Related papers: Data-Driven Time Series Reconstruction for Modern …
To understand, predict, and control complex networked systems, a prerequisite is to reconstruct the network structure from observable data. Despite recent progress in network reconstruction, binary-state dynamics that are ubiquitous in…
Our increasingly digital and connected world has led to the generation of unprecedented amounts of data. This data must be efficiently managed, transmitted, and stored to preserve resources and allow scalability. Data compression has…
High-dimensional multivariate time series are challenging due to the dependent and high-dimensional nature of the data, but in many applications there is additional structure that can be exploited to reduce computing time along with…
Thanks to the rapid proliferation of connected devices, sensor-generated time series constitute a large and growing portion of the world's data. Often, this data is collected from distributed, resource-constrained devices and centralized at…
A direct data-driven iterative algorithm is developed to accurately estimate the $H_\infty$ norm of a linear time-invariant system from continuous operation, i.e., without resetting the system. The main technical step involves a…
Reconstructing weighted networks from partial information is necessary in many important circumstances, e.g. for a correct estimation of systemic risk. It has been shown that, in order to achieve an accurate reconstruction, it is crucial to…
Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…
Synthetic time series are often used in practical applications to augment the historical time series dataset for better performance of machine learning algorithms, amplify the occurrence of rare events, and also create counterfactual…
There is nowadays a constant flux of data being generated and collected in all types of real world systems. These data sets are often indexed by time, space or both requiring appropriate approaches to analyze the data. In univariate…
An approach is presented for making predictions about functional time series. The method is applied to data coming from periodically correlated processes and electricity demand, obtaining accurate point forecasts and narrow prediction bands…
Accessing the network through which a propagation dynamics diffuse is essential for understanding and controlling it. In a few cases, such information is available through direct experiments or thanks to the very nature of propagation data.…
The increasing penetration level of energy generation from renewable sources is demanding for more accurate and reliable forecasting tools to support classic power grid operations (e.g., unit commitment, electricity market clearing or…
Generating realistic time series samples is crucial for stress-testing models and protecting user privacy by using synthetic data. In engineering and safety-critical applications, these samples must meet certain hard constraints that are…
The generation of high-quality, long-sequenced time-series data is essential due to its wide range of applications. In the past, standalone Recurrent and Convolutional Neural Network-based Generative Adversarial Networks (GAN) were used to…
It has been demonstrated that the amount of data is crucial in data-driven machine learning methods. Data is always valuable, but in some tasks, it is almost like gold. This occurs in engineering areas where data is scarce or very expensive…
In this paper, we study the method to reconstruct dynamical systems from data without time labels. Data without time labels appear in many applications, such as molecular dynamics, single-cell RNA sequencing etc. Reconstruction of dynamical…
Despite the growing availability of sensing and data in general, we remain unable to fully characterise many in-service engineering systems and structures from a purely data-driven approach. The vast data and resources available to capture…
In this paper, we propose a robust data-driven process model whose hyperparameters are robustly estimated using the Schweppe-type generalized maximum likelihood estimator. The proposed model is trained on recorded time-series data of…
Empirically observed time series in physics, biology, or medicine, are commonly generated by some underlying dynamical system (DS) which is the target of scientific interest. There is an increasing interest to harvest machine learning…
The increasing penetration of inverter-based resources (IBRs) is fundamentally reshaping power system dynamics and creating new challenges for stability assessment. Data-driven approaches, and in particular machine learning models, require…