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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,…

Machine Learning · Computer Science 2023-03-01 Wang Lu , Jindong Wang , Xinwei Sun , Yiqiang Chen , Xing Xie

Explaining deep learning models operating on time series data is crucial in various applications of interest which require interpretable and transparent insights from time series signals. In this work, we investigate this problem from an…

Time series research has gathered lots of interests in the last decade, especially for Time Series Classification (TSC) and Time Series Forecasting (TSF). Research in TSC has greatly benefited from the University of California Riverside and…

Machine Learning · Computer Science 2020-10-21 Chang Wei Tan , Christoph Bergmeir , Francois Petitjean , Geoffrey I. Webb

Deep neural network models have become ubiquitous in recent years, and have been applied to nearly all areas of science, engineering, and industry. These models are particularly useful for data that have strong dependencies in space (e.g.,…

Machine Learning · Statistics 2022-06-07 Christopher K. Wikle , Andrew Zammit-Mangion

The automatic generation of representative natural language descriptions for observable patterns in time series data enhances interpretability, simplifies analysis and increases cross-domain utility of temporal data. While pre-trained…

Computation and Language · Computer Science 2025-01-06 Mohamed Trabelsi , Aidan Boyd , Jin Cao , Huseyin Uzunalioglu

Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by…

Machine Learning · Computer Science 2025-05-21 Jun Wang , Wenjie Du , Yiyuan Yang , Linglong Qian , Wei Cao , Keli Zhang , Wenjia Wang , Yuxuan Liang , Qingsong Wen

Time series anomaly detection (TSAD) plays an important role in many domains such as finance, transportation, and healthcare. With the ongoing instrumentation of reality, more time series data will be available, leading also to growing…

Large pre-trained models have been vital in recent advancements in domains like language and vision, making model training for individual downstream tasks more efficient and provide superior performance. However, tackling time-series…

Machine Learning · Computer Science 2024-12-06 Harshavardhan Kamarthi , B. Aditya Prakash

We introduce Merlion, an open-source machine learning library for time series. It features a unified interface for many commonly used models and datasets for anomaly detection and forecasting on both univariate and multivariate time series,…

Empirically observed time series in physics, biology, or medicine, are commonly generated by some underlying dynamical system (DS) which is the target of scientific interest. There is an increasing interest to harvest machine learning…

Machine Learning · Computer Science 2022-07-07 Daniel Kramer , Philine Lou Bommer , Carlo Tombolini , Georgia Koppe , Daniel Durstewitz

Deep state space models (SSMs) are an actively researched model class for temporal models developed in the deep learning community which have a close connection to classic SSMs. The use of deep SSMs as a black-box identification model can…

Systems and Control · Electrical Eng. & Systems 2021-06-21 Daniel Gedon , Niklas Wahlström , Thomas B. Schön , Lennart Ljung

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs)…

Machine Learning · Computer Science 2023-03-17 Michael Zhang , Khaled K. Saab , Michael Poli , Tri Dao , Karan Goel , Christopher Ré

Deep dynamic generative models are developed to learn sequential dependencies in time-series data. The multi-layered model is designed by constructing a hierarchy of temporal sigmoid belief networks (TSBNs), defined as a sequential stack of…

Machine Learning · Statistics 2015-09-24 Zhe Gan , Chunyuan Li , Ricardo Henao , David Carlson , Lawrence Carin

Synthetic Time Series Generation (TSG) is crucial in a range of applications, including data augmentation, anomaly detection, and privacy preservation. Although significant strides have been made in this field, existing methods exhibit…

Machine Learning · Computer Science 2023-12-08 Yihao Ang , Qiang Huang , Yifan Bao , Anthony K. H. Tung , Zhiyong Huang

This paper provides a review of past approaches to the use of deep-learning frameworks for the analysis of discrete irregular-patterned complex sequential datasets. A typical example of such a dataset is financial data where specific events…

Machine Learning · Computer Science 2020-07-23 Kudakwashe Dandajena , Isabella M. Venter , Mehrdad Ghaziasgar , Reg Dodds

The growing availability and importance of time series data across various domains, including environmental science, epidemiology, and economics, has led to an increasing need for time-series causal discovery methods that can identify the…

Machine Learning · Computer Science 2024-04-03 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

Despite the popularisation of machine learning models, more often than not, they still operate as black boxes with no insight into what is happening inside the model. There exist a few methods that allow to visualise and explain why a model…

Machine Learning · Computer Science 2021-06-18 Błażej Leporowski , Alexandros Iosifidis

Forecasts of various processes have always been a sophisticated problem for statistics and data science. Over the past decades the solution procedures were updated by deep learning and kernel methods. According to many specialists, these…

Computers and Society · Computer Science 2024-06-11 Igor Mackarov

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

Time series anomaly detection is a vital task in many domains, including patient monitoring in healthcare, forecasting in finance, and predictive maintenance in energy industries. This has led to a proliferation of anomaly detection…

Machine Learning · Computer Science 2024-11-26 Sarah Alnegheimish , Laure Berti-Equille , Kalyan Veeramachaneni
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