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In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…
Time series imputation is a fundamental task for understanding time series with missing data. Existing methods either do not directly handle irregularly-sampled data or degrade severely with sparsely observed data. In this work, we…
Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…
Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…
In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametric estimators for the time-varying regression functions which…
Deep Learning systems excel in complex tasks but often lack transparency, limiting their use in critical applications. Counterfactual explanations, a core tool within eXplainable Artificial Intelligence (XAI), offer insights into model…
Counterfactual estimation from observations represents a critical endeavor in numerous application fields, such as healthcare and finance, with the primary challenge being the mitigation of treatment bias. The balancing strategy aimed at…
In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…
In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been…
We propose a distributed algorithm for time synchronization in mobile wireless sensor networks. Each node can employ the algorithm to estimate the global time based on its local clock time. The problem of time synchronization is formulated…
This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…
Comparing time series is essential in various tasks such as clustering and classification. While elastic distance measures that allow warping provide a robust quantitative comparison, a qualitative comparison on top of them is missing.…
When forecasting time series with a hierarchical structure, the existing state of the art is to forecast each time series independently, and, in a post-treatment step, to reconcile the time series in a way that respects the hierarchy…
We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent…
This paper explores general multi-robot task and motion planning, where multiple robots in close proximity manipulate objects while satisfying constraints and a given goal. In particular, we formulate the plan refinement problem--which,…
Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing…
Conformance checking techniques let us find out to what degree a process model and real execution data correspond to each other. In recent years, alignments have proven extremely useful in calculating conformance statistics. Most techniques…
Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…
Time series analysis has emerged as an important tool for improving patient diagnosis and management in healthcare applications. However, these applications commonly face two critical challenges: time misalignment and data sparsity.…