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Multivariate time series classification (MTSC) is an important data mining task, which can be effectively solved by popular deep learning technology. Unfortunately, the existing deep learning-based methods neglect the hidden dependencies in…

Machine Learning · Computer Science 2024-08-19 Huaiyuan Liu , Xianzhang Liu , Donghua Yang , Zhiyu Liang , Hongzhi Wang , Yong Cui , Jun Gu

International comparisons of hierarchical time series data sets based on survey data, such as annual country-level estimates of school enrollment rates, can suffer from large amounts of missing data due to differing coverage of surveys…

Methodology · Statistics 2025-03-31 Daphne H. Liu , Adrian E. Raftery

Modeling multivariate time series as temporal signals over a (possibly dynamic) graph is an effective representational framework that allows for developing models for time series analysis. In fact, discrete sequences of graphs can be…

Machine Learning · Computer Science 2022-10-11 Ivan Marisca , Andrea Cini , Cesare Alippi

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Time series analysis is widely used in many fields such as power energy, economics, and transportation, including different tasks such as forecasting, anomaly detection, classification, etc. Missing values are widely observed in these…

Machine Learning · Computer Science 2024-10-11 Zhixian Wang , Linxiao Yang , Liang Sun , Qingsong Wen , Yi Wang

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

Missing values are largely inevitable in gene expression microarray studies. Data sets often have significant omissions due to individuals dropping out of experiments, errors in data collection, image corruptions, and so on. Missing data…

Quantitative Methods · Quantitative Biology 2018-09-18 Marie Li

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Both the volume and the collection velocity of time series generated by monitoring sensors are increasing in the Internet of Things (IoT). Data management and analysis requires high quality and applicability of the IoT data. However, errors…

Databases · Computer Science 2021-01-07 Xiaoou Ding , Hongzhi Wang , Jiaxuan Su , Chen Wang

Inference for time series of networks often relies on accurate vertex correspondence between network realizations at different times. In practice, however, such vertex alignments can be misspecified or unknown. We study the impact of vertex…

Healthcare data frequently contain a substantial proportion of missing values, necessitating effective time series imputation to support downstream disease diagnosis tasks. However, existing imputation methods focus on discrete data points…

Machine Learning · Computer Science 2025-05-19 Mengxuan Li , Ke Liu , Jialong Guo , Jiajun Bu , Hongwei Wang , Haishuai Wang

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

This work uses an information-based methodology to infer the connectivity of complex systems from observed time-series data. We first derive analytically an expression for the Mutual Information Rate (MIR), namely, the amount of information…

Chaotic Dynamics · Physics 2016-05-04 E. Bianco-Martinez , N. Rubido , Ch. G. Antonopoulos , M. S. Baptista

Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational…

Machine Learning · Computer Science 2023-08-03 Andrea Cini , Daniele Zambon , Cesare Alippi

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

Deep time series metric learning is challenging due to the difficult trade-off between temporal invariance to nonlinear distortion and discriminative power in identifying non-matching sequences. This paper proposes a novel neural…

Computer Vision and Pattern Recognition · Computer Science 2021-06-22 Shinnosuke Matsuo , Xiaomeng Wu , Gantugs Atarsaikhan , Akisato Kimura , Kunio Kashino , Brian Kenji Iwana , Seiichi Uchida

Missing value imputation is an important practical problem. There is a large body of work on it, but there does not exist any work that formulates the problem in a structured output setting. Also, most applications have constraints on the…

Machine Learning · Computer Science 2013-11-12 Rahul Kidambi , Vinod Nair , Sundararajan Sellamanickam , S. Sathiya Keerthi

Identifying patterns of relations among the units of a complex system from measurements of their activities in time is a fundamental problem with many practical applications. Here, we introduce a method that detects dependencies of any…

Physics and Society · Physics 2026-03-09 Andrea Civilini , Fabrizio de Vico Fallani , Vito Latora

While the vast majority of the literature on models for temporal networks focuses on binary graphs, often one can associate a weight to each link. In such cases the data are better described by a weighted, or valued, network. An important…

Applications · Statistics 2022-03-02 Domenico Di Gangi , Giacomo Bormetti , Fabrizio Lillo

A variety of machine learning tasks---e.g., matrix factorization, topic modelling, and feature allocation---can be viewed as learning the parameters of a probability distribution over bipartite graphs. Recently, a new class of models for…

Machine Learning · Statistics 2017-12-07 Victor Veitch , Ekansh Sharma , Zacharie Naulet , Daniel M. Roy