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Concept drift detection has attracted considerable attention due to its importance in many real-world applications such as health monitoring and fault diagnosis. Conventionally, most advanced approaches will be of poor performance when the…
This paper introduces PROTEUS, a fully automated system that produces data-driven hypotheses from raw data files. We apply PROTEUS to clinical proteogenomics, a field where effective downstream data analysis and hypothesis proposal is…
Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still…
We consider the problem of efficient financial surveillance aimed at "on-the-go" detection of structural breaks (anomalies) in "live"-monitored financial time series. With the problem approached statistically, viz. as that of multi-cyclic…
In industrial equipment monitoring, fault diagnosis is critical for ensuring system reliability and enabling predictive maintenance. However, the scarcity of fault data, due to the rarity of fault events and the high cost of data…
As machine learning models increasingly replace traditional business logic in the production system, their lifecycle management is becoming a significant concern. Once deployed into production, the machine learning models are constantly…
The ability to detect and adapt to changes in data distributions is crucial to maintain the accuracy and reliability of machine learning models. Detection is generally approached by observing the drift of model performance from a global…
Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…
Missing values, widely called as \textit{sparsity} in literature, is a common characteristic of many real-world datasets. Many imputation methods have been proposed to address this problem of data incompleteness or sparsity. However, the…
Detecting concept drift is a well known problem that affects production systems. However, two important issues that are frequently not addressed in the literature are 1) the detection of drift when the labels are not immediately available;…
This paper investigates a financial market where returns depend on an unobservable Gaussian drift process. While the observation of returns yields information about the underlying drift, we also incorporate discrete-time expert opinions as…
Predictive models often degrade in performance due to evolving data distributions, a phenomenon known as data drift. Among its forms, concept drift, where the relationship between explanatory variables and the response variable changes, is…
Financial datasets often suffer from bias that can lead to unfair decision-making in automated systems. In this work, we propose FairFinGAN, a WGAN-based framework designed to generate synthetic financial data while mitigating bias with…
Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted…
Recent advances in generative models have sparked research on improving model fairness with AI-generated data. However, existing methods often face limitations in the diversity and quality of synthetic data, leading to compromised fairness…
Anomaly detection in multimedia datasets is a widely studied area. Yet, the concept drift challenge in data has been ignored or poorly handled by the majority of the anomaly detection frameworks. The state-of-the-art approaches assume that…
Nowadays with a growing number of online controlling systems in the organization and also a high demand of monitoring and stats facilities that uses data streams to log and control their subsystems, data stream mining becomes more and more…
We study the problem of generating synthetic time series that reproduce both marginal distributions and temporal dynamics, a central challenge in financial machine learning. Existing approaches typically fail to jointly model drift and…
In the realm of time series analysis, tackling the phenomenon of concept drift poses a significant challenge. Concept drift -- characterized by the evolving statistical properties of time series data, affects the reliability and accuracy of…
Detecting drifts in data is essential for machine learning applications, as changes in the statistics of processed data typically has a profound influence on the performance of trained models. Most of the available drift detection methods…