Related papers: Irregularity-Informed Time Series Analysis: Adapti…
Time-series anomaly detection plays a vital role in monitoring complex operation conditions. However, the detection accuracy of existing approaches is heavily influenced by pattern distribution, existence of multiple normal patterns,…
The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…
In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…
We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…
Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a…
Machine learning has emerged as a powerful tool for time series analysis. Existing methods are usually customized for different analysis tasks and face challenges in tackling practical problems such as partial labeling and domain shift. To…
Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…
The main challenge in domain generalization (DG) is to handle the distribution shift problem that lies between the training and test data. Recent studies suggest that test-time training (TTT), which adapts the learned model with test data,…
Data augmentation is a key regularization method to support the forecast and classification performance of highly parameterized models in computer vision. In the time series domain however, regularization in terms of augmentation is not…
We develop a new method to detect anomalies within time series, which is essential in many application domains, reaching from self-driving cars, finance, and marketing to medical diagnosis and epidemiology. The method is based on…
Urban time series data forecasting featuring significant contributions to sustainable development is widely studied as an essential task of the smart city. However, with the dramatic and rapid changes in the world environment, the…
Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…
In Internet of things (IoT), data is continuously recorded from different data sources and devices can suffer faults in their embedded electronics, thus leading to a high-dimensional data sets and concept drift events. Therefore, methods…
Detecting distributional drift in high-dimensional data streams presents fundamental challenges: global comparison methods scale poorly, projection-based approaches lose geometric structure, and re-clustering methods suffer from identity…
Several embedded application domains for reconfigurable systems tend to combine frequent changes with high performance demands of their workloads such as image processing, wearable computing and network processors. Time multiplexing of…
We study the problem of classifying interval-based temporal sequences (IBTSs). Since common classification algorithms cannot be directly applied to IBTSs, the main challenge is to define a set of features that effectively represents the…
Multimodal irregular time series (MITS) consist of asynchronous and irregularly sampled observations from heterogeneous numerical and textual channels. In healthcare, for example, patients' electronic health records (EHR) include irregular…
The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…
Detecting anomalous time series is key for scientific, medical and industrial tasks, but is challenging due to its inherent unsupervised nature. In recent years, progress has been made on this task by learning increasingly more complex…
Multivariate time series data, collected across various fields such as manufacturing and wearable technology, exhibit states at multiple levels of granularity, from coarse-grained system behaviors to fine-grained, detailed events.…