Related papers: Feature Extraction for Functional Time Series: The…
In this paper, we consider multivariate functional time series with a two-way dependence structure: a serial dependence across time points and a graphical interaction among the multiple functions within each time point. We develop the…
The goal of feature selection is to identify important features that are relevant to explain an outcome variable. Most of the work in this domain has focused on identifying globally relevant features, which are features that are related to…
We consider functional outlier detection from a geometric perspective, specifically: for functional data sets drawn from a functional manifold which is defined by the data's modes of variation in amplitude and phase. Based on this manifold,…
We propose Power Slow Feature Analysis, a gradient-based method to extract temporally slow features from a high-dimensional input stream that varies on a faster time-scale, as a variant of Slow Feature Analysis (SFA) that allows end-to-end…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
First steps towards a mathematical theory of deep convolutional neural networks for feature extraction were made---for the continuous-time case---in Mallat, 2012, and Wiatowski and B\"olcskei, 2015. This paper considers the discrete case,…
Nowadays many real-world datasets can be considered as functional, in the sense that the processes which generate them are continuous. A fundamental property of this type of data is that in theory they belong to an infinite-dimensional…
Spatial Independent Component Analysis (ICA) is an increasingly used data-driven method to analyze functional Magnetic Resonance Imaging (fMRI) data. To date, it has been used to extract meaningful patterns without prior information.…
We describe and implement a numerical method for modelling the frequency-dependent power-law absorption of ultrasound in tissue, as governed by the first order linear wave equations with a loss taking the form of a fractional time…
Functional sliced inverse regression (FSIR) is one of the most popular algorithms for functional sufficient dimension reduction (FSDR). However, the choice of slice scheme in FSIR is critical but challenging. In this paper, we propose a new…
Multivariate time series imputation is fundamental in applications such as healthcare, traffic forecasting, and biological modeling, where sensor failures and irregular sampling lead to pervasive missing values. However, existing…
Functional data often arise from measurements on fine time grids and are obtained by separating an almost continuous time record into natural consecutive intervals, for example, days. The functions thus obtained form a functional time…
The Theory of Functional Connections (TFC) is a functional interpolation framework founded upon the so-called constrained expression: a functional that expresses the family of all possible functions that satisfy some user-specified, linear…
We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake.…
This article proposes a new approach to modeling high-dimensional time series by treating a $p$-dimensional time series as a nonsingular linear transformation of certain common factors and idiosyncratic components. Unlike the approximate…
Feature extraction is a critical technology to realize the automatic transmission of feature information throughout product life cycles. As CAD models primarily capture the 3D geometry of products, feature extraction heavily relies on…
Using functional magnetic resonance imaging (fMRI) and deep learning to explore functional brain networks (FBNs) has attracted many researchers. However, most of these studies are still based on the temporal correlation between the sources…
In this paper, we consider the problem of extraction of most informative features from time series that are regarded as observed values of stochastic processes satisfying the It{\^{o}} stochastic differential equations with unknown random…
One of the key challenges of deep learning based image retrieval remains in aggregating convolutional activations into one highly representative feature vector. Ideally, this descriptor should encode semantic, spatial and low level…
In the analysis of High-Energy Physics data, it is frequently desired to separate resonant signals from a smooth, non-resonant background. This paper introduces a new technique - functional decomposition (FD) - to accomplish this task. It…