesh

Time series imputation is a fundamental task for understanding time series with missing data. Existing methods either do not directly handle irregularly-sampled data or degrade severely with sparsely observed data. In this work, we…

Machine Learning · Computer Science 2021-05-28 Siyuan Shan , Yang Li , Junier B. Oliva

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

Artificial intelligence is creating one of the biggest revolution across technology driven application fields. For the finance sector, it offers many opportunities for significant market innovation and yet broad adoption of AI systems…

Risk Management · Quantitative Finance 2022-12-07 Marc Wildi , Branka Hadji Misheva

Detecting out-of-distribution (OOD) data is a fundamental challenge in the deployment of machine learning models. From a security standpoint, this is particularly important because OOD test data can result in misleadingly confident yet…

Machine Learning · Computer Science 2025-02-25 Onat Gungor , Amanda Sofie Rios , Nilesh Ahuja , Tajana Rosing

Time series are series of values ordered by time. This kind of data can be found in many real world settings. Classifying time series is a difficult task and an active area of research. This paper investigates the use of transfer learning…

Machine Learning · Computer Science 2019-09-23 Marc Wenninger , Sebastian P. Bayerl , Jochen Schmidt , Korbinian Riedhammer

Real-time lightweight time series anomaly detection has become increasingly crucial in cybersecurity and many other domains. Its ability to adapt to unforeseen pattern changes and swiftly identify anomalies enables prompt responses and…

Machine Learning · Computer Science 2024-07-29 Ming-Chang Lee , Jia-Chun Lin , Sokratis Katsikas

Sequentially obtained dataset usually exhibits different behavior at different data resolutions/scales. Instead of inferring from data at each scale individually, it is often more informative to interpret the data as an ensemble of time…

Mesoscale and Nanoscale Physics · Physics 2021-03-19 Yuan Yang , Jie Ding

Missingness is ubiquitous in multivariate time series and poses an obstacle to reliable downstream analysis. Although recurrent network imputation achieved the SOTA, existing models do not scale to deep architectures that can potentially…

Machine Learning · Computer Science 2024-01-05 Linglong Qian , Zina Ibrahim , Richard Dobson

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…

Machine Learning · Computer Science 2020-01-24 Neo Wu , Bradley Green , Xue Ben , Shawn O'Banion

Small disturbances can trigger functional breakdowns in complex systems. A challenging task is to infer the structural cause of a disturbance in a networked system, soon enough to prevent a catastrophe. We present a graph neural network…

Physics and Society · Physics 2020-06-11 Edward Laurence , Charles Murphy , Guillaume St-Onge , Xavier Roy-Pomerleau , Vincent Thibeault

Missing data in time-series analysis poses significant challenges, affecting the reliability of downstream applications. Imputation, the process of estimating missing values, has emerged as a key solution. This paper introduces BRATI, a…

Machine Learning · Computer Science 2025-01-10 Armando Collado-Villaverde , Pablo Muñoz , Maria D. R-Moreno

Time-series representation learning is a fundamental task for time-series analysis. While significant progress has been made to achieve accurate representations for downstream applications, the learned representations often lack…

Machine Learning · Computer Science 2021-05-24 Yuening Li , Zhengzhang Chen , Daochen Zha , Mengnan Du , Denghui Zhang , Haifeng Chen , Xia Hu

The task of clustering unlabeled time series and sequences entails a particular set of challenges, namely to adequately model temporal relations and variable sequence lengths. If these challenges are not properly handled, the resulting…

Machine Learning · Statistics 2019-02-19 Daniel J. Trosten , Andreas S. Strauman , Michael Kampffmeyer , Robert Jenssen

Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and…

Machine Learning · Computer Science 2022-10-27 Wenbo Gong , Joel Jennings , Cheng Zhang , Nick Pawlowski
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