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Detecting changes in high-dimensional time series is difficult because it involves the comparison of probability densities that need to be estimated from finite samples. In this paper, we present the first feature extraction method tailored…

Machine Learning · Computer Science 2015-03-19 Duncan Blythe , Paul von Bünau , Frank Meinecke , Klaus-Robert Müller

Time series forecasting is extensively applied across diverse domains. Transformer-based models demonstrate significant potential in modeling cross-time and cross-variable interaction. However, we notice that the cross-variable correlation…

Machine Learning · Computer Science 2024-10-08 Ao Hu , Dongkai Wang , Yong Dai , Shiyi Qi , Liangjian Wen , Jun Wang , Zhi Chen , Xun Zhou , Zenglin Xu , Jiang Duan

This study introduces a novel expert generation method that dynamically reduces task and computational complexity without compromising predictive performance. It is based on a new hierarchical classification network topology that combines…

Machine Learning · Computer Science 2024-11-21 André Kelm , Niels Hannemann , Bruno Heberle , Lucas Schmidt , Tim Rolff , Christian Wilms , Ehsan Yaghoubi , Simone Frintrop

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

The challenges in feature selection, particularly in balancing model accuracy, interpretability, and computational efficiency, remain a critical issue in advancing machine learning methodologies. To address these complexities, this study…

Machine Learning · Computer Science 2026-01-06 Nachiket Kapure , Harsh Joshi , Parul Kumari , Rajeshwari Mistri , Manasi Mali

Modeling and forecasting interval-valued time series (ITS) have attracted considerable attention due to their growing presence in various contexts. To the best of our knowledge, there have been no efforts to model large-scale ITS. In this…

Machine Learning · Statistics 2025-04-07 Wan Tian , Zhongfeng Qin

In this work we propose a simple unsupervised approach for next frame prediction in video. Instead of directly predicting the pixels in a frame given past frames, we predict the transformations needed for generating the next frame in a…

Machine Learning · Computer Science 2023-02-07 Joost van Amersfoort , Anitha Kannan , Marc'Aurelio Ranzato , Arthur Szlam , Du Tran , Soumith Chintala

Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large…

Machine Learning · Statistics 2018-05-15 Anthony Tompkins , Fabio Ramos

In this paper, we present a novel approach for object recognition in real-time by employing multilevel feature analysis and demonstrate the practicality of adapting feature extraction into a Naive Bayesian classification framework that…

Computer Vision and Pattern Recognition · Computer Science 2017-10-31 Yang Cheng , Timeo Dubois

Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied…

Machine Learning · Computer Science 2018-10-23 Ehsan Hoseinzade , Saman Haratizadeh

Time series classification (TSC), the problem of predicting class labels of time series, has been around for decades within the community of data mining and machine learning, and found many important applications such as biomedical…

Computer Vision and Pattern Recognition · Computer Science 2016-05-12 Zhicheng Cui , Wenlin Chen , Yixin Chen

Atmospheric processes involve both space and time. This is why human analysis of atmospheric imagery can often extract more information from animated loops of image sequences than from individual images. Automating such an analysis requires…

Computer Vision and Pattern Recognition · Computer Science 2022-10-26 Akansha Singh Bansal , Yoonjin Lee , Kyle Hilburn , Imme Ebert-Uphoff

Regression methods for interval-valued data have been increasingly studied in recent years. As most of the existing works focus on linear models, it is important to note that many problems in practice are nonlinear in nature and therefore…

Methodology · Statistics 2022-01-11 Chih-Ching Yeh , Yan Sun , Adele Cutler

The goal of data selection is to capture the most structural information from a set of data. This paper presents a fast and accurate data selection method, in which the selected samples are optimized to span the subspace of all data. We…

Computer Vision and Pattern Recognition · Computer Science 2018-11-30 Mohsen Joneidi , Alireza Zaeemzadeh , Nazanin Rahnavard , Mubarak Shah

A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across…

Machine Learning · Computer Science 2017-11-10 Ben D. Fulcher , Nick S. Jones

Time series data is one of the most popular data modalities in critical domains such as industry and medicine. The demand for algorithms that not only exhibit high accuracy but also offer interpretability is crucial in such fields, as…

Machine Learning · Computer Science 2025-11-05 Bartłomiej Małkus , Szymon Bobek , Grzegorz J. Nalepa

Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…

Machine Learning · Computer Science 2024-04-29 Chenxi Sun , Hongyan Li , Yaliang Li , Shenda Hong

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

In this paper, we provide a novel Model-free approach based on Deep Neural Network (DNN) to accomplish point prediction and prediction interval under a general regression setting. Usually, people rely on parametric or non-parametric models…

Machine Learning · Statistics 2024-09-13 Kejin Wu , Dimitris N. Politis

The purpose of feature extraction on convolutional neural networks is to reuse deep representations learnt for a pre-trained model to solve a new, potentially unrelated problem. However, raw feature extraction from all layers is unfeasible…

Neural and Evolutionary Computing · Computer Science 2019-11-11 Victor Gimenez-Abalos , Armand Vilalta , Dario Garcia-Gasulla , Jesus Labarta , Eduard Ayguadé