Related papers: Multivariate Singular Spectrum Analysis by Robust …
This paper proposes a new method for anomaly detection in time-series data by incorporating the concept of difference subspace into the singular spectrum analysis (SSA). The key idea is to monitor slight temporal variations of the…
Cellwise outliers are widespread in data and traditional robust methods may fail when applied to datasets under such contamination. We propose a variable selection procedure, that uses a pairwise robust estimator to obtain an initial…
In the last two decades, unsupervised latent variable models---blind source separation (BSS) especially---have enjoyed a strong reputation for the interpretable features they produce. Seldom do these models combine the rich diversity of…
Time series analysis is crucial in fields like finance, economics, environmental science, and biomedical engineering, aiding in forecasting, pattern identification, and understanding underlying mechanisms. While traditional time-domain…
Quadratic and Linear Discriminant Analysis (QDA/LDA) are the most often applied classification rules under normality. In QDA, a separate covariance matrix is estimated for each group. If there are more variables than observations in the…
Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…
Time series data are collected in temporal order and are widely used to train systems for prediction, modeling and classification to name a few. These systems require large amounts of data to improve generalization and prevent over-fitting.…
In many real-world applications data exhibits non-stationarity, i.e., its distribution changes over time. One approach to handling non-stationarity is to remove or minimize it before attempting to analyze the data. In the context of brain…
We propose a method for metric-scale monocular depth estimation. Inferring depth from a single image is an ill-posed problem due to the loss of scale from perspective projection during the image formation process. Any scale chosen is a…
Multivariate time series anomaly detection (MTSAD) aims to accurately identify and localize complex abnormal patterns in the large-scale industrial control systems. While existing approaches excel in recognizing the distinct patterns under…
Building robust multimodal models are crucial for achieving reliable deployment in the wild. Despite its importance, less attention has been paid to identifying and improving the robustness of Multimodal Sentiment Analysis (MSA) models. In…
We propose an outlier robust multivariate time series model which can be used for detecting previously unseen anomalous sounds based on noisy training data. The presented approach doesn't assume the presence of labeled anomalies in the…
In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…
Rotation averaging (RA) is a fundamental problem in robotics and computer vision. In RA, the goal is to estimate a set of $N$ unknown orientations $R_{1}, ..., R_{N} \in SO(3)$, given noisy measurements $R_{ij} \sim R^{-1}_{i} R_{j}$ of a…
Regularized linear discriminant analysis (RLDA) is a widely used tool for classification and dimensionality reduction, but its performance in high-dimensional scenarios is inconsistent. Existing theoretical analyses of RLDA often lack clear…
Multilinear Discriminant Analysis (MDA) is a powerful dimension reduction method specifically formulated to deal with tensor data. Precisely, the goal of MDA is to find mode-specific projections that optimally separate tensor data from…
We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake.…
This paper introduces a spectral analysis of time-seires data derived from real-time time-dependent density functional theory (TDDFT) using Singular Spectrum Analysis (SSA). TDDFT is a robust method for obtaining molecular excited states…
Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…
Multivariate time-series (MTS) anomaly detection is critical in domains such as service monitor, IoT, and network security. While multi-model methods based on selection or ensembling outperform single-model ones, they still face…