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Initially designed for independent datas, low-rank matrix completion was successfully applied in many domains to the reconstruction of partially observed high-dimensional time series. However, there is a lack of theory to support the…

Statistics Theory · Mathematics 2022-05-05 Pierre Alquier , Nicolas Marie , Amélie Rosier

Explanation for Multivariate Time Series Classification (MTSC) is an important topic that is under explored. There are very few quantitative evaluation methodologies and even fewer examples of actionable explanation, where the explanation…

Machine Learning · Computer Science 2024-08-13 Davide Italo Serramazza , Thach Le Nguyen , Georgiana Ifrim

There are now a broad range of time series classification (TSC) algorithms designed to exploit different representations of the data. These have been evaluated on a range of problems hosted at the UCR-UEA TSC Archive…

Machine Learning · Computer Science 2017-04-10 Anthony Bagnall , Aaron Bostrom , James Large , Jason Lines

This paper introduces a multiscale analysis based on optimal piecewise linear approximations of time series. An optimality criterion is formulated and on its base a computationally effective algorithm is constructed for decomposition of a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 I. Zaliapin , A. Gabrielov , V. Keilis-Borok

Inconsistent values are commonly encountered in real-world applications, which can negatively impact data analysis and decision-making. While existing research primarily focuses on identifying the smallest removal set to resolve…

Data Structures and Algorithms · Computer Science 2025-12-23 Haoda Li , Jiahui Chen , Yu Sun , Shaoxu Song , Haiwei Zhang , Xiaojie Yuan

Multivariate time series classification is an important computational task arising in applications where data is recorded over time and over multiple channels. For example, a smartwatch can record the acceleration and orientation of a…

Machine Learning · Computer Science 2023-09-08 Davide Italo Serramazza , Thu Trang Nguyen , Thach Le Nguyen , Georgiana Ifrim

Multivariate time-series data are frequently observed in critical care settings and are typically characterized by sparsity (missing information) and irregular time intervals. Existing approaches for learning representations in this domain…

Machine Learning · Computer Science 2022-02-17 Sindhu Tipirneni , Chandan K. Reddy

Digitalizing real-world analog signals typically involves sampling in time and discretizing in amplitude. Subsequent signal reconstructions inevitably incur an error that depends on the amplitude resolution and the temporal density of the…

Signal Processing · Electrical Eng. & Systems 2024-02-01 Emilio Ruiz-Moreno , Luis Miguel López-Ramos , Baltasar Beferull-Lozano

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

Multivariate time-series anomaly detection (MTSAD) aims to identify deviations from normality in multivariate time-series and is critical in real-world applications. However, in real-world deployments, distribution shifts are ubiquitous and…

Machine Learning · Computer Science 2026-04-03 HyunGi Kim , Jisoo Mok , Hyungyu Lee , Juhyeon Shin , Sungroh Yoon

Target tracking faces the challenge in coping with large volumes of data which requires efficient methods for real time applications. The complexity considered in this paper is when there is a large number of measurements which are required…

Computation · Statistics 2015-08-03 Allan De Freitas , François Septier , Lyudmila Mihaylova , Simon Godsill

Fault diagnosis of rotating machinery is an important engineering problem. In recent years, fault diagnosis methods based on the Convolutional Neural Network (CNN) and Recurrent Neural Network (RNN) have been mature, but Transformer has not…

Computational Engineering, Finance, and Science · Computer Science 2021-08-31 Yuhong Jin , Lei Hou , Yushu Chen

Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

Machine Learning · Computer Science 2025-11-13 Lucas Correia , Jan-Christoph Goos , Thomas Bäck , Anna V. Kononova

This paper presents an efficient suboptimal model predictive control (MPC) algorithm for nonlinear switched systems subject to minimum dwell time constraints (MTC). While MTC are required for most physical systems due to stability, power…

Optimization and Control · Mathematics 2022-02-16 Yutao Chen , Mircea Lazar

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

We study the problem of detecting and localizing multiple changes in the mean parameter of a Banach space-valued time series. The goal is to construct a collection of narrow confidence intervals, each containing at least one (or exactly…

Statistics Theory · Mathematics 2025-11-11 Tim Kutta , Holger Dette , Shixuan Wang

Anomaly detection in multivariate time series is essential across domains such as healthcare, cybersecurity, and industrial monitoring, yet remains fundamentally challenging due to high-dimensional dependencies, the presence of…

Machine Learning · Computer Science 2026-02-10 Xiaona Zhou , Constantin Brif , Ismini Lourentzou

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

Two common problems in time series analysis are the decomposition of the data stream into disjoint segments that are each in some sense "homogeneous" - a problem known as Change Point Detection (CPD) - and the grouping of similar…

Signal Processing · Electrical Eng. & Systems 2020-02-24 Kevin C. Cheng , Shuchin Aeron , Michael C. Hughes , Erika Hussey , Eric L. Miller

A plethora of multi-view subspace clustering (MVSC) methods have been proposed over the past few years. Researchers manage to boost clustering accuracy from different points of view. However, many state-of-the-art MVSC algorithms, typically…

Machine Learning · Computer Science 2019-11-22 Zhao Kang , Wangtao Zhou , Zhitong Zhao , Junming Shao , Meng Han , Zenglin Xu