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There have recently been significant advances in the accuracy of algorithms proposed for time series classification (TSC). However, a commonly asked question by real world practitioners and data scientists less familiar with the research…

Machine Learning · Computer Science 2024-11-05 Matthew Middlehurst , Anthony Bagnall

Machine learning has emerged as a powerful tool for time series analysis. Existing methods are usually customized for different analysis tasks and face challenges in tackling practical problems such as partial labeling and domain shift. To…

Machine Learning · Computer Science 2024-08-20 Zhiyu Liang , Chen Liang , Zheng Liang , Hongzhi Wang , Bo Zheng

State-of-the-art methods for explaining predictions from time series involve learning an instance-wise saliency mask for each time step; however, many types of time series are difficult to interpret in the time domain, due to the inherently…

Machine Learning · Computer Science 2025-04-04 Thea Brüsch , Kristoffer K. Wickstrøm , Mikkel N. Schmidt , Robert Jenssen , Tommy S. Alstrøm

In recent years, there has been an ever increasing amount of multivariate time series (MTS) data in various domains, typically generated by a large family of sensors such as wearable devices. This has led to the development of novel…

Machine Learning · Computer Science 2022-02-08 Kang Gu , Soroush Vosoughi , Temiloluwa Prioleau

The advent of hardware ray tracing (RT) units has brought unprecedented realism to real-time rendered computer graphics. However, the potential of these units extends beyond graphics, offering acceleration for various computational tasks…

Hardware Architecture · Computer Science 2025-05-22 Fangjia Shen , Aaron Barnes , Anusuya Nallathambi , Timothy G. Rogers

In this paper, we propose ShapTST, a framework that enables time-series transformers to efficiently generate Shapley-value-based explanations alongside predictions in a single forward pass. Shapley values are widely used to evaluate the…

Machine Learning · Computer Science 2025-01-28 Qisen Cheng , Jinming Xing , Chang Xue , Xiaoran Yang

Due to the prevalence of temporal data and its inherent dependencies in many real-world problems, time series classification is of paramount importance in various domains. However, existing models often struggle with series of variable…

Machine Learning · Computer Science 2026-03-24 Aurora Esteban , Amelia Zafra , Sebastián Ventura

Graph processing systems are essential for analyzing large-scale data with complex relationships, yet most existing frameworks rely on statically provisioned clusters, resulting in poor elasticity and inefficient resource utilization under…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-13 Chen Zhao , Parsa Poorsistani , Mohammad Goudarzi , Tawfiq Islam , Adel N. Toosi

Time-frequency analysis (TFA) techniques play an important role in the field of machine fault diagnosis attributing to their superiority in dealing with nonstationary signals. Synchroextracting transform (SET) and transient-extracting…

Signal Processing · Electrical Eng. & Systems 2024-02-09 Yunlong Ma , Gang Yu , Tianran Lin , Qingtang Jiang

Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based…

Information Retrieval · Computer Science 2019-02-05 Carl H Lubba , Sarab S Sethi , Philip Knaute , Simon R Schultz , Ben D Fulcher , Nick S Jones

In this paper, we present the FATS (Feature Analysis for Time Series) library. FATS is a Python library which facilitates and standardizes feature extraction for time series data. In particular, we focus on one application: feature…

Instrumentation and Methods for Astrophysics · Physics 2015-09-02 Isadora Nun , Pavlos Protopapas , Brandon Sim , Ming Zhu , Rahul Dave , Nicolas Castro , Karim Pichara

In risk management it is desirable to grasp the essential statistical features of a time series representing a risk factor. This tutorial aims to introduce a number of different stochastic processes that can help in grasping the essential…

Risk Management · Quantitative Finance 2008-12-23 Damiano Brigo , Antonio Dalessandro , Matthias Neugebauer , Fares Triki

Analyzing numerous or long time series is difficult in practice due to the high storage costs and computational requirements. Therefore, techniques have been proposed to generate compact similarity-preserving representations of time series,…

Machine Learning · Computer Science 2022-08-29 Pieter Robberechts , Wannes Meert , Jesse Davis

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…

Databases · Computer Science 2022-05-24 Mayur Kishor Shende , Andres E. Feijoo-Lorenzo , Neeraj Dhanraj Bokde

Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA…

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

Multi-hop logical reasoning over knowledge graph (KG) plays a fundamental role in many artificial intelligence tasks. Recent complex query embedding (CQE) methods for reasoning focus on static KGs, while temporal knowledge graphs (TKGs)…

Machine Learning · Computer Science 2023-10-17 Xueyuan Lin , Chengjin Xu , Haihong E , Fenglong Su , Gengxian Zhou , Tianyi Hu , Ningyuan Li , Mingzhi Sun , Haoran Luo

Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…

Machine Learning · Computer Science 2023-09-12 Si-An Chen , Chun-Liang Li , Nate Yoder , Sercan O. Arik , Tomas Pfister

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in…

Machine Learning · Statistics 2020-07-21 Xixi Li , Yanfei Kang , Feng Li

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…