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The wide deployment of IoT sensors has enabled the collection of very big time series across different domains, from which advanced analytics can be performed to find unknown relationships, most importantly the correlations between them.…

Databases · Computer Science 2022-04-21 Nguyen Ho , Van Long Ho , Torben Bach Pedersen , Mai Vu , Christophe A. N. Biscio

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Recent development in computing, sensing and crowd-sourced data have resulted in an explosion in the availability of quantitative information. The possibilities of analyzing this so-called Big Data to inform research and the decision-making…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-09 Nguyen Ho , Huy Vo , Mai Vu , Torben Bach Pedersen

Time series data are ubiquitous in real-world applications. However, one of the most common problems is that the time series data could have missing values by the inherent nature of the data collection process. So imputing missing values…

Machine Learning · Computer Science 2022-09-23 Eunkyu Oh , Taehun Kim , Yunhu Ji , Sushil Khyalia

We introduce VISTA, a clustering approach for multivariate and irregularly sampled time series based on a parametric state space mixture model. VISTA is specifically designed for the unsupervised identification of groups in datasets…

Applications · Statistics 2026-01-14 Benjamin Brindle , Thomas Derrick Hull , Matteo Malgaroli , Nicolas Charon

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Machine Learning · Computer Science 2020-09-09 Francisco J. Baldán , José M. Benítez

In the field of machine learning, model performance is usually assessed by randomly splitting data into training and test sets. Different random splits, however, can yield markedly different performance estimates, so a genuinely good model…

Anomaly detection in multivariate time series (MTS) is crucial for various applications in data mining and industry. Current industrial methods typically approach anomaly detection as an unsupervised learning task, aiming to identify…

Machine Learning · Computer Science 2024-10-14 Yuanyi Wang , Haifeng Sun , Chengsen Wang , Mengde Zhu , Jingyu Wang , Wei Tang , Qi Qi , Zirui Zhuang , Jianxin Liao

Identifying interacting partners from two sets of protein sequences has important applications in computational biology. Interacting partners share similarities across species due to their common evolutionary history, and feature…

Biomolecules · Quantitative Biology 2024-12-31 Umberto Lupo , Damiano Sgarbossa , Martina Milighetti , Anne-Florence Bitbol

Modern applications frequently collect and analyze temporal data in the form of multivariate time series (MTS) -- time series that contain multiple channels. A common task in this context is subsequence search, which involves identifying…

Databases · Computer Science 2025-12-18 Jens E. d'Hondt , Teun Kortekaas , Odysseas Papapetrou , Themis Palpanas

Time series anomaly detection (TSAD) is becoming increasingly vital due to the rapid growth of time series data across various sectors. Anomalies in web service data, for example, can signal critical incidents such as system failures or…

Machine Learning · Computer Science 2024-11-06 Jiaxin Zhuang , Leon Yan , Zhenwei Zhang , Ruiqi Wang , Jiawei Zhang , Yuantao Gu

Sensors in cyber-physical systems often capture interconnected processes and thus emit correlated time series (CTS), the forecasting of which enables important applications. The key to successful CTS forecasting is to uncover the temporal…

Machine Learning · Computer Science 2023-02-28 Xinle Wu , Dalin Zhang , Miao Zhang , Chenjuan Guo , Bin Yang , Christian S. Jensen

High-dimensional time series analysis has become increasingly important in fields such as finance, economics, and biology. The two primary tasks for high-dimensional time series analysis are modeling and statistical inference, which aim to…

Computation · Statistics 2024-12-24 Jinyuan Chang , Jing He , Chen Lin , Qiwei Yao

We introduce KarmaTS, an interactive framework for constructing lag-indexed, executable spatiotemporal causal graphical models for multivariate time series (MTS) simulation. Motivated by the challenge of access-restricted physiological…

Artificial Intelligence · Computer Science 2025-12-19 Haixin Li , Yanke Li , Diego Paez-Granados

In the era of large-scale pre-trained models, effectively adapting general knowledge to specific affective computing tasks remains a challenge, particularly regarding computational efficiency and multimodal heterogeneity. While…

Artificial Intelligence · Computer Science 2026-03-20 Yan Li , Yifei Xing , Xiangyuan Lan , Xin Li , Haifeng Chen , Dongmei Jiang

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

Test-Time Adaptation (TTA) has recently emerged as a promising approach for tackling the robustness challenge under distribution shifts. However, the lack of consistent settings and systematic studies in prior literature hinders thorough…

Machine Learning · Computer Science 2023-06-07 Hao Zhao , Yuejiang Liu , Alexandre Alahi , Tao Lin

Data cleaning is one of the most important tasks in data analysis processes. One of the perennial challenges in data analytics is the detection and handling of non-valid data. Failing to do so can result in inaccurate analytics and…

Databases · Computer Science 2022-05-24 Mayur Kishor Shende , Andres E. Feijoo-Lorenzo , Neeraj Dhanraj Bokde

Multi-view time series classification (MVTSC) aims to improve the performance by fusing the distinctive temporal information from multiple views. Existing methods mainly focus on fusing multi-view information at an early stage, e.g., by…

Machine Learning · Computer Science 2020-11-24 Yue Bai , Lichen Wang , Zhiqiang Tao , Sheng Li , Yun Fu

In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series shifted in time relative to one another, and which can be…

Machine Learning · Statistics 2023-09-20 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren
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