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Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

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…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…

Machine Learning · Computer Science 2022-05-26 Tianjie Wang , Jie Chen , Joel Vaughan , Vijayan N. Nair

A machine learning (ML) feature network is a graph that connects ML features in learning tasks based on their similarity. This network representation allows us to view feature vectors as functions on the network. By leveraging function…

Machine Learning · Statistics 2024-01-11 Xinying Mu , Mark Kon

The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…

Data Analysis, Statistics and Probability · Physics 2016-04-07 Jonathan F. Donges , Reik V. Donner , Jürgen Kurths

Time series classification is an important task in its own right, and it is often a precursor to further downstream analytics. To date, virtually all works in the literature have used either shape-based classification using a distance…

Machine Learning · Computer Science 2019-12-23 Sara Alaee , Alireza Abdoli , Christian Shelton , Amy C. Murillo , Alec C. Gerry , Eamonn Keogh

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

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

The characterisation of time-series data via their most salient features is extremely important in a range of machine learning task, not least of all with regards to classification and clustering. While there exist many feature extraction…

Machine Learning · Computer Science 2015-07-28 Duncan Barrack , James Goulding , Keith Hopcraft , Simon Preston , Gavin Smith

Network models have been widely used to study diverse systems and analyze their dynamic behaviors. Given the structural variability of networks, an intriguing question arises: Can we infer the type of system represented by a network based…

Social and Information Networks · Computer Science 2025-05-29 Gonzalo Travieso , Joao Merenda , Odemir M. Bruno

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Machine Learning · Computer Science 2025-09-12 Han Yu , Peikun Guo , Akane Sano

We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a…

Machine Learning · Computer Science 2018-05-11 Joan Serrà , Santiago Pascual , Alexandros Karatzoglou

Network representations have been effectively employed to analyze complex systems across various areas and applications, leading to the development of network science as a core tool to study systems with multiple components and complex…

Neurons and Cognition · Quantitative Biology 2023-07-25 ItaloIvo Lima Dias Pinto , Javier Omar Garcia , Kanika Bansal

Recently, different approaches have been proposed for studying basic properties of time series from a complex network perspective. In this work, the corresponding potentials and limitations of networks based on recurrences in phase space…

Chaotic Dynamics · Physics 2010-01-27 Reik V. Donner , Yong Zou , Jonathan F. Donges , Norbert Marwan , Juergen Kurths

In the real world, long sequence time-series forecasting (LSTF) is needed in many cases, such as power consumption prediction and air quality prediction.Multi-dimensional long time series model has more strict requirements on the model,…

Machine Learning · Computer Science 2022-05-11 Ning Wang

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

Recent research has challenged the necessity of complex deep learning architectures for time series forecasting, demonstrating that simple linear models can often outperform sophisticated approaches. Building upon this insight, we introduce…

Machine Learning · Computer Science 2024-10-30 Remi Genet , Hugo Inzirillo

Time series analysis is relevant in various disciplines such as physics, biology, chemistry, and finance. In this paper, we present a novel neural network architecture that integrates elements from ResNet structures, while introducing the…

Machine Learning · Computer Science 2024-02-12 Jarrod Mau , Kevin Moon

This work describes how the formalization of complex network concepts in terms of discrete mathematics, especially mathematical morphology, allows a series of generalizations and important results ranging from new measurements of the…

Statistical Mechanics · Physics 2007-09-19 Luciano da Fontoura Costa , Luis Enrique C. da Rocha

Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…

Social and Information Networks · Computer Science 2022-08-23 Tianxiang Zhan , Fuyuan Xiao
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