English
Related papers

Related papers: Analyzing categorical time series with the R packa…

200 papers

Time series processing and feature extraction are crucial and time-intensive steps in conventional machine learning pipelines. Existing packages are limited in their applicability, as they cannot cope with irregularly-sampled or…

Machine Learning · Computer Science 2021-12-23 Jonas Van Der Donckt , Jeroen Van Der Donckt , Emiel Deprost , Sofie Van Hoecke

Network science established itself as a prominent tool for modeling time series and complex systems. This modeling process consists of transforming a set or a single time series into a network. Nodes may represent complete time series,…

Social and Information Networks · Computer Science 2022-08-23 Leonardo N. Ferreira

\texttt{rCOSA} is a software package interfaced to the R language. It implements statistical techniques for clustering objects on subsets of attributes in multivariate data. The main output of COSA is a dissimilarity matrix that one can…

Computation · Statistics 2016-12-02 Maarten M. Kampert , Jacqueline J. Meulman , Jerome H. Friedman

In risk management it is desirable to grasp the essential statistical features of a time series representing a risk factor. This tutorial aims to introduce a number of different stochastic processes that can help in grasping the essential…

Risk Management · Quantitative Finance 2008-12-23 Damiano Brigo , Antonio Dalessandro , Matthias Neugebauer , Fares Triki

Time series clustering is a central machine learning task with applications in many fields. While the majority of the methods focus on real-valued time series, very few works consider series with discrete response. In this paper, the…

Machine Learning · Statistics 2023-04-25 Ángel López Oriona , Christian Weiss , José Antonio Vilar

Periodic and semi periodic patterns are very common in nature. In this paper we introduce a topological toolbox aiming in detecting and quantifying periodicity. The presented technique is of a general nature and may be employed wherever…

Algebraic Topology · Mathematics 2019-05-30 Paweł Dłotko , Wanling Qiu , Simon Rudkin

The presence of smart objects is increasingly widespread and their ecosystem, also known as Internet of Things, is relevant in many different application scenarios. The huge amount of temporally annotated data produced by these smart…

Databases · Computer Science 2022-09-21 Giacomo Chiarot , Claudio Silvestri

This paper presents the first time series clustering benchmark utilizing all time series datasets currently available in the University of California Riverside (UCR) archive -- the state of the art repository of time series data.…

Machine Learning · Computer Science 2021-08-26 Ali Javed , Byung Suk Lee , Dona M. Rizzo

Deep clustering uncovers hidden patterns and groups in complex time series data, yet its opaque decision-making limits use in safety-critical settings. This survey offers a structured overview of explainable deep clustering for time series,…

Machine Learning · Computer Science 2025-10-21 Udo Schlegel , Gabriel Marques Tavares , Thomas Seidl

This paper presents a systematic review of Python packages with a focus on time series analysis. The objective is to provide (1) an overview of the different time series analysis tasks and preprocessing methods implemented, and (2) an…

Mathematical Software · Computer Science 2021-06-23 Julien Siebert , Janek Groß , Christof Schroth

In this paper, we present the FATS (Feature Analysis for Time Series) library. FATS is a Python library which facilitates and standardizes feature extraction for time series data. In particular, we focus on one application: feature…

Instrumentation and Methods for Astrophysics · Physics 2015-09-02 Isadora Nun , Pavlos Protopapas , Brandon Sim , Ming Zhu , Rahul Dave , Nicolas Castro , Karim Pichara

The data stream model has been defined for new classes of applications involving massive data being generated at a fast pace. Web click stream analysis and detection of network intrusions are two examples. Cluster analysis on data streams…

Databases · Computer Science 2007-05-23 Zengyou He , Xiaofei Xu , Shengchun Deng , Joshua Zhexue Huang

Missing values in datasets are a well-known problem and there are quite a lot of R packages offering imputation functions. But while imputation in general is well covered within R, it is hard to find functions for imputation of univariate…

Applications · Statistics 2015-10-15 Steffen Moritz , Alexis Sardá , Thomas Bartz-Beielstein , Martin Zaefferer , Jörg Stork

The data mining technique of time series clustering is well established in many fields. However, as an unsupervised learning method, it requires making choices that are nontrivially influenced by the nature of the data involved. The aim of…

Econometrics · Economics 2018-07-19 Iwo Augustyński , Paweł Laskoś-Grabowski

Inference on time series data is a common requirement in many scientific disciplines and internet of things (IoT) applications, yet there are few resources available to domain scientists to easily, robustly, and repeatably build such…

Mathematical Software · Computer Science 2016-09-16 Brett Naul , Stéfan van der Walt , Arien Crellin-Quick , Joshua S. Bloom , Fernando Pérez

The TrendLSW R package has been developed to provide users with a suite of wavelet-based techniques to analyse the statistical properties of nonstationary time series. The key components of the package are (a) two approaches for the…

Methodology · Statistics 2024-11-06 Euan T. McGonigle , Rebecca Killick , Matthew A. Nunes

Time series clustering is an essential machine learning task with applications in many disciplines. While the majority of the methods focus on time series taking values on the real line, very few works consider time series defined on the…

Applications · Statistics 2024-02-15 Ángel López-Oriona , Ying Sun , Rosa M. Crujeiras

The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording, and analyzing the dynamics of different processes,…

Data Analysis, Statistics and Probability · Physics 2013-05-23 Ben D. Fulcher , Max A. Little , Nick S. Jones

In real world, the huge amount of temporal data is to be processed in many application areas such as scientific, financial, network monitoring, sensor data analysis. Data mining techniques are primarily oriented to handle discrete features.…

Databases · Computer Science 2014-02-19 P. Chaudhari , D. P. Rana , R. G. Mehta , N. J. Mistry , M. M. Raghuwanshi

The goal of the linear law-based feature space transformation (LLT) algorithm is to assist with the classification of univariate and multivariate time series. The presented R package, called LLT, implements this algorithm in a flexible yet…

Machine Learning · Computer Science 2026-02-06 Marcell T. Kurbucz , Péter Pósfay , Antal Jakovác