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In this paper, we present a new deep learning architecture for addressing the problem of supervised learning with sparse and irregularly sampled multivariate time series. The architecture is based on the use of a semi-parametric…

Machine Learning · Computer Science 2019-09-18 Satya Narayan Shukla , Benjamin M. Marlin

Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…

Machine Learning · Computer Science 2020-08-19 Steven Cheng-Xian Li , Benjamin M. Marlin

Irregularly sampled time series (ISTS) data has irregular temporal intervals between observations and different sampling rates between sequences. ISTS commonly appears in healthcare, economics, and geoscience. Especially in the medical…

Machine Learning · Computer Science 2020-10-27 Chenxi Sun , Shenda Hong , Moxian Song , Hongyan Li

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

While the volume of electronic health records (EHR) data continues to grow, it remains rare for hospital systems to capture dense physiological data streams, even in the data-rich intensive care unit setting. Instead, typical EHR records…

Machine Learning · Computer Science 2018-12-04 Satya Narayan Shukla , Benjamin M. Marlin

Supervised learning with irregularly sampled time series have been a challenge to Machine Learning methods due to the obstacle of dealing with irregular time intervals. Some papers introduced recently recurrent neural network models that…

Machine Learning · Computer Science 2020-03-23 Rafael T. Sousa , Lucas A. Pereira , Anderson S. Soares

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Traditional machine learning methods face two main challenges in dealing with healthcare predictive analytics tasks. First, the high-dimensional nature of healthcare data needs labor-intensive and time-consuming processes to select an…

Machine Learning · Computer Science 2022-09-16 Mohammad Amin Morid , Olivia R. Liu Sheng , Joseph Dunbar

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system…

Machine Learning · Computer Science 2024-09-04 Zahra Zamanzadeh Darban , Geoffrey I. Webb , Shirui Pan , Charu C. Aggarwal , Mahsa Salehi

The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…

Machine Learning · Computer Science 2023-07-24 Shibo Feng , Chunyan Miao , Ke Xu , Jiaxiang Wu , Pengcheng Wu , Yang Zhang , Peilin Zhao

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

Irregularly-sampled time series (ITS) are native to high-impact domains like healthcare, where measurements are collected over time at uneven intervals. However, for many classification problems, only small portions of long time series are…

Machine Learning · Computer Science 2023-02-09 Thomas Hartvigsen , Jidapa Thadajarassiri , Xiangnan Kong , Elke Rundensteiner

This paper is a contribution towards interpretability of the deep learning models in different applications of time-series. We propose a temporal attention layer that is capable of selecting the relevant information to perform various…

Computer Vision and Pattern Recognition · Computer Science 2018-06-25 Phongtharin Vinayavekhin , Subhajit Chaudhury , Asim Munawar , Don Joven Agravante , Giovanni De Magistris , Daiki Kimura , Ryuki Tachibana

Deep time series metric learning is challenging due to the difficult trade-off between temporal invariance to nonlinear distortion and discriminative power in identifying non-matching sequences. This paper proposes a novel neural…

Computer Vision and Pattern Recognition · Computer Science 2021-06-22 Shinnosuke Matsuo , Xiaomeng Wu , Gantugs Atarsaikhan , Akisato Kimura , Kunio Kashino , Brian Kenji Iwana , Seiichi Uchida

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Machine Learning · Computer Science 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

Time series shapelets are discriminative sub-sequences and their similarity to time series can be used for time series classification. Initial shapelet extraction algorithms searched shapelets by complete enumeration of all possible data…

Machine Learning · Computer Science 2017-11-03 Dripta S. Raychaudhuri , Josif Grabocka , Lars Schmidt-Thieme

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan
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