Related papers: AutoFITS: Automatic Feature Engineering for Irregu…
Engine assembly is a complex and heavily automated distributed-control process, with large amounts of faults data logged everyday. We describe an application of temporal data mining for analyzing fault logs in an engine assembly plant.…
Sequentially obtained dataset usually exhibits different behavior at different data resolutions/scales. Instead of inferring from data at each scale individually, it is often more informative to interpret the data as an ensemble of time…
While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…
This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…
Time series forecasting has played a pivotal role across various industries, including finance, transportation, energy, healthcare, and climate. Due to the abundant seasonal information they contain, timestamps possess the potential to…
Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…
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…
In order to allow machine learning algorithms to extract knowledge from raw data, these data must first be cleaned, transformed, and put into machine-appropriate form. These often very time-consuming phase is referred to as preprocessing.…
Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…
In this paper, we introduce FITS, a lightweight yet powerful model for time series analysis. Unlike existing models that directly process raw time-domain data, FITS operates on the principle that time series can be manipulated through…
Time series forecasting is critical in numerous real-world applications, requiring accurate predictions of future values based on observed patterns. While traditional forecasting techniques work well in in-domain scenarios with ample data,…
Evaluating the contribution of individual data points to a model's prediction is critical for interpreting model predictions and improving model performance. Existing data contribution methods have been applied to various data types,…
Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…
Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…
New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of…
Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have…
Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…
Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…
Generating high-quality synthetic time series is a fundamental yet challenging task across domains such as forecasting and anomaly detection, where real data can be scarce, noisy, or costly to collect. Unlike static data generation,…
We consider the problem of estimating a signal from its warped observations. Such estimation is commonly performed by altering the observations through some inverse-warping, or solving a computationally demanding optimization formulation.…