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Related papers: Time-causal and time-recursive wavelets

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This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of…

Methodology · Statistics 2024-03-14 Guy P Nason , James L. Wei

Temporal networks are a class of time-varying networks, which change their topology according to a given time-ordered sequence of static networks (known as subsystems). This paper investigates the reachability and controllability of…

Systems and Control · Electrical Eng. & Systems 2024-05-27 Yuan Zhang , Yuanqing Xia , Long Wang

Representations that can compactly and effectively capture the temporal evolution of semantic content are important to computer vision and machine learning algorithms that operate on multi-variate time-series data. We investigate such…

Computer Vision and Pattern Recognition · Computer Science 2018-03-30 Anoop Cherian , Suvrit Sra , Stephen Gould , Richard Hartley

While working within the spatial domain can pose problems associated with ill-conditioned scores caused by power-law decay, recent advances in diffusion-based generative models have shown that transitioning to the wavelet domain offers a…

Artificial Intelligence · Computer Science 2024-11-15 Xiongye Xiao , Shixuan Li , Luzhe Huang , Gengshuo Liu , Trung-Kien Nguyen , Yi Huang , Di Chang , Mykel J. Kochenderfer , Paul Bogdan

Causal inference permits us to discover covert relationships of various variables in time series. However, in most existing works, the variables mentioned above are the dimensions. The causality between dimensions could be cursory, which…

Machine Learning · Computer Science 2023-09-14 Yuanhao Liu , Dehui Du , Zihan Jiang , Anyan Huang , Yiyang Li

The ever increasing adoption of mobile technologies and ubiquitous services allows to sense human behavior at unprecedented levels of details and scale. Wearable sensors are opening up a new window on human mobility and proximity at the…

Physics and Society · Physics 2015-06-15 Alain Barrat , Ciro Cattuto

Reachable set computation is an important tool for analyzing control systems. Simulating a control system can show general trends, but a formal tool like reachability analysis can provide guarantees of correctness. Reachability analysis for…

Systems and Control · Electrical Eng. & Systems 2025-05-07 Chelsea Sidrane , Jana Tumova

Analyzing sequential data is crucial in many domains, particularly due to the abundance of data collected from the Internet of Things paradigm. Time series classification, the task of categorizing sequential data, has gained prominence,…

Machine Learning · Computer Science 2024-06-21 Venkata Ragavendra Vavilthota , Ranjith Ramanathan , Sathyanarayanan N. Aakur

Network representations can help reveal the behavior of complex systems. Useful information can be derived from the network properties and invariants, such as components, clusters or cliques, as well as from their changes over time. The…

Social and Information Networks · Computer Science 2019-03-18 Luis Ramada Pereira , Rui J. Lopes , Jorge Louçã

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…

Machine Learning · Computer Science 2025-02-03 Kunpeng Xu , Lifei Chen , Shengrui Wang

In this study, we perform some analysis for the probability distributions in the space of frequency and time variables. However, in the domain of high frequencies, it behaves in such a way as the highly non-linear dynamics. The wavelet…

General Finance · Quantitative Finance 2024-11-22 Tatsuru Kikuchi

We consider the problem of causal structure learning in the setting of heterogeneous populations, i.e., populations in which a single causal structure does not adequately represent all population members, as is common in biological and…

Machine Learning · Statistics 2022-02-21 Alex Markham , Richeek Das , Moritz Grosse-Wentrup

We consider a bivariate time series $(X_t,Y_t)$ that is given by a simple linear autoregressive model. Assuming that the equations describing each variable as a linear combination of past values are considered structural equations, there is…

Statistics Theory · Mathematics 2018-04-12 Dominik Janzing , Paul Rubenstein , Bernhard Schölkopf

The task of clustering unlabeled time series and sequences entails a particular set of challenges, namely to adequately model temporal relations and variable sequence lengths. If these challenges are not properly handled, the resulting…

Machine Learning · Statistics 2019-02-19 Daniel J. Trosten , Andreas S. Strauman , Michael Kampffmeyer , Robert Jenssen

The use of deep neural networks to make high risk decisions creates a need for global and local explanations so that users and experts have confidence in the modeling algorithms. We introduce a novel technique to find global and local…

Machine Learning · Computer Science 2019-08-15 Xochitl Watts , Freddy Lecue

We consider continuous-time survival or more general event-history settings, where the aim is to infer the causal effect of a time-dependent treatment process. This is formalised as the effect on the outcome event of a (possibly…

Methodology · Statistics 2024-04-23 Kjetil Røysland , Pål Ryalen , Mari Nygård , Vanessa Didelez

In the present paper, details are given on the implementation of a wavelet-based analysis tailored to the processing of acoustical signals. The family of the suitable wavelets (`Reimann wavelets') are obtained in the time domain from a…

Sound · Computer Science 2015-10-01 Evangelos Matsinos

Time series are an interesting frontier for kernel-based methods, for the simple reason that there is no kernel designed to represent them and their unique characteristics in full generality. Existing sequential kernels ignore the time…

Machine Learning · Statistics 2020-04-21 Ahmed Guecioueur , Franz J. Király

When analyzing temporal networks, a fundamental task is the identification of dense structures (i.e., groups of vertices that exhibit a large number of links), together with their temporal span (i.e., the period of time for which the high…

Data Structures and Algorithms · Computer Science 2020-12-09 Edoardo Galimberti , Martino Ciaperoni , Alain Barrat , Francesco Bonchi , Ciro Cattuto , Francesco Gullo

We present a framework for constructing physics and causally constrained neural models of turbulent dynamical systems from data. We first formulate a finite-time flow map with strict energy-preserving nonlinearities for stable modeling of…

Chaotic Dynamics · Physics 2026-04-15 Fabrizio Falasca , Laure Zanna