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The well-developed ETS (ExponenTial Smoothing or Error, Trend, Seasonality) method incorporating a family of exponential smoothing models in state space representation has been widely used for automatic forecasting. The existing ETS method…

Methodology · Statistics 2022-06-28 Lingzhi Qi , Xixi Li , Qiang Wang , Suling Jia

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Machine Learning · Computer Science 2025-03-14 Xiangjie Kong , Zhenghao Chen , Weiyao Liu , Kaili Ning , Lechao Zhang , Syauqie Muhammad Marier , Yichen Liu , Yuhao Chen , Feng Xia

Sequence classification is the task of predicting a class label given a sequence of observations. In many applications such as healthcare monitoring or intrusion detection, early classification is crucial to prompt intervention. In this…

Machine Learning · Computer Science 2020-10-07 Maayan Shvo , Andrew C. Li , Rodrigo Toro Icarte , Sheila A. McIlraith

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

This paper presents an evaluation framework that attempts to quantify the "degree of realism" of simulated financial time series, whatever the simulation method could be, with the aim of discover unknown characteristics that are not being…

Computational Finance · Quantitative Finance 2018-11-20 Javier Franco-Pedroso , Joaquin Gonzalez-Rodriguez , Maria Planas , Jorge Cubero , Rafael Cobo , Fernando Pablos

Time series anomaly detection (TSAD) has gained significant attention due to its real-world applications to improve the stability of modern software systems. However, there is no effective way to verify whether they can meet the…

Time series chain (TSC) is a recently introduced concept that captures the evolving patterns in large scale time series. Informally, a time series chain is a temporally ordered set of subsequences, in which consecutive subsequences in the…

Machine Learning · Computer Science 2026-02-17 Li Zhang , Nital Patel , Xiuqi Li , Jessica Lin

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Machine Learning · Computer Science 2017-01-10 John Cristian Borges Gamboa

Over the past decade, Time Series Classification (TSC) has gained an increasing attention. While various methods were explored, deep learning - particularly through Convolutional Neural Networks (CNNs)-stands out as an effective approach.…

Machine Learning · Computer Science 2024-02-29 Ali Ismail-Fawaz , Maxime Devanne , Stefano Berretti , Jonathan Weber , Germain Forestier

Deep learning-based algorithms, e.g., convolutional networks, have significantly facilitated multivariate time series classification (MTSC) task. Nevertheless, they suffer from the limitation in modeling long-range dependence due to the…

Machine Learning · Computer Science 2023-02-21 Mingyue Cheng , Qi Liu , Zhiding Liu , Zhi Li , Yucong Luo , Enhong Chen

Deep Learning is becoming increasingly relevant in Embedded and Internet-of-things applications. However, deploying models on embedded devices poses a challenge due to their resource limitations. This can impact the model's inference…

Machine Learning · Computer Science 2024-03-14 Max Sponner , Lorenzo Servadei , Bernd Waschneck , Robert Wille , Akash Kumar

Pre-training on time series poses a unique challenge due to the potential mismatch between pre-training and target domains, such as shifts in temporal dynamics, fast-evolving trends, and long-range and short-cyclic effects, which can lead…

Machine Learning · Computer Science 2022-10-18 Xiang Zhang , Ziyuan Zhao , Theodoros Tsiligkaridis , Marinka Zitnik

Cyber-physical system applications such as autonomous vehicles, wearable devices, and avionic systems generate a large volume of time-series data. Designers often look for tools to help classify and categorize the data. Traditional machine…

We present LTLS, a technique for multiclass and multilabel prediction that can perform training and inference in logarithmic time and space. LTLS embeds large classification problems into simple structured prediction problems and relies on…

Machine Learning · Computer Science 2016-11-08 Kalina Jasinska , Nikos Karampatziakis

Time series forecasts are widely used to inform decisions. Human decision-makers interpret these forecasts, incorporate prior experience and uncertainty about future outcomes, and then make a decision. In this paper, we propose a new…

Machine Learning · Statistics 2026-05-01 Daniel Andrew Coulson , Martin T. Wells

We propose a novel framework to classify large-scale time series data with long duration. Long time seriesclassification (L-TSC) is a challenging problem because the dataoften contains a large amount of irrelevant information to…

Artificial Intelligence · Computer Science 2021-11-23 Yuansheng Zhu , Weishi Shi , Deep Shankar Pandey , Yang Liu , Xiaofan Que , Daniel E. Krutz , Qi Yu

Time Series Classification (TSC) has been an important and challenging task in data mining, especially on multivariate time series and multi-view time series data sets. Meanwhile, transfer learning has been widely applied in computer vision…

Machine Learning · Computer Science 2019-10-18 Donglin Zhan , Shiyu Yi , Dongli Xu , Xiao Yu , Denglin Jiang , Siqi Yu , Haoting Zhang , Wenfang Shangguan , Weihua Zhang

Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…

Machine Learning · Computer Science 2025-11-20 Nathanael Bosch , Oleksandr Shchur , Nick Erickson , Michael Bohlke-Schneider , Caner Türkmen

Getting a robust time-series clustering with best choice of distance measure and appropriate representation is always a challenge. We propose a novel mechanism to identify the clusters combining learned compact representation of…

Machine Learning · Computer Science 2021-01-12 Soma Bandyopadhyay , Anish Datta , Arpan Pal

Time-to-Contact (TTC) estimation is a critical task for assessing collision risk and is widely used in various driver assistance and autonomous driving systems. The past few decades have witnessed development of related theories and…

Computer Vision and Pattern Recognition · Computer Science 2023-11-07 Yuheng Shi , Zehao Huang , Yan Yan , Naiyan Wang , Xiaojie Guo