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This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Statistical Finance · Quantitative Finance 2024-06-10 Agathe Sadeghi , Achintya Gopal , Mohammad Fesanghary

Deep learning based approaches have been utilized to model and generate graphs subjected to different distributions recently. However, they are typically unsupervised learning based and unconditioned generative models or simply conditioned…

Machine Learning · Computer Science 2023-08-29 Shanchao Yang , Jing Liu , Kai Wu , Mingming Li

Due to the increasing complexity and interconnectedness of different components in modern automotive software systems there is a great number of interactions between these system components and their environment. These interactions result…

Applications · Statistics 2025-03-11 Bojan Lukić , Thorben Knust , Andreas Rausch

Detecting malicious activity within an enterprise computer network can be framed as a temporal link prediction task: given a sequence of graphs representing communications between hosts over time, the goal is to predict which edges…

Cryptography and Security · Computer Science 2023-03-29 Corentin Larroche

Time series and signals are attracting more attention across statistics, machine learning and pattern recognition as it appears widely in the industry especially in sensor and IoT related research and applications, but few advances has been…

Machine Learning · Computer Science 2018-08-15 Lu Liu , Zhiguang Wang

Conditional probabilistic graphical models provide a powerful framework for structured regression in spatio-temporal datasets with complex correlation patterns. However, in real-life applications a large fraction of observations is often…

Machine Learning · Computer Science 2018-03-29 Jelena Stojanovic , Milos Jovanovic , Djordje Gligorijevic , Zoran Obradovic

Human-object interaction segmentation is a fundamental task of daily activity understanding, which plays a crucial role in applications such as assistive robotics, healthcare, and autonomous systems. Most existing learning-based methods…

Computer Vision and Pattern Recognition · Computer Science 2025-12-12 Hao Xing , Kai Zhe Boey , Gordon Cheng

This work introduces a novel framework for dynamic factor model-based group-level analysis of multiple subjects time series data, called GRoup Integrative DYnamic factor (GRIDY) models. The framework identifies and characterizes…

Methodology · Statistics 2024-07-29 Younghoon Kim , Zachary F. Fisher , Vladas Pipiras

The growing interest in Temporal Graph Neural Networks (TGNNs) stems from their ability to model complex dynamics and deliver superior performance. However, TGNNs encounter fundamental challenges in capturing long-term dependencies and…

Machine Learning · Computer Science 2026-05-26 Hongjiang Chen , Pengfei Jiao , Ming Du , Xuan Guo , Zhidong Zhao , Di Jin , Xiao Liu

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series.…

Machine Learning · Computer Science 2021-07-19 Chris U. Carmona , François-Xavier Aubet , Valentin Flunkert , Jan Gasthaus

Many real-world systems exhibit temporal, dynamic behaviors, which are captured as time series of complex agent interactions. To perform temporal reasoning, current methods primarily encode temporal dynamics through simple sequence-based…

Machine Learning · Computer Science 2024-01-09 Paridhi Maheshwari , Hongyu Ren , Yanan Wang , Rok Sosic , Jure Leskovec

Learning a graph from data is the key to taking advantage of graph signal processing tools. Most of the conventional algorithms for graph learning require complete data statistics, which might not be available in some scenarios. In this…

Machine Learning · Computer Science 2023-12-29 Amirhossein Javaheri , Arash Amini , Farokh Marvasti , Daniel P. Palomar

Multivariate time series forecasting tasks are usually conducted in a channel-dependent (CD) way since it can incorporate more variable-relevant information. However, it may also involve a lot of irrelevant variables, and this even leads to…

Machine Learning · Computer Science 2024-05-15 Qinshuo Liu , Yanwen Fang , Pengtao Jiang , Guodong Li

Multi-view echocardiographic sequences segmentation is crucial for clinical diagnosis. However, this task is challenging due to limited labeled data, huge noise, and large gaps across views. Here we propose a recurrent aggregation learning…

Image and Video Processing · Electrical Eng. & Systems 2019-07-29 Ming Li , Weiwei Zhang , Guang Yang , Chengjia Wang , Heye Zhang , Huafeng Liu , Wei Zheng , Shuo Li

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

In this article, we introduce the mean independent component analysis for multivariate time series to reduce the parameter space. In particular, we seek for a contemporaneous linear transformation that detects univariate mean independent…

Methodology · Statistics 2025-04-18 Chung Eun Lee , Zeda Li

Spatio-temporal prediction plays an important role in many application areas especially in traffic domain. However, due to complicated spatio-temporal dependency and high non-linear dynamics in road networks, traffic prediction task is…

Machine Learning · Computer Science 2019-03-05 Bing Yu , Mengzhang Li , Jiyong Zhang , Zhanxing Zhu

Accurately perceiving dynamic environments is a fundamental task for autonomous driving and robotic systems. Existing methods inadequately utilize temporal information, relying mainly on local temporal interactions between adjacent frames…

Computer Vision and Pattern Recognition · Computer Science 2025-07-29 Tianhao Li , Yang Li , Mengtian Li , Yisheng Deng , Weifeng Ge

We study the problem of learning the causal relationships between a set of observed variables in the presence of latents, while minimizing the cost of interventions on the observed variables. We assume access to an undirected graph $G$ on…

Data Structures and Algorithms · Computer Science 2020-12-29 Raghavendra Addanki , Andrew McGregor , Cameron Musco

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao
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