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Explainability is a highly demanded requirement for applications in high-risk areas such as medicine. Vision Transformers have mainly been limited to attention extraction to provide insight into the model's reasoning. Our approach combines…

We investigate unsupervised anomaly detection for high-dimensional data and introduce a deep metric learning (DML) based framework. In particular, we learn a distance metric through a deep neural network. Through this metric, we project the…

Time-series forecasting models often encounter abrupt changes in a given period of time which generally occur due to unexpected or unknown events. Despite their scarce occurrences in the training set, abrupt changes incur loss that…

Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system reliability…

We study the problem of selecting features associated with extreme values in high dimensional linear regression. Normally, in linear modeling problems, the presence of abnormal extreme values or outliers is considered an anomaly which…

Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…

Time series domain adaptation aims to transfer the complex temporal dependence from the labeled source domain to the unlabeled target domain. Recent advances leverage the stable causal mechanism over observed variables to model the…

In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mechanism in recurrent neural networks mostly focuses on the…

Domain adaptation on time-series data is often encountered in the industry but received limited attention in academia. Most of the existing domain adaptation methods for time-series data borrow the ideas from the existing methods for…

Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…

Spatio-temporal forecasting is essential for real-world applications such as traffic management and urban computing. Although recent methods have shown improved accuracy, they often fail to account for dynamic deviations between current…

Large Vision Language Models (LVLMs) achieve great performance on visual-language reasoning tasks, however, the black-box nature of LVLMs hinders in-depth research on the reasoning mechanism. As all images need to be converted into image…

Large Vision Language Models (VLMs) have long struggled with spatial reasoning tasks. Surprisingly, even simple spatial reasoning tasks, such as recognizing "under" or "behind" relationships between only two objects, pose significant…

New technologies have led to vast troves of large and complex datasets across many scientific domains and industries. People routinely use machine learning techniques to not only process, visualize, and make predictions from this big data,…

Modeling sequential patterns from data is at the core of various time series forecasting tasks. Deep learning models have greatly outperformed many traditional models, but these black-box models generally lack explainability in prediction…

This paper introduces a new latent variable generative model able to handle high dimensional longitudinal data and relying on variational inference. The time dependency between the observations of an input sequence is modelled using…

Social simulation is critical for mining complex social dynamics and supporting data-driven decision making. LLM-based methods have emerged as powerful tools for this task by leveraging human-like social questionnaire responses to model…

Saliency methods are used extensively to highlight the importance of input features in model predictions. These methods are mostly used in vision and language tasks, and their applications to time series data is relatively unexplored. In…

Learning from interpretation transition (LFIT) is a framework for learning rules from observed state transitions. LFIT has been implemented in purely symbolic algorithms, but they are unable to deal with noise or generalize to unobserved…

Self-supervised representation learning has shown remarkable success in a number of domains. A common practice is to perform data augmentation via hand-crafted transformations intended to leave the semantics of the data invariant. We seek…