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Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis…
Detection of thunderstorms is important to the wind hazard community to better understand extreme winds field characteristics and associated wind induced load effects on structures. This paper contributes to this effort by proposing a new…
Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series analysis, leading to the decomposition of the series in a small set of latent factors. However, little is known on the statistical…
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…
We develop a novel algorithm for feature extraction in time series data by leveraging tools from topological data analysis. Our algorithm provides a simple, efficient way to successfully harness topological features of the attractor of the…
A considerable amount of clustering algorithms take instance-feature matrices as their inputs. As such, they cannot directly analyze time series data due to its temporal nature, usually unequal lengths, and complex properties. This is a…
Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…
This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…
One unique property of time series is that the temporal relations are largely preserved after downsampling into two sub-sequences. By taking advantage of this property, we propose a novel neural network architecture that conducts sample…
Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…
Industrial Internet of Things environments increasingly rely on advanced Anomaly Detection and explanation techniques to rapidly detect and mitigate cyberincidents, thereby ensuring operational safety. The sequential nature of data…
We consider novelty detection in time series with unknown and nonparametric probability structures. A deep learning approach is proposed to causally extract an innovations sequence consisting of novelty samples statistically independent of…
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…
The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…
This is a discussion of paper "Treelets--An adaptive multi-scale basis for sparse unordered data" [arXiv:0707.0481] by Ann B. Lee, Boaz Nadler and Larry Wasserman. In this paper the authors defined a new type of dimension reduction…
A framework is proposed for the unconditional generation of synthetic time series based on learning from a single sample in low-data regime case. The framework aims at capturing the distribution of patches in wavelet scalogram of time…
Segmentation, a useful/powerful technique in pattern recognition, is the process of identifying object outlines within images. There are a number of efficient algorithms for segmentation in Euclidean space that depend on the variational…
Image classifiers are known to be difficult to interpret and therefore require explanation methods to understand their decisions. We present ShearletX, a novel mask explanation method for image classifiers based on the shearlet transform --…
Current research in time-series anomaly detection is using definitions that miss critical aspects of how anomaly detection is commonly used in practice. We list several areas that are of practical relevance and that we believe are either…
Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…