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Time series modeling and analysis have become critical in various domains. Conventional methods such as RNNs and Transformers, while effective for discrete-time and regularly sampled data, face significant challenges in capturing the…

Machine Learning · Computer Science 2025-09-30 YongKyung Oh , Seungsu Kam , Jonghun Lee , Dong-Young Lim , Sungil Kim , Alex Bui

We present a topological framework for analysing neural time series that integrates Transfer Entropy (TE) with directed Persistent Homology (PH) to characterize information flow in spiking neural systems. TE quantifies directional influence…

Neurons and Cognition · Quantitative Biology 2025-08-27 Dylan Peek , Siddharth Pritam , Matthew P. Skerritt , Stephan Chalup

The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal…

Signal Processing · Electrical Eng. & Systems 2021-06-02 Nazgol Tavabi , Kristina Lerman

The effective analysis of high-dimensional Electronic Health Record (EHR) data, with substantial potential for healthcare research, presents notable methodological challenges. Employing predictive modeling guided by a knowledge graph (KG),…

Methodology · Statistics 2025-11-06 Zhiwei Xu , Ziming Gan , Doudou Zhou , Shuting Shen , Junwei Lu , Tianxi Cai

Real-time density estimation is ubiquitous in many applications, including computer vision and signal processing. Kernel density estimation is arguably one of the most commonly used density estimation techniques, and the use of "sliding…

Machine Learning · Statistics 2023-11-13 Yinsong Wang , Yu Ding , Shahin Shahrampour

We propose the K-series estimation approach for the recovery of unknown univariate and multivariate distributions given knowledge of a finite number of their moments. Our method is directly applicable to the probabilistic analysis of…

Methodology · Statistics 2025-04-15 Andrey Kofnov , Ezio Bartocci , Efstathia Bura

Multivariate entropy quantification algorithms are becoming a prominent tool for the extraction of information from multi-channel physiological time-series. However, in the analysis of physiological signals from heterogeneous organ systems,…

Information Theory · Computer Science 2023-01-18 Evangelos Kafantaris , Tsz-Yan Milly Lo , Javier Escudero

The curve time series framework provides a convenient vehicle to accommodate some nonstationary features into a stationary setup. We propose a new method to identify the dimensionality of curve time series based on the dynamical dependence…

Statistics Theory · Mathematics 2012-11-13 Neil Bathia , Qiwei Yao , Flavio Ziegelmann

We show an analysis of multi-dimensional time series via entropy and statistical linguistic techniques. We define three markers encoding the behavior of the series, after it has been translated into a multi-dimensional symbolic sequence.…

Multimedia · Computer Science 2008-03-05 Marco Franciosi , Giulia Menconi

The growing need for synthetic time series, due to data augmentation or privacy regulations, has led to numerous generative models, frameworks, and evaluation measures alike. Objectively comparing these measures on a large scale remains an…

Machine Learning · Computer Science 2025-05-28 Michael Stenger , Robert Leppich , André Bauer , Samuel Kounev

Time series forecasting is crucial for the World Wide Web and represents a core technical challenge in ensuring the stable and efficient operation of modern web services, such as intelligent transportation and website throughput. However,…

Machine Learning · Computer Science 2026-02-13 Fan Zhang , Shiming Fan , Hua Wang

A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary bias suffered by conventional KDEs, while remaining simple…

Methodology · Statistics 2025-12-10 Léo R. Belzile , Christian Genest , Frédéric Ouimet , Donald Richards

The popularity of transformer-based text embeddings calls for better statistical tools for measuring distributions of such embeddings. One such tool would be a method for ranking texts within a corpus by centrality, i.e. assigning each text…

Computation and Language · Computer Science 2023-10-24 Parker Seegmiller , Sarah Masud Preum

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

Kernel mean embedding (KME) is a powerful tool to analyze probability measures for data, where the measures are conventionally embedded into a reproducing kernel Hilbert space (RKHS). In this paper, we generalize KME to that of von…

Machine Learning · Statistics 2020-07-30 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Yoshinobu Kawahara

This paper proposes a computationally efficient framework, based on interval analysis, for rigorous verification of nonlinear continuous-time dynamical systems with neural network controllers. Given a neural network, we use an existing…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Saber Jafarpour , Akash Harapanahalli , Samuel Coogan

Objective: Due to the non-linearity of numerous biomedical signals, non-linear analysis of multi-channel time series, notably multivariate multiscale entropy (mvMSE), has been extensively used in biomedical signal processing. However, mvMSE…

Quantitative Methods · Quantitative Biology 2017-04-14 Hamed Azami , Alberto Fernandez , Javier Escudero

In nonlinear dynamics, and to a lesser extent in other fields, a widely used measure of complexity is the Permutation Entropy. But there is still no known method to determine the accuracy of this measure. There has been little research on…

Methodology · Statistics 2017-11-22 Francisco Traversaro , Francisco Redelico

Noisy quantum annealing experiments on Rydberg atom arrays produce measurement outcomes that deviate from ideal distributions, complicating performance evaluation. To enable a data-driven benchmarking methodology for quantum devices that…

Quantum Physics · Physics 2026-02-06 Juyoung Park , Junwoo Jung , Jaewook Ahn

This paper proposes a consensus-based distributed nonlinear filter with kernel mean embedding (KME). This fills with gap of posterior density approximation with KME for distributed nonlinear dynamic systems. To approximate the posterior…

Systems and Control · Electrical Eng. & Systems 2023-12-05 Liping Guo , Jimin Wang , Yanlong Zhao , Ji-Feng Zhang
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