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Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…

Artificial Intelligence · Computer Science 2025-11-12 Jinbo Li , Hesam Izakian , Witold Pedrycz , Iqbal Jamal

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Cross-validation (CV) is a widely-used method of predictive assessment based on repeated model fits to different subsets of the available data. CV is applicable in a wide range of statistical settings. However, in cases where data are not…

Methodology · Statistics 2025-04-23 Alex Cooper , Aki Vehtari , Catherine Forbes

Cross-validation (CV) is one of the main tools for performance estimation and parameter tuning in machine learning. The general recipe for computing CV estimate is to run a learning algorithm separately for each CV fold, a computationally…

Machine Learning · Statistics 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for…

Machine Learning · Computer Science 2025-10-15 Beibu Li , Qichao Shentu , Yang Shu , Hui Zhang , Ming Li , Ning Jin , Bin Yang , Chenjuan Guo

As a technique that can compactly represent complex patterns, machine learning has significant potential for predictive inference. K-fold cross-validation (CV) is the most common approach to ascertaining the likelihood that a machine…

Machine Learning · Statistics 2026-04-24 Juan M Gorriz , R. Martin Clemente , F Segovia , J Ramirez , A Ortiz , J. Suckling

The analysis of physiological processes over time are often given by spectrometric or gene expression profiles over time with only few time points but a large number of measured variables. The analysis of such temporal sequences is…

Machine Learning · Computer Science 2011-10-12 F. -M. Schleif , A. Gisbrecht , B. Hammer

To effectively address the issues of low sensitivity and high time consumption in time series anomaly detection, we propose an anomaly detection method based on cross-modal deep metric learning. A cross-modal deep metric learning feature…

Machine Learning · Computer Science 2025-09-17 Wei Li , Zheze Yang

We propose a novel framework to classify large-scale time series data with long duration. Long time seriesclassification (L-TSC) is a challenging problem because the dataoften contains a large amount of irrelevant information to…

Artificial Intelligence · Computer Science 2021-11-23 Yuansheng Zhu , Weishi Shi , Deep Shankar Pandey , Yang Liu , Xiaofan Que , Daniel E. Krutz , Qi Yu

Detection of anomaly events is relevant for public safety and requires a combination of fine-grained motion information and contextual events at variable time-scales. To this end, we propose a Multi-Timescale Feature Learning (MTFL) method…

Computer Vision and Pattern Recognition · Computer Science 2025-10-29 Yiling Zhang , Erkut Akdag , Egor Bondarev , Peter H. N. De With

Cross-modal retrieval maps data under different modality via semantic relevance. Existing approaches implicitly assume that data pairs are well-aligned and ignore the widely existing annotation noise, i.e., noisy correspondence (NC).…

Computer Vision and Pattern Recognition · Computer Science 2025-06-12 Shuai Lyu , Zijing Tian , Zhonghong Ou , Yifan Zhu , Xiao Zhang , Qiankun Ha , Haoran Luo , Meina Song

Time series classification (TSC) aims to predict the class label of a given time series, which is critical to a rich set of application areas such as economics and medicine. State-of-the-art TSC methods have mostly focused on classification…

Machine Learning · Computer Science 2021-06-01 Nestor Cabello , Elham Naghizade , Jianzhong Qi , Lars Kulik

Multivariant time series (MTS) data are usually incomplete in real scenarios, and imputing the incomplete MTS is practically important to facilitate various time series mining tasks. Recently, diffusion model-based MTS imputation methods…

Machine Learning · Computer Science 2024-05-24 S. Zhang , S. Wang , H. Miao , H. Chen , C. Fan , J. Zhang

Massive key performance indicators (KPIs) are monitored as multivariate time series data (MTS) to ensure the reliability of the software applications and service system. Accurately detecting the abnormality of MTS is very critical for…

Machine Learning · Computer Science 2023-08-28 Haotian Si , Changhua Pei , Zhihan Li , Yadong Zhao , Jingjing Li , Haiming Zhang , Zulong Diao , Jianhui Li , Gaogang Xie , Dan Pei

Multivariate Time Series (MTS) anomaly detection focuses on pinpointing samples that diverge from standard operational patterns, which is crucial for ensuring the safety and security of industrial applications. The primary challenge in this…

Machine Learning · Computer Science 2024-04-19 Haili Sun , Yan Huang , Lansheng Han , Cai Fu , Chunjie Zhou

K-fold cross validation (CV) is a popular method for estimating the true performance of machine learning models, allowing model selection and parameter tuning. However, the very process of CV requires random partitioning of the data and so…

Computation and Language · Computer Science 2018-06-20 Henry B. Moss , David S. Leslie , Paul Rayson

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in…

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

Computation · Statistics 2025-08-08 David Kepplinger , Siqi Wei

Time series classification (TSC) performance depends not only on architectural design but also on the diversity of input representations. In this work, we propose a scalable multi-scale convolutional framework that systematically integrates…

Machine Learning · Computer Science 2026-03-26 Celal Alagöz , Mehmet Kurnaz , Farhan Aadil

Multimodal time series (MTS) anomaly detection is crucial for maintaining the safety and stability of working devices (e.g., water treatment system and spacecraft), whose data are characterized by multivariate time series with diverse…

Machine Learning · Computer Science 2023-10-18 Chaoyue Ding , Shiliang Sun , Jing Zhao