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In this paper, we introduce TimeGPT, the first foundation model for time series, capable of generating accurate predictions for diverse datasets not seen during training. We evaluate our pre-trained model against established statistical,…

Machine Learning · Computer Science 2024-05-29 Azul Garza , Cristian Challu , Max Mergenthaler-Canseco

Time series anomaly detection presents various challenges due to the sequential and dynamic nature of time-dependent data. Traditional unsupervised methods frequently encounter difficulties in generalization, often overfitting to known…

Machine Learning · Statistics 2025-07-30 Aitor Sánchez-Ferrera , Borja Calvo , Jose A. Lozano

Time series classification (TSC) is the most import task in time series mining as it has several applications in medicine, meteorology, finance cyber security, and many others. With the ever increasing size of time series datasets, several…

Machine Learning · Computer Science 2023-12-12 Muhammad Marwan Muhammad Fuad

Multivariate time series classification (MTSC) has attracted significant research attention due to its diverse real-world applications. Recently, exploiting transformers for MTSC has achieved state-of-the-art performance. However, existing…

Machine Learning · Computer Science 2024-05-24 Xuan-May Le , Ling Luo , Uwe Aickelin , Minh-Tuan Tran

Classifications organize entities into categories that identify similarities within a category and discern dissimilarities among categories, and they powerfully classify information in support of analysis. We propose a new classification…

Optimization and Control · Mathematics 2022-09-05 Casey Garner , Allen Holder

Time series classification is of significant importance in monitoring structural systems. In this work, we investigate the use of supervised machine learning classification algorithms on simulated data based on a physical system with two…

Machine Learning · Computer Science 2024-03-14 Ergys Çokaj , Halvor Snersrud Gustad , Andrea Leone , Per Thomas Moe , Lasse Moldestad

Time series classification is crucial for numerous scientific and engineering applications. In this article, we present a numerically efficient, practically competitive, and theoretically rigorous classification method for distinguishing…

Methodology · Statistics 2025-07-11 Chen Qian , Xiucai Ding , Lexin Li

We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…

Statistics Theory · Mathematics 2026-01-21 Annika Betken , Giorgio Micali , Manuel Ruiz Marín

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

Chaotic Dynamics · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

Time series data is one of the most popular data modalities in critical domains such as industry and medicine. The demand for algorithms that not only exhibit high accuracy but also offer interpretability is crucial in such fields, as…

Machine Learning · Computer Science 2025-11-05 Bartłomiej Małkus , Szymon Bobek , Grzegorz J. Nalepa

There is nowadays a constant flux of data being generated and collected in all types of real world systems. These data sets are often indexed by time, space or both requiring appropriate approaches to analyze the data. In univariate…

Social and Information Networks · Computer Science 2021-10-20 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is of interest. In this paper, time series data is…

Computation · Statistics 2019-12-18 Lijing Ma , Andrew Grant , Georgy Sofronov

Time series clustering is an unsupervised learning method for classifying time series data into groups with similar behavior. It is used in applications such as healthcare, finance, economics, energy, and climate science. Several time…

Machine Learning · Statistics 2025-05-08 Chutiphan Charoensuk , Nathakhun Wiroonsri

Uncertainty is an essential consideration for time series forecasting tasks. In this work, we specifically focus on quantifying the uncertainty of traffic forecasting. To achieve this, we develop Deep Spatio-Temporal Uncertainty…

Machine Learning · Computer Science 2022-08-12 Weizhu Qian , Dalin Zhang , Yan Zhao , Kai Zheng , James J. Q. Yu

Scientific fields such as insider-threat detection and highway-safety planning often lack sufficient amounts of time-series data to estimate statistical models for the purpose of scientific discovery. Moreover, the available limited data…

Machine Learning · Statistics 2018-03-16 Daniel Emaasit , Matthew Johnson

The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested methodology employs only the empirical spectral density and…

Methodology · Statistics 2016-11-22 Gyorgy H. Terdik , Stergios B. Fotopoulos , Venkata K. Jandhyala

Classification of time series is a growing problem in different disciplines due to the progressive digitalization of the world. Currently, the state-of-the-art in time series classification is dominated by The Hierarchical Vote Collective…

Machine Learning · Computer Science 2021-10-18 Francisco J. Baldán , José M. Benítez

Continuous-time series is essential for different modern application areas, e.g. healthcare, automobile, energy, finance, Internet of things (IoT) and other related areas. Different application needs to process as well as analyse a massive…

Machine Learning · Computer Science 2024-09-17 Mansura Habiba , Barak A. Pearlmutter , Mehrdad Maleki

A biosignal is a signal that can be continuously measured from human bodies, such as respiratory sounds, heart activity (ECG), brain waves (EEG), etc, based on which, machine learning models have been developed with very promising…

Machine Learning · Computer Science 2022-01-26 Tong Xia , Jing Han , Cecilia Mascolo