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Related papers: Ordinal time series analysis with the R package ot…

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Time series classification problems have drawn increasing attention in the machine learning and statistical community. Closely related is the field of functional data analysis (FDA): it refers to the range of problems that deal with the…

Machine Learning · Statistics 2021-02-25 Florian Pfisterer , Laura Beggel , Xudong Sun , Fabian Scheipl , Bernd Bischl

Ordinal Patterns are a time-series data analysis tool used as a preliminary step to construct the Permutation Entropy which itself allows the same characterization of dynamics as chaotic or regular as more theoretical constructs such as the…

Adaptation and Self-Organizing Systems · Physics 2021-02-24 I. Gunther , Arjendu K. Pattanayak , Andrés Aragoneses

Time series often contain outliers and level shifts or structural changes. These unexpected events are of the utmost importance in fraud detection, as they may pinpoint suspicious transactions. The presence of such unusual events can easily…

Computation · Statistics 2021-01-13 Peter J. Rousseeuw , Domenico Perrotta , Marco Riani , Mia Hubert

Internet-based services have seen remarkable success, generating vast amounts of monitored key performance indicators (KPIs) as univariate or multivariate time series. Monitoring and analyzing these time series are crucial for researchers,…

Machine Learning · Computer Science 2023-08-02 Zhenyu Zhong , Qiliang Fan , Jiacheng Zhang , Minghua Ma , Shenglin Zhang , Yongqian Sun , Qingwei Lin , Yuzhi Zhang , Dan Pei

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…

With the growing adoption of time-series anomaly detection (TAD) technology, numerous studies have employed deep learning-based detectors to analyze time-series data in the fields of Internet services, industrial systems, and sensors. The…

Machine Learning · Computer Science 2025-12-10 Yuhan Jing , Jingyu Wang , Lei Zhang , Haifeng Sun , Bo He , Zirui Zhuang , Chengsen Wang , Qi Qi , Jianxin Liao

Out-of-time-ordered correlation functions (OTOCs) play a crucial role in the study of thermalization, entanglement, and quantum chaos, as they quantify the scrambling of quantum information due to complex interactions. As a consequence of…

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Machine Learning · Computer Science 2020-10-02 Hassan Ismail Fawaz

The combination of convolutional and recurrent neural networks is a promising framework that allows the extraction of high-quality spatio-temporal features together with its temporal dependencies, which is key for time series prediction…

In this article, we introduce the R package portes with extensive illustrative applications. The asymptotic distributions and the Monte Carlo procedures of the most popular univariate and multivariate portmanteau test statistics, including…

Applications · Statistics 2020-05-05 Esam Mahdi

We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…

Statistics Theory · Mathematics 2026-01-21 Annika Betken , Giorgio Micali , Manuel Ruiz Marín

Temporal data, notably time series and spatio-temporal data, are prevalent in real-world applications. They capture dynamic system measurements and are produced in vast quantities by both physical and virtual sensors. Analyzing these data…

Ordinal data is widely prevalent in clinical and other domains, yet there is a lack of both modern, machine-learning based methods and publicly available software to address it. In this paper, we present a model-agnostic method of ordinal…

Machine Learning · Computer Science 2026-03-19 Noam H. Rotenberg , Andreia V. Faria , Brian Caffo

Neural networks are widely used in machine learning and data mining. Typically, these networks need to be trained, implying the adjustment of weights (parameters) within the network based on the input data. In this work, we propose a novel…

Machine Learning · Computer Science 2024-08-20 Xiaosheng Li , Wenjie Xi , Jessica Lin

Informative missingness is unavoidable in the digital processing of continuous time series, where the value for one or more observations at different time points are missing. Such missing observations are one of the major limitations of…

Machine Learning · Computer Science 2020-05-22 Mansura Habiba , Barak A. Pearlmutter

This study introduces an efficient workflow for functional data analysis in classification problems, utilizing advanced orthogonal spline bases. The methodology is based on the flexible Splinets package, featuring a novel spline…

Methodology · Statistics 2023-11-30 Rani Basna , Hiba Nassar , Krzysztof Podgórski

Token-based time series large language models (TS-LLMs) have emerged as a promising direction for time series analysis and reasoning. However, prior studies largely overlook the inherent continuity and ordinality of time series tokens,…

Machine Learning · Computer Science 2026-05-29 Musheng Li , Ziying Zhang , Cheng jin , Yuantao Gu

Researchers would often like to leverage data from a collection of sources (e.g., primary studies in a meta-analysis) to estimate causal effects in a target population of interest. However, traditional meta-analytic methods do not produce…

Methodology · Statistics 2025-05-15 Guanbo Wang , Sean McGrath , Yi Lian

Multivariate spatio-temporal data refers to multiple measurements taken across space and time. For many analyses, spatial and time components can be separately studied: for example, to explore the temporal trend of one variable for a single…

Computation · Statistics 2026-02-24 H. Sherry Zhang , Dianne Cook , Ursula Laa , Nicolas Langrené , Patricia Menéndez

Detecting out-of-distribution (OOD) data is a fundamental challenge in the deployment of machine learning models. From a security standpoint, this is particularly important because OOD test data can result in misleadingly confident yet…

Machine Learning · Computer Science 2025-02-25 Onat Gungor , Amanda Sofie Rios , Nilesh Ahuja , Tajana Rosing