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We study the problem of coincidence detection in time series data, where we aim to determine whether the appearance of simultaneous or near-simultaneous events in two time series is indicative of some shared underlying signal or…

Statistics Theory · Mathematics 2026-01-21 Ruiting Liang , Samuel Dyson , Rina Foygel Barber , Daniel E. Holz

In recent years, there have been unprecedented technological advances in sensor technology, and sensors have become more affordable than ever. Thus, sensor-driven data collection is increasingly becoming an attractive and practical option…

Machine Learning · Computer Science 2021-12-30 Alireza Abdoli

Time-series anomaly detection deals with the problem of detecting anomalous timesteps by learning normality from the sequence of observations. However, the concept of normality evolves over time, leading to a "new normal problem", where the…

Machine Learning · Computer Science 2024-01-23 Dongmin Kim , Sunghyun Park , Jaegul Choo

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Machine Learning · Computer Science 2020-07-31 Fadhel Ayed , Lorenzo Stella , Tim Januschowski , Jan Gasthaus

Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

In this study, we explore in depth a few under-studied topics at the intersection of uncertainty estimation and segmentation. Prior work has shown that the quality of uncertainty estimates can be very sensitive to a range of variables. As…

Computer Vision and Pattern Recognition · Computer Science 2026-05-18 Michael Smith , Frank P. Ferrie

Discovering shapelets -- i.e., discriminative temporal patterns within time series -- has been widely studied to address the inherent complexity of time-series classification (TSC) and to make model decision-making processes more…

Machine Learning · Computer Science 2026-05-20 Seongjun Lee , Seokhyun Lee , Changhee Lee

Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…

Machine Learning · Computer Science 2023-05-09 Yungi Jeong , Eunseok Yang , Jung Hyun Ryu , Imseong Park , Myungjoo Kang

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$ penalization methods. However, current methods assume that the data are independent and…

Machine Learning · Statistics 2008-04-29 Shuheng Zhou , John Lafferty , Larry Wasserman

Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

Statistics Theory · Mathematics 2015-03-19 Yingcun Xia , Howell Tong

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

The medical field stands to see significant benefits from the recent advances in deep learning. Knowing the uncertainty in the decision made by any machine learning algorithm is of utmost importance for medical practitioners. This study…

Machine Learning · Statistics 2017-06-06 Jos van der Westhuizen , Joan Lasenby

Irregularly sampled multivariate time series are ubiquitous in various fields, particularly in healthcare, and exhibit two key characteristics: intra-series irregularity and inter-series discrepancy. Intra-series irregularity refers to the…

Machine Learning · Computer Science 2023-06-19 Jiawen Zhang , Shun Zheng , Wei Cao , Jiang Bian , Jia Li

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

Time series classification is usually regarded as a distinct task from tabular data classification due to the importance of temporal information. However, in this paper, by performing permutation tests that disrupt temporal information on…

Machine Learning · Computer Science 2025-07-10 Yunrui Zhang , Gustavo Batista , Salil S. Kanhere

Nonlinear time series analysis is an active field of research that studies the structure of complex signals in order to derive information of the process that generated those series, for understanding, modeling and forecasting purposes. In…

Data Analysis, Statistics and Probability · Physics 2015-05-20 Lucas Lacasa , Raul Toral

Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics…

Machine Learning · Computer Science 2024-10-24 Jiang You , Arben Cela , René Natowicz , Jacob Ouanounou , Patrick Siarry

The ability to detect anomalies in time series is considered highly valuable in numerous application domains. The sequential nature of time series objects is responsible for an additional feature complexity, ultimately requiring specialized…

Machine Learning · Computer Science 2021-03-01 Gabriel Rodriguez Garcia , Gabriel Michau , Mélanie Ducoffe , Jayant Sen Gupta , Olga Fink

Many approaches have been proposed for early classification of time series in light of its significance in a wide range of applications including healthcare, transportation and finance. However, recently a preprint saved on Arxiv claim that…

Machine Learning · Computer Science 2021-05-03 Youssef Achenchabe , Alexis Bondu , Antoine Cornuéjols , Vincent Lemaire

This article proposes and studies warped-linear models for time series classification. The proposed models are time-warp invariant analogues of linear models. Their construction is in line with time series averaging and extensions of…

Machine Learning · Computer Science 2017-11-28 Brijnesh J. Jain