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We investigate the generative capabilities of the Schr\"odinger Bridge (SB) approach for time series. The SB framework formulates time series synthesis as an entropic optimal interpolation transport problem between a reference probability…

Machine Learning · Computer Science 2025-10-27 Alexandre Alouadi , Baptiste Barreau , Laurent Carlier , Huyên Pham

We propose a graph spectral representation of time series data that 1) is parsimoniously encoded to user-demanded resolution; 2) is unsupervised and performant in data-constrained scenarios; 3) captures event and event-transition structure…

Machine Learning · Statistics 2019-10-11 Lihan Yao , Paul Bendich

Accurately modeling time-continuous stochastic processes from irregular observations remains a significant challenge. In this paper, we leverage ideas from generative modeling of image data to push the boundary of time series generation.…

Numerical Analysis · Mathematics 2025-05-30 T. Jahn , J. Chemseddine , P. Hagemann , C. Wald , G. Steidl

Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…

Computation · Statistics 2025-02-13 Kelly Wang , Steven O. Kimbrough

Surrogate networks can constitute suitable replacements for real networks, in particular to study dynamical processes on networks, when only incomplete or limited datasets are available. As empirical datasets most often present complex…

Physics and Society · Physics 2025-04-17 Giulia Cencetti , Alain Barrat

This paper shows how a time series of measurements of an evolving system can be processed to create an inner time series that is unaffected by any instantaneous invertible, possibly nonlinear transformation of the measurements. An inner…

Methodology · Statistics 2017-03-28 David N. Levin

Regionalization aims to partition a spatial domain into contiguous regions that share similar characteristics, enabling more effective spatial analysis, policy making, and resource management. Existing approaches for spatial regionalization…

Machine Learning · Statistics 2026-05-07 Jiayu Weng , Alec Kirkley

We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to…

Machine Learning · Computer Science 2025-03-07 Congxi Xiao , Jingbo Zhou , Yixiong Xiao , Xinjiang Lu , Le Zhang , Hui Xiong

Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate relationships, CD captures all dependencies without distinction,…

Machine Learning · Computer Science 2025-05-21 Yifan Hu , Guibin Zhang , Peiyuan Liu , Disen Lan , Naiqi Li , Dawei Cheng , Tao Dai , Shu-Tao Xia , Shirui Pan

We propose a method for filling gaps and removing interferences in time series for applications involving continuous monitoring of environmental variables. The approach is non-parametric and based on an iterative pattern-matching between…

Geophysics · Physics 2015-08-11 Gregoire Mariethoz , Niklas Linde , Damien Jougnot , Hassan Rezaee

Designing effective models for learning time series representations is foundational for time series analysis. Many previous works have explored time series representation modeling approaches and have made progress in this area. Despite…

Machine Learning · Computer Science 2024-12-17 Mingyue Cheng , Jiqian Yang , Tingyue Pan , Qi Liu , Zhi Li

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…

Social and Information Networks · Computer Science 2021-10-20 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

When dealing with non-stationary systems, for which many time series are available, it is common to divide time in epochs, i.e. smaller time intervals and deal with short time series in the hope to have some form of approximate stationarity…

Data Analysis, Statistics and Probability · Physics 2021-11-17 Manan Vyas , T. Guhr , T. H. Seligman

Graph generation is an important area in network science. Traditional approaches focus on replicating specific properties of real-world graphs, such as small diameters or power-law degree distributions. Recent advancements in deep learning,…

Social and Information Networks · Computer Science 2025-07-04 Rodrigo Tuna , Carlos Soares

Many time series are generated by a set of entities that interact with one another over time. This paper introduces a broad, flexible framework to learn from multiple inter-dependent time series generated by such entities. Our framework…

Neural and Evolutionary Computing · Computer Science 2016-12-16 Ashish Bora , Sugato Basu , Joydeep Ghosh

Synthetic datasets are widely used for training urban scene recognition models, but even highly realistic renderings show a noticeable gap to real imagery. This gap is particularly pronounced when adapting to a specific target domain, such…

Computer Vision and Pattern Recognition · Computer Science 2025-10-14 Denis Zavadski , Damjan Kalšan , Tim Küchler , Haebom Lee , Stefan Roth , Carsten Rother

In this work, we propose a novel probabilistic sequence model that excels at capturing high variability in time series data, both across sequences and within an individual sequence. Our method uses temporal latent variables to capture…

Machine Learning · Computer Science 2020-02-26 Ruizhi Deng , Yanshuai Cao , Bo Chang , Leonid Sigal , Greg Mori , Marcus A. Brubaker

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Video generation models have become increasingly popular in the last few years, however the standard 2D architectures used today lack natural spatio-temporal modelling capabilities. In this paper, we present a network architecture for video…

Computer Vision and Pattern Recognition · Computer Science 2020-11-12 Andres Munoz , Mohammadreza Zolfaghari , Max Argus , Thomas Brox

The widespread adoption of wearable sensors has the potential to provide massive and heterogeneous time series data, driving the use of Artificial Intelligence in human sensing applications. However, data collection remains limited due to…

Machine Learning · Computer Science 2025-12-04 Flavio Di Martino , Franca Delmastro