Related papers: Inferring the Most Similar Variable-length Subsequ…
We consider the problem of change-point detection in multivariate time-series. The multivariate distribution of the observations is supposed to follow a graphical model, whose graph and parameters are affected by abrupt changes throughout…
Time series classification is a field which has drawn much attention over the past decade. A new approach for classification of time series uses classification trees based on shapelets. A shapelet is a subsequence extracted from one of the…
All-pairs similarity problem asks to find all vector pairs in a set of vectors the similarities of which surpass a given similarity threshold, and it is a computational kernel in data mining and information retrieval for several tasks. We…
When can we say that two neural systems perform a task in the same way? What nuances do we miss when we fail to causally probe the representations of the systems, and how do we establish bidirectional causal relationships? In this work, we…
The paper presents a time-series-based classification approach to identify similarities in pairs of simulated human-generated patterns. An example for a pattern is a time-series representing a heart rate during a specific time-range,…
Massively parallel hardware (GPUs) and long sequence data have made parallel algorithms essential for machine learning at scale. Yet dynamical systems, like recurrent neural networks and Markov chain Monte Carlo, were thought to suffer from…
In this paper, we propose to learn a Mahalanobis distance to perform alignment of multivariate time series. The learning examples for this task are time series for which the true alignment is known. We cast the alignment problem as a…
When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…
As a fundamental problem in many different fields, link prediction aims to estimate the likelihood of an existing link between two nodes based on the observed information. Since this problem is related to many applications ranging from…
Subsequence-based time series classification algorithms provide accurate and interpretable models, but training these models is extremely computation intensive. The asymptotic time complexity of subsequence-based algorithms remains a…
The similarity between a pair of time series, i.e., sequences of indexed values in time order, is often estimated by the dynamic time warping (DTW) distance, instead of any in the well-studied family of measures including the longest common…
Sequence comparison is a prerequisite to virtually all comparative genomic analyses. It is often realized by sequence alignment techniques, which are computationally expensive. This has led to increased research into alignment-free…
Tasking machine learning to predict segments of a time series requires estimating the parameters of a ML model with input/output pairs from the time series. Using the equivalence between statistical data assimilation and supervised machine…
Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task…
Optimal multiple sequence alignment by dynamic programming, like many highly dimensional scientific computing problems, has failed to benefit from the improvements in computing performance brought about by multi-processor systems, due to…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
Bu{\ss} et al [KDD 2020] recently proved that the problem of computing the betweenness of all nodes of a temporal graph is computationally hard in the case of foremost and fastest paths, while it is solvable in time O(n 3 T 2 ) in the case…
Effectively searching time-series data is essential for system analysis; however, traditional methods often require domain expertise to define search criteria. Recent advancements have enabled natural language-based search, but these…
Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…
In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…