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Time series classification with missing data is a prevalent issue in time series analysis, as temporal data often contain missing values in practical applications. The traditional two-stage approach, which handles imputation and…

Machine Learning · Computer Science 2024-08-13 Pengshuai Yao , Mengna Liu , Xu Cheng , Fan Shi , Huan Li , Xiufeng Liu , Shengyong Chen

The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is…

Machine Learning · Statistics 2013-07-02 José Miguel Hernández-Lobato , James Robert Lloyd , Daniel Hernández-Lobato

As diverse high-performance computing (HPC) systems are built, many opportunities arise for applications to solve larger problems than ever before. Given the significantly increased complexity of these HPC systems and application tuning,…

Machine Learning · Computer Science 2024-01-10 Thomas Randall , Jaehoon Koo , Brice Videau , Michael Kruse , Xingfu Wu , Paul Hovland , Mary Hall , Rong Ge , Prasanna Balaprakash

We present the Temporal Graph Benchmark (TGB), a collection of challenging and diverse benchmark datasets for realistic, reproducible, and robust evaluation of machine learning models on temporal graphs. TGB datasets are of large scale,…

Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the…

Methodology · Statistics 2018-09-18 Hejian Sang , Jae Kwang Kim

Granger causal modeling is an emerging topic that can uncover Granger causal relationship behind multivariate time series data. In many real-world systems, it is common to encounter a large amount of multivariate time series data collected…

Machine Learning · Computer Science 2021-02-11 Yunfei Chu , Xiaowei Wang , Jianxin Ma , Kunyang Jia , Jingren Zhou , Hongxia Yang

Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due…

Machine Learning · Statistics 2021-04-21 Xinyu Chen , Lijun Sun

Missing data in time series is a pervasive problem that puts obstacles in the way of advanced analysis. A popular solution is imputation, where the fundamental challenge is to determine what values should be filled in. This paper proposes…

Machine Learning · Computer Science 2023-07-06 Wenjie Du , David Cote , Yan Liu

Causal discovery algorithms estimate causal graphs from observational data. This can provide a valuable complement to analyses focussing on the causal relation between individual treatment-outcome pairs. Constraint-based causal discovery…

Methodology · Statistics 2021-08-31 Janine Witte , Ronja Foraita , Vanessa Didelez

Multitask learning (MTL) aims to develop a unified model that can handle a set of closely related tasks simultaneously. By optimizing the model across multiple tasks, MTL generally surpasses its non-MTL counterparts in terms of…

Machine Learning · Computer Science 2023-10-11 Chin-Chia Michael Yeh , Xin Dai , Yan Zheng , Junpeng Wang , Huiyuan Chen , Yujie Fan , Audrey Der , Zhongfang Zhuang , Liang Wang , Wei Zhang

Missing data in time-series analysis poses significant challenges, affecting the reliability of downstream applications. Imputation, the process of estimating missing values, has emerged as a key solution. This paper introduces BRATI, a…

Machine Learning · Computer Science 2025-01-10 Armando Collado-Villaverde , Pablo Muñoz , Maria D. R-Moreno

Errors are common in time series due to unreliable sensor measurements. Existing methods focus on univariate data but do not utilize the correlation between dimensions. Cleaning each dimension separately may lead to a less accurate result,…

Databases · Computer Science 2024-11-05 Aoqian Zhang , Zexue Wu , Yifeng Gong , Ye Yuan , Guoren Wang

Missing values are pervasive in large-scale time-series data, posing challenges for reliable analysis and decision-making. Many neural architectures have been designed to model and impute the complex and heterogeneous missingness patterns…

Machine Learning · Computer Science 2026-02-26 Joseph Arul Raj , Linglong Qian , Zina Ibrahim

As more Intensive Care Unit (ICU) data becomes available, the interest in developing clinical prediction models to improve healthcare protocols increases. However, the lack of data quality still hinders clinical prediction using Machine…

Motivated by modern data forms such as images and multi-view data, the multi-attribute graphical model aims to explore the conditional independence structure among vectors. Under the Gaussian assumption, the conditional independence between…

Machine Learning · Statistics 2024-04-11 Qi Zhang , Bing Li , Lingzhou Xue

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Contrastive learning, as a self-supervised learning paradigm, becomes popular for Multivariate Time-Series (MTS) classification. It ensures the consistency across different views of unlabeled samples and then learns effective…

Machine Learning · Computer Science 2024-01-11 Yucheng Wang , Yuecong Xu , Jianfei Yang , Min Wu , Xiaoli Li , Lihua Xie , Zhenghua Chen

High-dimensional mixed data as a combination of both continuous and ordinal variables are widely seen in many research areas such as genomic studies and survey data analysis. Estimating the underlying correlation among mixed data is hence…

Methodology · Statistics 2018-09-18 Xiaoyun Quan , James G. Booth , Martin T. Wells
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