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Finding the most similar subsequences between two multidimensional time series has many applications: e.g. capturing dependency in stock market or discovering coordinated movement of baboons. Considering one pattern occurring in one time…

Machine Learning · Computer Science 2025-05-19 Thanadej Rattanakornphan , Piyanon Charoenpoonpanich , Chainarong Amornbunchornvej

Time series are ubiquitous, and a measure to assess their similarity is a core part of many computational systems. In particular, the similarity measure is the most essential ingredient of time series clustering and classification systems.…

Machine Learning · Computer Science 2016-05-18 Joan Serrà , Josep Lluis Arcos

Classification of time series is a growing problem in different disciplines due to the progressive digitalization of the world. Currently, the state-of-the-art in time series classification is dominated by The Hierarchical Vote Collective…

Machine Learning · Computer Science 2021-10-18 Francisco J. Baldán , José M. Benítez

Time series data are prevalent across various domains and often encompass large datasets containing multiple time-dependent features in each sample. Exploring time-varying data is critical for data science practitioners aiming to understand…

Graphics · Computer Science 2025-09-26 Evandro S. Ortigossa , Fábio F. Dias , Diego C. Nascimento , Luis Gustavo Nonato

Time series and signals are attracting more attention across statistics, machine learning and pattern recognition as it appears widely in the industry especially in sensor and IoT related research and applications, but few advances has been…

Machine Learning · Computer Science 2018-08-15 Lu Liu , Zhiguang Wang

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time…

Machine Learning · Computer Science 2025-07-02 Sixun Dong , Wei Fan , Teresa Wu , Yanjie Fu

Data summarization is the process of generating interpretable and representative subsets from a dataset. Existing time series summarization approaches often search for recurring subsequences using a set of manually devised similarity…

Machine Learning · Computer Science 2023-08-29 Alireza Ghods , Trong Nghia Hoang , Diane Cook

Extracting and visualizing informative insights from temporal event sequences becomes increasingly difficult when data volume and variety increase. Besides dealing with high event type cardinality and many distinct sequences, it can be…

Human-Computer Interaction · Computer Science 2017-10-18 Andreas Mathisen , Kaj Grønbæk

Recently there has been an increase in the studies on time-series data mining specifically time-series clustering due to the vast existence of time-series in various domains. The large volume of data in the form of time-series makes it…

Machine Learning · Computer Science 2019-12-06 Hossein Kamalzadeh , Abbas Ahmadi , Saeed Mansour

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

In this work, we introduce metrics to evaluate the use of simplified time series in the context of interpretability of a TSC -- a Time Series Classifier. Such simplifications are important because time series data, in contrast to text and…

Machine Learning · Computer Science 2025-11-04 Brigt Håvardstun , Felix Marti-Perez , Cèsar Ferri , Jan Arne Telle

Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…

Machine Learning · Computer Science 2020-10-13 Nuno Mota Goncalves , Ioana Giurgiu , Anika Schumann

Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of…

Machine Learning · Computer Science 2019-10-11 Chang Wei Tan , Francois Petitjean , Eamonn Keogh , Geoffrey I. Webb

We propose an approach for multiple sequence alignment (MSA) derived from the dynamic time warping viewpoint and recent techniques of curve synchronization developed in the context of functional data analysis. Starting from pairwise…

Applications · Statistics 2017-01-09 Ana Arribas-Gil , Catherine Matias

This article proposes and studies warped-linear models for time series classification. The proposed models are time-warp invariant analogues of linear models. Their construction is in line with time series averaging and extensions of…

Machine Learning · Computer Science 2017-11-28 Brijnesh J. Jain

Temporal data are naturally everywhere, especially in the digital era that sees the advent of big data and internet of things. One major challenge that arises during temporal data analysis and mining is the comparison of time series or…

Machine Learning · Computer Science 2017-11-15 Saeid Soheily-Khah , Pierre-François Marteau

Comparing many long time series is challenging to do by hand. Clustering time series enables data analysts to discover relevance between and anomalies among multiple time series. However, even after reasonable clustering, analysts have to…

Human-Computer Interaction · Computer Science 2019-08-16 Nicholas Ruta , Naoko Sawada , Katy McKeough , Michael Behrisch , Johanna Beyer

Periodic and semi periodic patterns are very common in nature. In this paper we introduce a topological toolbox aiming in detecting and quantifying periodicity. The presented technique is of a general nature and may be employed wherever…

Algebraic Topology · Mathematics 2019-05-30 Paweł Dłotko , Wanling Qiu , Simon Rudkin

We study the problem of coincidence detection in time series data, where we aim to determine whether the appearance of simultaneous or near-simultaneous events in two time series is indicative of some shared underlying signal or…

Statistics Theory · Mathematics 2026-01-21 Ruiting Liang , Samuel Dyson , Rina Foygel Barber , Daniel E. Holz

Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

Statistics Theory · Mathematics 2015-03-19 Yingcun Xia , Howell Tong