Related papers: Expectile Periodograms
In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…
Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…
In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In this paper, we provide a…
The paper introduces a novel topological method for prediction and modeling for a nonlinear time--series that exhibit recurring patterns. According to the model, global manifold of the reconstructed state--space can be approximated by a few…
Electrophysiological observation plays a major role in epilepsy evaluation. However, human interpretation of brain signals is subjective and prone to misdiagnosis. Automating this process, especially seizure detection relying on scalp-based…
We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…
Modeling the evolution of system with time-series data is a challenging and critical task in a wide range of fields, especially when the time-series data is regularly sampled and partially observable. Some methods have been proposed to…
In this paper, we present an alternative method for the spectral analysis of a univariate, strictly stationary time series $\{Y_t\}_{t\in \mathbb {Z}}$. We define a "new" spectrum as the Fourier transform of the differences between copulas…
An electrocardiogram (ECG) is a time-series signal that is represented by one-dimensional (1-D) data. Higher dimensional representation contains more information that is accessible for feature extraction. Hidden variables such as frequency…
Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…
A new partial functional linear regression model for panel data with time varying parameters is introduced. The parameter vector of the multivariate model component is allowed to be completely time varying while the function-valued…
We present a novel technique to identify calendar-based (annual, monthly and daily) periodicities of an interval-based temporal pattern. An interval-based temporal pattern is a pattern that occurs across a time-interval, then disappears for…
Multivariate time series anomaly detection has become an active area of research in recent years, with Deep Learning models outperforming previous approaches on benchmark datasets. Among reconstruction-based models, most previous work has…
Regression classes modeling more than the mean of the response have found a lot of attention in the last years. Expectile regression is a special and computationally convenient case of this family of models. Expectiles offer a quantile-like…
This paper proposes a task-agnostic discovery layer for multivariate time series that constructs a relational hypothesis graph over entities without assuming linearity, stationarity, or a downstream objective. The method learns window-level…
Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large…
The covariance function and the variogram play very important roles in modelling and in prediction of spatial and spatio-temporal data. The assumption of second order stationarity, in space and time, is often made in the analysis of spatial…
The paper presents an alternative way to classical stereocorrelation. First, 2D image processing of random patterns is described. Sub-pixel displacements are determined using phase analysis. Then distortion evaluation is presented. The…
Fourier spectral estimates and, to a lesser extent, the autocorrelation function are the primary tools to detect periodicities in experimental data in the physical and biological sciences. We propose a new method which is more reliable than…
We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…