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We present the method of complementary ensemble empirical mode decomposition (CEEMD) and Hilbert-Huang transform (HHT) for analyzing nonstationary financial time series. This noise-assisted approach decomposes any time series into a number…

Computational Finance · Quantitative Finance 2021-05-25 Tim Leung , Theodore Zhao

Time series constitute a challenging data type for machine learning algorithms, due to their highly variable lengths and sparse labeling in practice. In this paper, we tackle this challenge by proposing an unsupervised method to learn…

Machine Learning · Computer Science 2020-01-06 Jean-Yves Franceschi , Aymeric Dieuleveut , Martin Jaggi

Deep time series metric learning is challenging due to the difficult trade-off between temporal invariance to nonlinear distortion and discriminative power in identifying non-matching sequences. This paper proposes a novel neural…

Computer Vision and Pattern Recognition · Computer Science 2021-06-22 Shinnosuke Matsuo , Xiaomeng Wu , Gantugs Atarsaikhan , Akisato Kimura , Kunio Kashino , Brian Kenji Iwana , Seiichi Uchida

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their…

Machine Learning · Computer Science 2024-07-18 Ching Chang , Chiao-Tung Chan , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Time series anomaly detection is critical for a wide range of applications. It aims to identify deviant samples from the normal sample distribution in time series. The most fundamental challenge for this task is to learn a representation…

Machine Learning · Computer Science 2023-10-12 Yiyuan Yang , Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

Unsupervised object-centric learning from videos is a promising approach to extract structured representations from large, unlabeled collections of videos. To support downstream tasks like autonomous control, these representations must be…

Computer Vision and Pattern Recognition · Computer Science 2025-03-19 Anna Manasyan , Maximilian Seitzer , Filip Radovic , Georg Martius , Andrii Zadaianchuk

Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing…

Machine Learning · Computer Science 2022-01-31 Kyeong-Joong Jeong , Yong-Min Shin

Robust cross-subject emotion recognition from multimodal physiological signals remains a challenging problem, primarily due to modality heterogeneity and inter-subject distribution shift. To tackle these challenges, we propose a novel…

Multimedia · Computer Science 2026-01-30 Jiahao Tang , Youjun Li , Yangxuan Zheng , Xiangting Fan , Siyuan Lu , Nuo Zhang , Zi-Gang Huang

The task of video prediction and generation is known to be notoriously difficult, with the research in this area largely limited to short-term predictions. Though plagued with noise and stochasticity, videos consist of features that are…

Machine Learning · Computer Science 2023-01-10 Alexey Zakharov , Qinghai Guo , Zafeirios Fountas

In the light of regularized dynamic time warping kernels, this paper re-considers the concept of time elastic centroid for a setof time series. We derive a new algorithm based on a probabilistic interpretation of kernel alignment matrices.…

Machine Learning · Computer Science 2019-07-12 Pierre-François Marteau

Time series anomaly detection is a critical task across various industrial domains. However, capturing temporal dependencies and multivariate correlations within patch-level representation learning remains underexplored, and reliance on…

Machine Learning · Computer Science 2026-02-04 Jinwoo Park , Hyeongwon Kang , Seung Hun Han , Pilsung Kang

Multivariate time series forecasting with hierarchical structure is widely used in real-world applications, e.g., sales predictions for the geographical hierarchy formed by cities, states, and countries. The hierarchical time series (HTS)…

Machine Learning · Computer Science 2023-10-10 Fan Zhou , Chen Pan , Lintao Ma , Yu Liu , Shiyu Wang , James Zhang , Xinxin Zhu , Xuanwei Hu , Yunhua Hu , Yangfei Zheng , Lei Lei , Yun Hu

Hyper-parameters of time series models play an important role in time series analysis. Slight differences in hyper-parameters might lead to very different forecast results for a given model, and therefore, selecting good hyper-parameter…

Machine Learning · Computer Science 2021-02-12 Peiyi Zhang , Xiaodong Jiang , Ginger M Holt , Nikolay Pavlovich Laptev , Caner Komurlu , Peng Gao , Yang Yu

Representation learning of textual networks poses a significant challenge as it involves capturing amalgamated information from two modalities: (i) underlying network structure, and (ii) node textual attributes. For this, most existing…

Computation and Language · Computer Science 2020-11-06 Tony Gracious , Ambedkar Dukkipati

Identifying the qualitative changes in time-series data provides insights into the dynamics associated with such data. Such qualitative changes can be detected through topological approaches, which first embed the data into a…

Data Analysis, Statistics and Probability · Physics 2019-03-27 Quoc Hoan Tran , Yoshihiko Hasegawa

Spatiotemporal time series forecasting plays a key role in a wide range of real-world applications. While significant progress has been made in this area, fully capturing and leveraging spatiotemporal heterogeneity remains a fundamental…

Machine Learning · Computer Science 2024-09-04 Zheng Dong , Renhe Jiang , Haotian Gao , Hangchen Liu , Jinliang Deng , Qingsong Wen , Xuan Song

This paper addresses the challenges of complex dependencies and diverse anomaly patterns in cloud service environments by proposing a dependency modeling and anomaly detection method that integrates contrastive learning. The method…

Machine Learning · Computer Science 2025-10-16 Yue Xing , Yingnan Deng , Heyao Liu , Ming Wang , Yun Zi , Xiaoxuan Sun

One main challenge in time series anomaly detection (TSAD) is the lack of labelled data in many real-life scenarios. Most of the existing anomaly detection methods focus on learning the normal behaviour of unlabelled time series in an…

Machine Learning · Computer Science 2024-09-04 Zahra Zamanzadeh Darban , Geoffrey I. Webb , Shirui Pan , Charu C. Aggarwal , Mahsa Salehi

Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…

Machine Learning · Computer Science 2015-03-12 Josif Grabocka , Lars Schmidt-Thieme

Unsupervised domain adaptation (UDA) aims at learning a machine learning model using a labeled source domain that performs well on a similar yet different, unlabeled target domain. UDA is important in many applications such as medicine,…

Machine Learning · Computer Science 2023-02-08 Yilmazcan Ozyurt , Stefan Feuerriegel , Ce Zhang