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Time series account for a large proportion of the data stored in financial, medical and scientific databases. The efficient storage of time series is important in practical applications. In this paper, we propose a novel compression scheme…
Most current multivariate time series (MTS) classification algorithms focus on improving the predictive accuracy. However, for large-scale (either high-dimensional or long-sequential) time series (TS) datasets, there is an additional…
Linear temporal logic (LTL) is a specification language for finite sequences (called traces) widely used in program verification, motion planning in robotics, process mining, and many other areas. We consider the problem of learning LTL…
Multi-modal biomedical time series (MBTS) data offers a holistic view of the physiological state, holding significant importance in various bio-medical applications. Owing to inherent noise and distribution gaps across different modalities,…
As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…
Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…
Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…
Time series analysis has gained significant attention due to its critical applications in diverse fields such as healthcare, finance, and sensor networks. The complexity and non-stationarity of time series make it challenging to capture the…
Low-frequency time-series (e.g., quarterly data) are often treated as benchmarks for interpolating to higher frequencies, since they generally exhibit greater precision and accuracy in contrast to their high-frequency counterparts (e.g.,…
We investigate the use of Long Short-Term Memory (LSTM) and Decomposition-LSTM (DLSTM) networks, combined with an ensemble algorithm, to predict solar flare occurrences using time-series data from the GOES catalog. The dataset spans from…
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…
We propose criteria that define a trend for time series with inherent multi-scale features. We call this trend the {\it tendency} of a time series. The tendency is defined empirically by a set of criteria and captures the large-scale…
Recently, there has been great success in leveraging pre-trained large language models (LLMs) for time series analysis. The core idea lies in effectively aligning the modality between natural language and time series. However, the…
In order to further overcome the difficulties of the existing models in dealing with the non-stationary and nonlinear characteristics of high-frequency financial time series data, especially its weak generalization ability, this paper…
Data cleaning is one of the most important tasks in data analysis processes. One of the perennial challenges in data analytics is the detection and handling of non-valid data. Failing to do so can result in inaccurate analytics and…
Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models…
Humans learn from the occurrence of events in a different place and time to predict similar trajectories of events. We define Loosely Decoupled Timeseries (LDT) phenomena as two or more events that could happen in different places and…
To effectively analyze and design cyberphysical systems (CPS), designers today have to combat the data deluge problem, i.e., the burden of processing intractably large amounts of data produced by complex models and experiments. In this…
The well-developed ETS (ExponenTial Smoothing or Error, Trend, Seasonality) method incorporating a family of exponential smoothing models in state space representation has been widely used for automatic forecasting. The existing ETS method…
Time series analysis plays a critical role in numerous applications, supporting tasks such as forecasting, classification, anomaly detection, and imputation. In this work, we present the time series pattern machine (TSPM), a model designed…