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Given a pair of multivariate time-series data of the same length and dimensions, an approach is proposed to select variables and time intervals where the two series are significantly different. In applications where one time series is an…

Methodology · Statistics 2024-12-11 Kensuke Mitsuzawa , Margherita Grossi , Stefano Bortoli , Motonobu Kanagawa

Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…

Statistical Finance · Quantitative Finance 2022-11-03 Mostafa Shabani , Martin Magris , George Tzagkarakis , Juho Kanniainen , Alexandros Iosifidis

Our increasingly digital and connected world has led to the generation of unprecedented amounts of data. This data must be efficiently managed, transmitted, and stored to preserve resources and allow scalability. Data compression has…

Information Theory · Computer Science 2025-10-09 Jonas G. Matt , Pengcheng Huang , Balz Maag

Starting from a dataset with input/output time series generated by multiple deterministic linear dynamical systems, this paper tackles the problem of automatically clustering these time series. We propose an extension to the so-called…

Systems and Control · Computer Science 2018-03-09 Oliver Lauwers , Bart De Moor

The ubiquity of sequences in many domains enhances significant recent interest in sequence learning, for which a basic problem is how to measure the distance between sequences. Dynamic time warping (DTW) aligns two sequences by nonlinear…

Machine Learning · Computer Science 2017-03-06 Zhichen Gong , Huanhuan Chen

Similarity search is an important problem in information retrieval. This similarity is based on a distance. Symbolic representation of time series has attracted many researchers recently, since it reduces the dimensionality of these high…

Information Retrieval · Computer Science 2010-06-18 Muhammad Marwan Muhammad Fuad , Pierre-François Marteau

In this paper, we focus on the task of extracting visual correspondences across videos. Given a query video clip from an action class, we aim to align it with training videos in space and time. Obtaining training data for such a…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Senthil Purushwalkam , Tian Ye , Saurabh Gupta , Abhinav Gupta

Locally adapted parameterizations of a model (such as locally weighted regression) are expressive but often suffer from high variance. We describe an approach for reducing the variance, based on the idea of estimating simultaneously a…

Machine Learning · Computer Science 2012-07-03 Doina Precup , Philip Bachman

This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…

Probability · Mathematics 2017-11-16 James E. Johndrow , Jonathan C. Mattingly

In the last years there has been a considerable increase in the availability of continuous sensor measurements in a wide range of application domains, such as Location-Based Services (LBS), medical monitoring systems, manufacturing plants…

Databases · Computer Science 2015-03-20 Michele Dallachiesa , Besmira Nushi , Katsiaryna Mirylenka , Themis Palpanas

Storyline visualizations are a popular way of visualizing characters and their interactions over time: Characters are drawn as x-monotone curves and interactions are visualized through close proximity of the corresponding character curves…

Computational Geometry · Computer Science 2023-03-01 Alexander Dobler , Martin Nöllenburg , Daniel Stojanovic , Anaïs Villedieu , Jules Wulms

In the era of rapidly increasing amounts of time series data, classification of variable objects has become the main objective of time-domain astronomy. Classification of irregularly sampled time series is particularly difficult because the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-21 Sven Dennis Kügler , Nikos Gianniotis , Kai Lars Polsterer

I outline a signal resampling strategy for aligning event times between time series trials in contexts where significant event times like onsets and offsets vary between trials. These variations prevent direct comparisons of trials in…

Signal Processing · Electrical Eng. & Systems 2023-02-02 Eric Easthope

We study a set of linear transformations on the Fourier series representation of a sequence that can be used as the basis for similarity queries on time-series data. We show that our set of transformations is rich enough to formulate…

Databases · Computer Science 2007-05-23 Davood Rafiei , Alberto Mendelzon

The previous decade has brought a remarkable increase of the interest in applications that deal with querying and mining of time series data. Many of the research efforts in this context have focused on introducing new representation…

Artificial Intelligence · Computer Science 2015-03-17 Xiaoyue Wang , Hui Ding , Goce Trajcevski , Peter Scheuermann , Eamonn Keogh

Counterfactual explanations are increasingly proposed as interpretable mechanisms to achieve algorithmic recourse. However, current counterfactual techniques for time series classification are predominantly designed with static data…

Machine Learning · Computer Science 2025-12-17 Emmanuel C. Chukwu , Rianne M. Schouten , Monique Tabak , Mykola Pechenizkiy

Forecast reconciliation has attracted significant research interest in recent years, with most studies taking the hierarchy of time series as given. We extend existing work that uses time series clustering to construct hierarchies, with the…

Methodology · Statistics 2024-09-10 Bohan Zhang , Anastasios Panagiotelis , Han Li

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

We present a novel approach for time series classification where we represent time series data as plot images and feed them to a simple CNN, outperforming several state-of-the-art methods. We propose a simple and highly replicable way of…

Computer Vision and Pattern Recognition · Computer Science 2021-02-09 Nuno M. Rodrigues , João E. Batista , Leonardo Trujillo , Bernardo Duarte , Mario Giacobini , Leonardo Vanneschi , Sara Silva

Recently, the visibility graph has been introduced as a novel view for analyzing time series, which maps it to a complex network. In this paper, we introduce new algorithm of visibility, "cross-visibility", which reveals the conjugation of…

Data Analysis, Statistics and Probability · Physics 2015-06-12 Saeed Mehraban , Amirhossein Shirazi , Maryam Zamani , Gholamreza Jafari