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Despite the eminent successes of deep neural networks, many architectures are often hard to transfer to irregularly-sampled and asynchronous time series that commonly occur in real-world datasets, especially in healthcare applications. This…

Machine Learning · Computer Science 2020-09-16 Max Horn , Michael Moor , Christian Bock , Bastian Rieck , Karsten Borgwardt

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…

Artificial Intelligence · Computer Science 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

International comparisons of hierarchical time series data sets based on survey data, such as annual country-level estimates of school enrollment rates, can suffer from large amounts of missing data due to differing coverage of surveys…

Methodology · Statistics 2025-03-31 Daphne H. Liu , Adrian E. Raftery

Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we introduce temporal Wasserstein imputation, a novel method for imputing missing data in time series. Unlike…

Methodology · Statistics 2025-08-15 Shuo-Chieh Huang , Tengyuan Liang , Ruey S. Tsay

Time series prediction has been a long-standing research topic and an essential application in many domains. Modern time series collected from sensor networks (e.g., energy consumption and traffic flow) are often large-scale and incomplete…

Machine Learning · Statistics 2020-06-19 Xinyu Chen , Lijun Sun

Time series imputation is one of the most challenge problems and has broad applications in various fields like health care and the Internet of Things. Existing methods mainly aim to model the temporally latent dependencies and the…

Machine Learning · Computer Science 2025-05-13 Ruichu Cai , Kaitao Zheng , Junxian Huang , Zijian Li , Zhengming Chen , Boyan Xu , Zhifeng Hao

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

Time series classification with missing data is a prevalent issue in time series analysis, as temporal data often contain missing values in practical applications. The traditional two-stage approach, which handles imputation and…

Machine Learning · Computer Science 2024-08-13 Pengshuai Yao , Mengna Liu , Xu Cheng , Fan Shi , Huan Li , Xiufeng Liu , Shengyong Chen

We propose a metric for the space of multiple sequence alignments that can be used to compare two alignments to each other. In the case where one of the alignments is a reference alignment, the resulting accuracy measure improves upon…

Quantitative Methods · Quantitative Biology 2011-11-09 Ariel S. Schwartz , Eugene W. Myers , Lior Pachter

Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…

Machine Learning · Statistics 2023-10-13 Lorenzo Zambon , Dario Azzimonti , Giorgio Corani

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang

Missing data is a common problem in time series data. Most methods for imputation ignore label information pertaining to the time series even if that information exists. In this paper, we provide a framework for missing data imputation in…

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

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

Missing values are pervasive in large-scale time-series data, posing challenges for reliable analysis and decision-making. Many neural architectures have been designed to model and impute the complex and heterogeneous missingness patterns…

Machine Learning · Computer Science 2026-02-26 Joseph Arul Raj , Linglong Qian , Zina Ibrahim

Irregular multivariate time series with missing values present significant challenges for predictive modeling in domains such as healthcare. While deep learning approaches often focus on temporal interpolation or complex architectures to…

Machine Learning · Computer Science 2026-03-16 Dingyi Nie , Yixing Wu , C. -C. Jay Kuo

Irregular multivariate time series (IMTS) are prevalent in real-world applications across many fields, where varying sensor frequencies and asynchronous measurements pose significant modeling challenges. Existing solutions often rely on a…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Xiaofeng Hu , Xiaojian Cui , Kai Wang

Multivariate time-series data are used in many classification and regression predictive tasks, and recurrent models have been widely used for such tasks. Most common recurrent models assume that time-series data elements are of equal length…

Machine Learning · Computer Science 2020-09-21 Mehak Gupta , Rahmatollah Beheshti

Multivariate time series data suffer from the problem of missing values, which hinders the application of many analytical methods. To achieve the accurate imputation of these missing values, exploiting inter-correlation by employing the…

Machine Learning · Computer Science 2024-09-17 Kohei Obata , Koki Kawabata , Yasuko Matsubara , Yasushi Sakurai