Related papers: Identification of Stochasticity by Matrix-decompos…

In this work, we report an autoencoder-based 2D representation to classify a time-series as stochastic or non-stochastic, to understand the underlying physical process. Content-aware conversion of 1D time-series to 2D representation, that…

Singular value decomposition (SVD) based principal component analysis (PCA) breaks down in the high-dimensional and limited sample size regime below a certain critical eigen-SNR that depends on the dimensionality of the system and the…

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate…

Sound event detection (SED) methods typically rely on either strongly labelled data or weakly labelled data. As an alternative, sequentially labelled data (SLD) was proposed. In SLD, the events and the order of events in audio clips are…

In this work the significance of treating a set of measurements as a time series is being explored. Time Series Analysis (TSA) techniques, part of the Exploratory Data Analysis (EDA) approach, can provide much insight regarding the…

GRS 1915+105 is a prominent black hole system exhibiting variability over a wide range of time scales and its observed light curves have been classified into 12 temporal states. Here we undertake a complete analysis of these light curves…

The decomposition of a stochastic time series into three component series representing a dual signal - namely, the mean and dispersion - while isolating noise is presented. The decomposition is performed by applying machine learning…

TimeCluster is a visual analytics technique for discovering structure in long multivariate time series by projecting overlapping windows of data into a low-dimensional space. We show that, when Principal Component Analysis (PCA) is chosen…

We propose a new framework for modeling high-dimensional matrix-variate time series by a two-way transformation, where the transformed data consist of a matrix-variate factor process, which is dynamically dependent, and three other blocks…

The proposed system consists of a two-stage cascade. The first stage performs a rough heartbeat detection while the second stage refines the previous one, improving the temporal localization and also classifying the heartbeats into types S1…

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

High-dimensional image data often require dimensionality reduction before further analysis. This paper provides a purely analytical comparison of two linear techniques-Principal Component Analysis (PCA) and Singular Value Decomposition…

The detection of phase synchronization of coupled chaotic oscillators which are not phase-coherent is known to be a challenging task. In this work a method to detect and measure phase synchronization is presented. The procedure uses symbol…

We consider $N$-way data arrays and low-rank tensor factorizations where the time mode is coded as a sparse linear combination of temporal elements from an over-complete library. Our method, Shape Constrained Tensor Decomposition (SCTD) is…

Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) are often used to de-noise univariate time series or to study their spectral profile. Both techniques rely on the eigendecomposition of the cor- relation matrix…

We propose an algorithm to impute and forecast a time series by transforming the observed time series into a matrix, utilizing matrix estimation to recover missing values and de-noise observed entries, and performing linear regression to…

Time series classification with missing data is a prevalent issue in time series analysis, as temporal data often contain missing values in practical applications. The traditional two-stage approach, which handles imputation and…

Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…

Since with massive data growth, the need for autonomous and generic anomaly detection system is increased. However, developing one stand-alone generic anomaly detection system that is accurate and fast is still a challenge. In this paper,…