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In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If…

Applications · Statistics 2014-06-02 Daniele Durante , Bruno Scarpa , David B. Dunson

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and…

Machine Learning · Computer Science 2026-03-03 Gianlucca Zuin , Adriano Veloso

Causal representation learning seeks to recover latent factors that generate observational data through a mixing function. Needing assumptions on latent structures or relationships to achieve identifiability in general, prior works often…

Artificial Intelligence · Computer Science 2025-09-24 Kwonho Kim , Heejeong Nam , Inwoo Hwang , Sanghack Lee

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Many existing methods of counterfactual explanations ignore the intrinsic relationships between data attributes and thus fail to generate realistic counterfactuals. Moreover, the existing models that account for relationships require domain…

Machine Learning · Statistics 2022-05-31 Xintao Xiang , Artem Lenskiy

We propose a new model based on the deconvolutional networks and SAX discretization to learn the representation for multivariate time series. Deconvolutional networks fully exploit the advantage the powerful expressiveness of deep neural…

Machine Learning · Computer Science 2016-12-04 Zhiguang Wang , Wei Song , Lu Liu , Fan Zhang , Junxiao Xue , Yangdong Ye , Ming Fan , Mingliang Xu

The quality of data representation in deep learning methods is directly related to the prior model imposed on the representations; however, generally used fixed priors are not capable of adjusting to the context in the data. To address this…

Machine Learning · Computer Science 2013-03-18 Rakesh Chalasani , Jose C. Principe

When working with textual data, a natural application of disentangled representations is fair classification where the goal is to make predictions without being biased (or influenced) by sensitive attributes that may be present in the data…

Computation and Language · Computer Science 2022-10-10 Pierre Colombo , Guillaume Staerman , Nathan Noiry , Pablo Piantanida

Learning behavioral patterns from observational data has been a de-facto approach to motion forecasting. Yet, the current paradigm suffers from two shortcomings: brittle under distribution shifts and inefficient for knowledge transfer. In…

Machine Learning · Computer Science 2022-04-06 Yuejiang Liu , Riccardo Cadei , Jonas Schweizer , Sherwin Bahmani , Alexandre Alahi

Learning meaningful and compact representations with disentangled semantic aspects is considered to be of key importance in representation learning. Since real-world data is notoriously costly to collect, many recent state-of-the-art…

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Reinforcement Learning (RL) environments can produce training data with spurious correlations between features due to the amount of training data or its limited feature coverage. This can lead to RL agents encoding these misleading…

Machine Learning · Computer Science 2023-10-13 Mhairi Dunion , Trevor McInroe , Kevin Sebastian Luck , Josiah P. Hanna , Stefano V. Albrecht

Time series modeling has attracted extensive research efforts; however, achieving both reliable efficiency and interpretability from a unified model still remains a challenging problem. Among the literature, shapelets offer interpretable…

Machine Learning · Computer Science 2020-12-01 Ziqiang Cheng , Yang Yang , Wei Wang , Wenjie Hu , Yueting Zhuang , Guojie Song

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time…

Instrumentation and Methods for Astrophysics · Physics 2015-06-05 Jeffrey D. Scargle , Jay P. Norris , Brad Jackson , James Chiang

There have been several recent efforts towards developing representations for multivariate time-series in an unsupervised learning framework. Such representations can prove beneficial in tasks such as activity recognition, health…

Machine Learning · Computer Science 2022-09-23 Yitian Zhang , Florence Regol , Antonios Valkanas , Mark Coates

A disentangled representation encodes information about the salient factors of variation in the data independently. Although it is often argued that this representational format is useful in learning to solve many real-world down-stream…

Machine Learning · Computer Science 2020-01-08 Sjoerd van Steenkiste , Francesco Locatello , Jürgen Schmidhuber , Olivier Bachem

Data summarization is the process of generating interpretable and representative subsets from a dataset. Existing time series summarization approaches often search for recurring subsequences using a set of manually devised similarity…

Machine Learning · Computer Science 2023-08-29 Alireza Ghods , Trong Nghia Hoang , Diane Cook

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…

Machine Learning · Computer Science 2023-09-18 Andrea Coletta , Sriram Gopalakrishan , Daniel Borrajo , Svitlana Vyetrenko