Related papers: Uncertain Time Series Classification With Shapelet…
Statistical learning algorithms provide a generally-applicable framework to sidestep time-consuming experiments, or accurate physics-based modeling, but they introduce a further source of error on top of the intrinsic limitations of the…
Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…
Comparing paleoclimate time series is complicated by a variety of typical features, including irregular sampling, age model uncertainty (e.g., errors due to interpolation between radiocarbon sampling points) and time uncertainty…
Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…
Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…
Time series are ubiquitous and therefore inherently hard to analyze and ultimately to label or cluster. With the rise of the Internet of Things (IoT) and its smart devices, data is collected in large amounts any given second. The collected…
Physiological signals are high-dimensional time series of great practical values in medical and healthcare applications. However, previous works on its classification fail to obtain promising results due to the intractable data…
Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…
In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been…
Deep learning promises performant anomaly detection on time-variant datasets, but greatly suffers from low availability of suitable training datasets and frequently changing tasks. Deep transfer learning offers mitigation by letting…
Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…
Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…
Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…
While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…
Clustering is a popular machine learning technique for data mining that can process and analyze datasets to automatically reveal sample distribution patterns. Since the ubiquitous categorical data naturally lack a well-defined metric space…
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…
In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…
Time-varying non-Euclidean random objects are playing a growing role in modern data analysis, and periodicity is a fundamental characteristic of time-varying data. However, quantifying periodicity in general non-Euclidean random objects…
The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal…
In recent years, modeling and analysis of interval-valued time series have garnered increasing attention in econometrics, finance, and statistics. However, these studies have predominantly focused on statistical inference in the forecasting…