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We consider the problem of discovering sequential patterns from event-based spatio-temporal data. The dataset is described by a set of event types and their instances. Based on the given dataset, the task is to discover all significant…

Databases · Computer Science 2017-07-04 Piotr S. Maciąg

Time series analysis is crucial in diverse scenarios. Beyond forecasting, considerable real-world tasks are categorized into classification, imputation, and anomaly detection, underscoring different capabilities termed time series…

Machine Learning · Computer Science 2025-03-03 Haoran Zhang , Yong Liu , Yunzhong Qiu , Haixuan Liu , Zhongyi Pei , Jianmin Wang , Mingsheng Long

Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical…

Machine Learning · Computer Science 2024-07-11 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

Synthetic time series are essential tools for data augmentation, stress testing, and algorithmic prototyping in quantitative finance. However, in cryptocurrency markets, characterized by 24/7 trading, extreme volatility, and rapid regime…

Statistical Finance · Quantitative Finance 2025-08-06 Yihao Ang , Qiang Wang , Qiang Huang , Yifan Bao , Xinyu Xi , Anthony K. H. Tung , Chen Jin , Zhiyong Huang

Click-Through Rate (CTR) prediction plays an important role in many industrial applications, and recently a lot of attention is paid to the deep interest models which use attention mechanism to capture user interests from historical…

Information Retrieval · Computer Science 2021-05-24 Keke Zhao , Xing Zhao , Qi Cao , Linjian Mo

Temporal data are ubiquitous in the financial services (FS) industry -- traditional data like economic indicators, operational data such as bank account transactions, and modern data sources like website clickstreams -- all of these occur…

Statistical Finance · Quantitative Finance 2020-09-15 Jason Wittenbach , Brian d'Alessandro , C. Bayan Bruss

Data intensive research requires the support of appropriate datasets. However, it is often time-consuming to discover usable datasets matching a specific research topic. We formulate the dataset discovery problem on an attributed…

Information Retrieval · Computer Science 2021-06-08 Basmah Altaf , Shichao Pei , Xiangliang Zhang

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

The emergence of open data portals necessitates more attention to protecting sensitive data before datasets get published and exchanged. To do so effectively, we observe the need to refine and broaden our definitions of sensitive data, and…

Cryptography and Security · Computer Science 2026-03-16 Liang Telkamp , Madelon Hulsebos

Temporal Graph Clustering (TGC) is a new task with little attention, focusing on node clustering in temporal graphs. Compared with existing static graph clustering, it can find the balance between time requirement and space requirement…

Machine Learning · Computer Science 2026-01-21 Meng Liu , Ke Liang , Siwei Wang , Xingchen Hu , Sihang Zhou , Xinwang Liu

With the development of multimedia data types and available bandwidth there is huge demand of video retrieval systems, as users shift from text based retrieval systems to content based retrieval systems. Selection of extracted features play…

Multimedia · Computer Science 2012-05-09 B V Patel , B B Meshram

Sequentially obtained dataset usually exhibits different behavior at different data resolutions/scales. Instead of inferring from data at each scale individually, it is often more informative to interpret the data as an ensemble of time…

Mesoscale and Nanoscale Physics · Physics 2021-03-19 Yuan Yang , Jie Ding

Large companies need to monitor various metrics (for example, Page Views and Revenue) of their applications and services in real time. At Microsoft, we develop a time-series anomaly detection service which helps customers to monitor the…

Machine Learning · Computer Science 2019-06-11 Hansheng Ren , Bixiong Xu , Yujing Wang , Chao Yi , Congrui Huang , Xiaoyu Kou , Tony Xing , Mao Yang , Jie Tong , Qi Zhang

Time-series representation learning is a fundamental task for time-series analysis. While significant progress has been made to achieve accurate representations for downstream applications, the learned representations often lack…

Machine Learning · Computer Science 2021-05-24 Yuening Li , Zhengzhang Chen , Daochen Zha , Mengnan Du , Denghui Zhang , Haifeng Chen , Xia Hu

This paper motivates and develops source traces for temporal difference (TD) learning in the tabular setting. Source traces are like eligibility traces, but model potential histories rather than immediate ones. This allows TD errors to be…

Machine Learning · Computer Science 2019-02-11 Silviu Pitis

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…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

Time series analysis has achieved great success in cyber security such as intrusion detection and device identification. Learning similarities among multiple time series is a crucial problem since it serves as the foundation for downstream…

Machine Learning · Computer Science 2025-06-23 Shaoyu Dou , Kai Yang , Yang Jiao , Chengbo Qiu , Kui Ren

Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and…

Machine Learning · Computer Science 2024-07-10 Alexander Nikitin , Letizia Iannucci , Samuel Kaski

Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between…

Machine Learning · Statistics 2017-06-30 Karl Øyvind Mikalsen , Filippo Maria Bianchi , Cristina Soguero-Ruiz , Robert Jenssen

Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex…

Machine Learning · Computer Science 2025-03-10 Yang Mu , Muhammad Shahzad , Xiao Xiang Zhu