Related papers: Data Augmentation of Multivariate Sensor Time Seri…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
Time series prediction with missing values is an important problem of time series analysis since complete data is usually hard to obtain in many real-world applications. To model the generation of time series, autoregressive (AR) model is a…
Increased use of sensor signals from wearable devices as rich sources of physiological data has sparked growing interest in developing health monitoring systems to identify changes in an individual's health profile. Indeed, machine learning…
The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…
The effectiveness of univariate forecasting models is often hampered by conditions that cause them stress. A model is considered to be under stress if it shows a negative behaviour, such as higher-than-usual errors or increased uncertainty.…
This paper addresses the problem of estimating multiplicative fault signals in linear time-invariant systems by processing its input and output variables, as well as designing an input signal to maximize the accuracy of such estimates. The…
In the field of emotion recognition and Human-Machine Interaction (HMI), personalised approaches have exhibited their efficacy in capturing individual-specific characteristics and enhancing affective prediction accuracy. However,…
With promising empirical performance across a wide range of applications, synthetic data augmentation appears a viable solution to data scarcity and the demands of increasingly data-intensive models. Its effectiveness lies in expanding the…
Data augmentation is important for improving machine learning model performance when faced with limited real-world data. In time series forecasting (TSF), where accurate predictions are crucial in fields like finance, healthcare, and…
Forecasting time series data is a critical area of research with applications spanning from stock prices to early epidemic prediction. While numerous statistical and machine learning methods have been proposed, real-life prediction problems…
Motivated by electricity consumption metering, we extend existing nonnegative matrix factorization (NMF) algorithms to use linear measurements as observations, instead of matrix entries. The objective is to estimate multiple time series at…
Pretrained large language models (LLMs) are currently state-of-the-art for solving the vast majority of natural language processing tasks. While many real-world applications still require fine-tuning to reach satisfactory levels of…
In this work, we integrate the predictive capabilities of compartmental disease dynamics models with machine learning ability to analyze complex, high-dimensional data and uncover patterns that conventional models may overlook.…
Data augmentation, by the introduction of auxiliary variables, has become an ubiquitous technique to improve convergence properties, simplify the implementation or reduce the computational time of inference methods such as Markov chain…
Data augmentation is an area of research which has seen active development in many machine learning fields, such as in image-based learning models, reinforcement learning for self driving vehicles, and general noise injection for point…
A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modelling framework through extended Kalman filter. However, because of the complex…
This paper considers the problem of data generation for MPC policy approximation. Learning an approximate MPC policy from expert demonstrations requires a large data set consisting of optimal state-action pairs, sampled across the feasible…
In clinical trials, mixed effects models for repeated measures (MMRM) and pattern mixture models (PMM) are often used to analyze longitudinal continuous outcomes. We describe a simple missing data imputation algorithm for the MMRM that can…
Real-world time series data that commonly reflect sequential human behavior are often uniquely irregularly sampled and sparse, with highly nonuniform sampling over time and entities. Yet, commonly-used pretraining and augmentation methods…
Metaheuristic algorithms are widely used for solving complex optimization problems, yet their effectiveness is often constrained by fixed structures and the need for extensive tuning. The Polymorphic Metaheuristic Framework (PMF) addresses…