English
Related papers

Related papers: OnlineSTL: Scaling Time Series Decomposition by 10…

200 papers

In this paper, we consider sequential online prediction (SOP) for streaming data in the presence of outliers and change points. We propose an INstant TEmporal structure Learning (INTEL) algorithm to address this problem. Our INTEL algorithm…

Machine Learning · Computer Science 2020-02-12 Bin Liu , Yu Qi , Ke-Jia Chen

In this paper, we explore how a natural generalization of Shortest Remaining Processing Time (SRPT) can be a powerful \emph{meta-algorithm} for online scheduling. The meta-algorithm processes jobs to maximally reduce the objective of the…

Data Structures and Algorithms · Computer Science 2024-09-06 Qingyun Chen , Sungjin Im , Aditya Petety

Anomaly detection on time series is a fundamental task in monitoring the Key Performance Indicators (KPIs) of IT systems. Many of the existing approaches in the literature show good performance while requiring a lot of training resources.…

Machine Learning · Computer Science 2021-09-07 Shi-Ying Lan , Run-Qing Chen , Wan-Lei Zhao

Digitalizing real-world analog signals typically involves sampling in time and discretizing in amplitude. Subsequent signal reconstructions inevitably incur an error that depends on the amplitude resolution and the temporal density of the…

Signal Processing · Electrical Eng. & Systems 2024-02-01 Emilio Ruiz-Moreno , Luis Miguel López-Ramos , Baltasar Beferull-Lozano

With the dawn of the Big Data era, data sets are growing rapidly. Data is streaming from everywhere - from cameras, mobile phones, cars, and other electronic devices. Clustering streaming data is a very challenging problem. Unlike the…

Machine Learning · Computer Science 2019-02-08 Shlomo Bugdary , Shay Maymon

Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 M. Ignaccolo , P. Allegrini , P. Grigolini , P. Hamilton , B. J. West

Visual analysis of temporal networks comprises an effective way to understand the network dynamics, facilitating the identification of patterns, anomalies, and other network properties, thus resulting in fast decision making. The amount of…

Social and Information Networks · Computer Science 2021-04-26 Jean R. Ponciano , Claudio D. G. Linhares , Elaine R. Faria , Bruno A. N. Travencolo

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

Machine Learning · Computer Science 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Biological neural networks are equipped with an inherent capability to continuously adapt through online learning. This aspect remains in stark contrast to learning with error backpropagation through time (BPTT) applied to recurrent neural…

Machine Learning · Computer Science 2020-10-09 Thomas Bohnstingl , Stanisław Woźniak , Wolfgang Maass , Angeliki Pantazi , Evangelos Eleftheriou

Temporal networks representing a stream of timestamped edges are seemingly ubiquitous in the real-world. However, the massive size and continuous nature of these networks make them fundamentally challenging to analyze and leverage for…

Data Structures and Algorithms · Computer Science 2021-01-08 Nesreen K. Ahmed , Nick Duffield , Ryan A. Rossi

This article presents a selective survey of algorithms for the offline detection of multiple change points in multivariate time series. A general yet structuring methodological strategy is adopted to organize this vast body of work. More…

Computational Engineering, Finance, and Science · Computer Science 2020-07-14 Charles Truong , Laurent Oudre , Nicolas Vayatis

Online monitoring is a widely used technique in assessing if the performance of the system satisfies some desired requirements during run-time operation. Existing works on online monitoring usually assume that the monitor can acquire system…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Chuwei Wang , Xinyi Yu , Jianing Zhao , Lars Lindemann , Xiang Yin

We present statistical methods for big data arising from online analytical processing, where large amounts of data arrive in streams and require fast analysis without storage/access to the historical data. In particular, we develop…

Computation · Statistics 2018-06-13 Elizabeth D. Schifano , Jing Wu , Chun Wang , Jun Yan , Ming-Hui Chen

The explosive growth of IoT-enabled sensors is producing enormous amounts of time series data across many domains, offering valuable opportunities to extract insights through temporal pattern mining. Among these patterns, an important class…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-18 Van Ho-Long , Nguyen Ho , Anh-Vu Dinh-Duc , Ha Manh Tran , Ky Trung Nguyen , Tran Dung Pham , Quoc Viet Hung Nguyen

In this paper we develop an online statistical inference approach for high-dimensional generalized linear models with streaming data for real-time estimation and inference. We propose an online debiased lasso (ODL) method to accommodate the…

Statistics Theory · Mathematics 2021-08-11 Lan Luo , Ruijian Han , Yuanyuan Lin , Jian Huang

Cyber-physical system applications such as autonomous vehicles, wearable devices, and avionic systems generate a large volume of time-series data. Designers often look for tools to help classify and categorize the data. Traditional machine…

Online prediction of time series under regime switching is a widely studied problem in the literature, with many celebrated approaches. Using the non-parametric flexibility of Gaussian processes, the recently proposed INTEL algorithm…

Machine Learning · Computer Science 2024-06-04 Daniel Waxman , Petar M. Djurić

Current methods for time series forecasting struggle in the online scenario, since it is difficult to preserve long-term dependency while adapting short-term changes when data are arriving sequentially. Although some recent methods solve…

Machine Learning · Computer Science 2025-02-19 Ruichu Cai , Haiqin Huang , Zhifang Jiang , Zijian Li , Changze Zhou , Yuequn Liu , Yuming Liu , Zhifeng Hao

Researchers have previously proposed augmenting Signal Temporal Logic (STL) with the value freezing operator in order to express engineering properties that cannot be expressed in STL. This augmented logic is known as STL*. The previous…

Logic in Computer Science · Computer Science 2024-10-01 Bassem Ghorbel , Vinayak S. Prabhu

Speculative decoding is a pivotal technique to accelerate the inference of large language models (LLMs) by employing a smaller draft model to predict the target model's outputs. However, its efficacy can be limited due to the low predictive…

Artificial Intelligence · Computer Science 2024-06-11 Xiaoxuan Liu , Lanxiang Hu , Peter Bailis , Alvin Cheung , Zhijie Deng , Ion Stoica , Hao Zhang