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Medical time-series data captures the dynamic progression of patient conditions, playing a vital role in modern clinical decision support systems. However, real-world clinical data is highly heterogeneous and inconsistently formatted.…

Machine Learning · Computer Science 2026-04-01 Zhongheng Jiang , Yuechao Zhao , Donglin Xie , Chenxi Sun , Rongchen Lu , Silu Luo , Zisheng Liang , Shenda Hong

We present a technique for spatiotemporal data analysis called nonlinear Laplacian spectral analysis (NLSA), which generalizes singular spectrum analysis (SSA) to take into account the nonlinear manifold structure of complex data sets. The…

Data Analysis, Statistics and Probability · Physics 2012-07-18 Dimitrios Giannakis , Andrew J. Majda

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Learning and forecasting stochastic time series is essential in various scientific fields. However, despite the proposals of nonlinear filters and deep-learning methods, it remains challenging to capture nonlinear dynamics from a few noisy…

Methodology · Statistics 2025-02-21 Christian Donner , Anuj Mishra , Hideaki Shimazaki

We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…

Machine Learning · Computer Science 2025-04-16 Ren Fujiwara , Yasuko Matsubara , Yasushi Sakurai

The level of maturity reached by robust control theory techniques nowadays contributes to a considerable minimization of the development time of an end-to-end control design of a spacecraft system. The advantage offered by this framework is…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Francesco Sanfedino , Daniel Alazard , Ervan Kassarian , Franca Somers

Understanding the dynamics of the land-atmosphere exchange of CO$_2$ is key to advance our predictive capacities of the coupled climate-carbon feedback system. In essence, the net vegetation flux is the difference of the uptake of CO$_2$…

Dynamical Systems · Mathematics 2024-07-30 Leonard Schulz , Jürgen Vollmer , Miguel D. Mahecha , Karin Mora

Time series analysis is used to understand and predict dynamic processes, including evolving demands in business, weather, markets, and biological rhythms. Exponential smoothing is used in all these domains to obtain simple interpretable…

Machine Learning · Statistics 2017-10-02 Avner Abrami , Aleksandr Y. Aravkin , Younghun Kim

Traditional time series analysis has long relied on pattern recognition, trained on static and well-established benchmarks. However, in real-world settings -- where policies shift, human behavior adapts, and unexpected events unfold --…

Artificial Intelligence · Computer Science 2025-10-16 Xinlei Wang , Mingtian Tan , Jing Qiu , Junhua Zhao , Jinjin Gu

Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related,…

Applications · Statistics 2014-11-14 Nikolay Bliznyuk , Christopher J. Paciorek , Joel Schwartz , Brent Coull

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Machine Learning · Computer Science 2023-10-02 Kevin Roy , Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

Nonlinear programming targets nonlinear optimization with constraints, which is a generic yet complex methodology involving humans for problem modeling and algorithms for problem solving. We address the particularly hard challenge of…

Robotics · Computer Science 2021-01-29 David Hägele , Moataz Abdelaal , Ozgur S. Oguz , Marc Toussaint , Daniel Weiskopf

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…

Artificial Intelligence · Computer Science 2026-01-22 Ritam Raha , Rajarshi Roy , Nathanaël Fijalkow , Daniel Neider

Time series with long-term structure arise in a variety of contexts and capturing this temporal structure is a critical challenge in time series analysis for both inference and forecasting settings. Traditionally, state space models have…

Machine Learning · Statistics 2020-06-12 Anna K. Yanchenko , Sayan Mukherjee

Explainable Artificial Intelligence (XAI) has gained significant attention recently as the demand for transparency and interpretability of machine learning models has increased. In particular, XAI for time series data has become…

Machine Learning · Computer Science 2023-07-12 Udo Schlegel , Daniel A. Keim

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, $u_i$, can be detected and quantified by studying the correlations in the magnitude series $|u_i|$, i.e., the ``volatility''. However,…

Statistical Mechanics · Physics 2009-11-10 Tomer Kalisky , Yosef Ashkenazy , Shlomo Havlin

Linear time-periodic (LTP) dynamical systems frequently appear in the modeling of phenomena related to fluid dynamics, electronic circuits, and structural mechanics via linearization centered around known periodic orbits of nonlinear…

Numerical Analysis · Mathematics 2017-06-13 Caleb C. Magruder , Serkan Gugercin , Christopher A. Beattie

Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range of tools and techniques for time series analysis already exist, the increasing…

Physics and Society · Physics 2015-10-27 Lucas Lacasa , Vincenzo Nicosia , Vito Latora

Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution of the climate is modeled. In order to compare and improve…

Methodology · Statistics 2017-02-03 T. M. Erhardt , C. Czado , T. L. Thorarinsdottir