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Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

Dynamical sampling refers to a class of problems in which space-time samples are taken from a signal evolving under an underlying dynamical system. The goal is to use these samples to recover relevant information about the system, such as…

Functional Analysis · Mathematics 2026-04-10 Akram Aldroubi , Carlos Cabrelli , Ilya Krishtal , Ursula Molter

Modern applications of machine learning (ML) deal with increasingly heterogeneous datasets comprised of data collected from overlapping latent subpopulations. As a result, traditional models trained over large datasets may fail to recognize…

Machine Learning · Statistics 2019-10-16 Benjamin Lengerich , Bryon Aragam , Eric P. Xing

Irregular Time Series Data (IRTS) has shown increasing prevalence in real-world applications. We observed that IRTS can be divided into two specialized types: Natural Irregular Time Series (NIRTS) and Accidental Irregular Time Series…

Machine Learning · Computer Science 2024-10-17 Liangwei Nathan Zheng , Zhengyang Li , Chang George Dong , Wei Emma Zhang , Lin Yue , Miao Xu , Olaf Maennel , Weitong Chen

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Machine Learning · Computer Science 2017-01-10 John Cristian Borges Gamboa

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

In this paper I present a new approach for regression of time series using their own samples. This is a celebrated problem known as Auto-Regression. Dealing with outlier or missed samples in a time series makes the problem of estimation…

Artificial Intelligence · Computer Science 2015-08-19 Mohsen Joneidi

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

Artificial Intelligence · Computer Science 2026-03-13 David Baumgartner , Eliezer de Souza da Silva , Iñigo Urteaga

Astronomical surveys of celestial sources produce streams of noisy time series measuring flux versus time ("light curves"). Unlike in many other physical domains, however, large (and source-specific) temporal gaps in data arise naturally…

Instrumentation and Methods for Astrophysics · Physics 2017-11-30 Brett Naul , Joshua S. Bloom , Fernando Pérez , Stéfan van der Walt

Domain adaptation on time series data is an important but challenging task. Most of the existing works in this area are based on the learning of the domain-invariant representation of the data with the help of restrictions like MMD.…

Machine Learning · Computer Science 2021-06-18 Ruichu Cai , Jiawei Chen , Zijian Li , Wei Chen , Keli Zhang , Junjian Ye , Zhuozhang Li , Xiaoyan Yang , Zhenjie Zhang

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential…

Machine Learning · Computer Science 2019-07-10 Yulia Rubanova , Ricky T. Q. Chen , David Duvenaud

We study prediction of future outcomes with supervised models that use privileged information during learning. The privileged information comprises samples of time series observed between the baseline time of prediction and the future…

Time series is the most prevalent form of input data for educational prediction tasks. The vast majority of research using time series data focuses on hand-crafted features, designed by experts for predictive performance and…

Machine Learning · Computer Science 2023-03-01 Mohammad Asadi , Vinitra Swamy , Jibril Frej , Julien Vignoud , Mirko Marras , Tanja Käser

Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS…

Machine Learning · Computer Science 2025-05-26 Boyuan Li , Yicheng Luo , Zhen Liu , Junhao Zheng , Jianming Lv , Qianli Ma

Recently, evolving networks are becoming a suitable form to model many real-world complex systems, due to their peculiarities to represent the systems and their constituting entities, the interactions between the entities and the…

Artificial Intelligence · Computer Science 2017-09-21 Angelo Impedovo , Corrado Loglisci , Michelangelo Ceci

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

Applications · Statistics 2022-08-08 Taylor R. Brown

Many real world data mining applications involve obtaining predictive models using data sets with strongly imbalanced distributions of the target variable. Frequently, the least common values of this target variable are associated with…

Machine Learning · Computer Science 2015-05-14 Paula Branco , Luis Torgo , Rita Ribeiro