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Irregular time series, where data points are recorded at uneven intervals, are prevalent in healthcare settings, such as emergency wards where vital signs and laboratory results are captured at varying times. This variability, which…
A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…
Irregularly-sampled time series (ITS) are native to high-impact domains like healthcare, where measurements are collected over time at uneven intervals. However, for many classification problems, only small portions of long time series are…
We demonstrate the effectiveness of the categorical distribution as a neural network output for next event prediction. This is done for both discrete-time and continuous-time event sequences. To model continuous-time processes, the…
Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…
Forecasting irregular time series presents significant challenges due to two key issues: the vulnerability of models to mean regression, driven by the noisy and complex nature of the data, and the limitations of traditional error-based…
This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…
Time-to-event analysis provides insights into clinical prognosis and treatment recommendations. However, this task is more challenging than standard regression problems due to the presence of censored observations. Additionally, the lack of…
Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…
Time series classification is an important problem in real world. Due to its non-stationary property that the distribution changes over time, it remains challenging to build models for generalization to unseen distributions. In this paper,…
Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task…
Probabilistic forecasting of irregularly sampled multivariate time series with missing values is an important problem in many fields, including health care, astronomy, and climate. State-of-the-art methods for the task estimate only…
Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these…
A diverse variety of processes --- including recurrent disease episodes, neuron firing, and communication patterns among humans --- can be described using inter-event time (IET) distributions. Many such processes are ongoing, although event…
Real-world systems are often complex, dynamic, and nonlinear. Understanding the dynamics of a system from its observed time series is key to the prediction and control of the system's behavior. While most existing techniques tacitly assume…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
Detecting anomalous time series is key for scientific, medical and industrial tasks, but is challenging due to its inherent unsupervised nature. In recent years, progress has been made on this task by learning increasingly more complex…
Time series chain (TSC) is a recently introduced concept that captures the evolving patterns in large scale time series. Informally, a time series chain is a temporally ordered set of subsequences, in which consecutive subsequences in the…
This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…
Despite the eminent successes of deep neural networks, many architectures are often hard to transfer to irregularly-sampled and asynchronous time series that commonly occur in real-world datasets, especially in healthcare applications. This…