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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

Comparing time series is essential in various tasks such as clustering and classification. While elastic distance measures that allow warping provide a robust quantitative comparison, a qualitative comparison on top of them is missing.…

Machine Learning · Computer Science 2025-06-19 Simiao Lin , Wannes Meert , Pieter Robberechts , Hendrik Blockeel

This paper proposes a method for modeling event sequences with ambiguous timestamps, a time-discounting convolution. Unlike in ordinary time series, time intervals are not constant, small time-shifts have no significant effect, and…

Machine Learning · Computer Science 2018-12-07 Takayuki Katsuki , Takayuki Osogami , Akira Koseki , Masaki Ono , Michiharu Kudo , Masaki Makino , Atsushi Suzuki

In this paper, we present a new deep learning architecture for addressing the problem of supervised learning with sparse and irregularly sampled multivariate time series. The architecture is based on the use of a semi-parametric…

Machine Learning · Computer Science 2019-09-18 Satya Narayan Shukla , Benjamin M. Marlin

Sampling is classically performed by recording the amplitude of an input signal at given time instants; however, sampling and reconstructing a signal using multiple devices in parallel becomes a more difficult problem to solve when the…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Karen Adam , Adam Scholefield , Martin Vetterli

Time series observations can be seen as realizations of an underlying dynamical system governed by rules that we typically do not know. For time series learning tasks, we need to understand that we fit our model on available data, which is…

Machine Learning · Computer Science 2023-01-31 Amine Mohamed Aboussalah , Min-Jae Kwon , Raj G Patel , Cheng Chi , Chi-Guhn Lee

We study the problem of sampling a random signal with sparse support in frequency domain. Shannon famously considered a scheme that instantaneously samples the signal at equispaced times. He proved that the signal can be reconstructed as…

Information Theory · Computer Science 2012-11-22 Adel Javanmard , Andrea Montanari

We introduce a new version of dynamic time warping for samples of observed event times that are modeled as time-warped intensity processes. Our approach is devel- oped within a framework where for each experimental unit or subject in a…

Methodology · Statistics 2012-11-07 Ana Arribas-Gil , Hans-Georg Müller

Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 M. Ignaccolo , P. Allegrini , P. Grigolini , P. Hamilton , B. J. West

Recurrent neural networks (RNNs) are effective at emulating the non-linear, stateful behavior of analog guitar amplifiers and distortion effects. Unlike the case of direct circuit simulation, RNNs have a fixed sample rate encoded in their…

Audio and Speech Processing · Electrical Eng. & Systems 2025-01-31 Alistair Carson , Alec Wright , Stefan Bilbao

In this paper, we show that by investigating inherent time delays between different users in a multiuser scenario, we are able to cancel interference more efficiently. Time asynchrony provides another tool to cancel interference which…

Information Theory · Computer Science 2016-09-23 Mehdi Ganji , Hamid Jafarkhani

The task of reconstructing smooth signals from streamed data in the form of signal samples arises in various applications. This work addresses such a task subject to a zero-delay response; that is, the smooth signal must be reconstructed…

Machine Learning · Computer Science 2023-08-22 Emilio Ruiz-Moreno , Luis Miguel López-Ramos , Baltasar Beferull-Lozano

Given a set of aligned sequences of independent noisy observations, we are concerned with detecting intervals where the mean values of the observations change simultaneously in a subset of the sequences. The intervals of changed means are…

Applications · Statistics 2011-08-17 David Siegmund , Benjamin Yakir , Nancy R. Zhang

Neuromorphic sampling is a paradigm shift in analog-to-digital conversion where the acquisition strategy is opportunistic and measurements are recorded only when there is a significant change in the signal. Neuromorphic sampling has given…

Signal Processing · Electrical Eng. & Systems 2023-06-09 Abijith Jagannath Kamath , Chandra Sekhar Seelamantula

This paper investigates the problem of sampling and reconstructing bandpass signals using time encoding machine(TEM). It is shown that the sampling in principle is equivalent to periodic non-uniform sampling (PNS). Then the TEM parameters…

Information Theory · Computer Science 2023-02-16 Zhong Liu , Feng Xi , Shengyao Chen

Time series data from observations of black hole ringdown gravitational waves are often analyzed in the time domain by using damped sinusoid models with acyclic boundary conditions. Data conditioning operations, including downsampling,…

General Relativity and Quantum Cosmology · Physics 2025-02-25 Harrison Siegel , Maximiliano Isi , Will M. Farr

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

Temporal networks have been increasingly used to model a diversity of systems that evolve in time; for example human contact structures over which dynamic processes such as epidemics take place. A fundamental aspect of real-life networks is…

Physics and Society · Physics 2017-11-08 Luis E C Rocha , Naoki Masuda , Petter Holme

Research on time-series similarity measures has emphasized the need for elastic methods which align the indices of pairs of time series and a plethora of non-parametric have been proposed for the task. On the other hand, deep learning…

Machine Learning · Computer Science 2018-12-21 Josif Grabocka , Lars Schmidt-Thieme

When choosing estimands and estimators in randomized clinical trials, caution is warranted as intercurrent events, such as - due to patients who switch treatment after disease progression, are often extreme. Statistical analyses may then…

Applications · Statistics 2023-03-13 Hege Michiels , An Vandebosch , Stijn Vansteelandt
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