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In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

We study regularized estimation in high-dimensional longitudinal classification problems, using the lasso and fused lasso regularizers. The constructed coefficient estimates are piecewise constant across the time dimension in the…

In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…

Methodology · Statistics 2023-03-10 Xinyue Chang , Yehua Li , Yi Li

Cross-correlation functions (CCFs) are classical tools for studying lead-lag relationships between paired time series, but they are most often used descriptively rather than inferentially. Motivated by mouse experiments on gut-brain…

Applications · Statistics 2026-04-07 Bhaskar Ray , Tùng Bùi , William Matthew Howe , Srijan Sengupta

Multidimensional separations data have the capacity to reveal detailed information about complex biological samples. However, data analysis has been an ongoing challenge in the area since the peaks that represent chemical factors may drift…

Numerical Analysis · Mathematics 2025-02-19 Michael Sorochan Armstrong

Functional data is a powerful tool for capturing and analyzing complex patterns and relationships in a variety of fields, allowing for more precise modeling, visualization, and decision-making. For example, in healthcare, functional data…

Methodology · Statistics 2023-04-26 Xiyuan Gao , Jiayi Wang , Guanyu Hu , Jianguo Sun

Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness…

Machine Learning · Computer Science 2024-07-01 Maksim Sinelnikov , Manuel Haussmann , Harri Lähdesmäki

As a new type of series expansion, the so-called one-dimensional adaptive Fourier decomposition (AFD) and its variations (1D-AFDs) have effective applications in signal analysis and system identification. The 1D-AFDs have considerable…

Numerical Analysis · Mathematics 2017-10-26 You Gao , Tao Qian , Vladimir Temlyakov , Long-fei Cao

Federated learning (FL) is a promising machine learning paradigm that collaborates with client models to capture global knowledge. However, deploying FL models in real-world scenarios remains unreliable due to the coexistence of…

Machine Learning · Computer Science 2024-10-24 Xinting Liao , Weiming Liu , Pengyang Zhou , Fengyuan Yu , Jiahe Xu , Jun Wang , Wenjie Wang , Chaochao Chen , Xiaolin Zheng

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for…

Machine Learning · Computer Science 2025-10-15 Beibu Li , Qichao Shentu , Yang Shu , Hui Zhang , Ming Li , Ning Jin , Bin Yang , Chenjuan Guo

We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…

Statistical Mechanics · Physics 2009-11-07 Jan W. Kantelhardt , Eva Koscielny-Bunde , Henio H. A. Rego , Shlomo Havlin , Armin Bunde

Multivariate functional data present theoretical and practical complications which are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are…

Methodology · Statistics 2023-03-09 Cody Carroll , Hans-Georg Müller

We introduce a novel longitudinal mixed model for analyzing complex multidimensional functional data, addressing challenges such as high-resolution, structural complexities, and computational demands. Our approach integrates dimension…

Methodology · Statistics 2026-02-16 Arkaprava Roy , Abhra Sarkar

Recent development in computing, sensing and crowd-sourced data have resulted in an explosion in the availability of quantitative information. The possibilities of analyzing this so-called Big Data to inform research and the decision-making…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-09 Nguyen Ho , Huy Vo , Mai Vu , Torben Bach Pedersen

State-space graphical models and the variational autoencoder framework provide a principled apparatus for learning dynamical systems from data. State-of-the-art probabilistic approaches are often able to scale to large problems at the cost…

Machine Learning · Statistics 2024-11-05 Matthew Dowling , Yuan Zhao , Il Memming Park

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…

Machine Learning · Computer Science 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

Large-scale longitudinal molecular profiling is now firmly established in biomedical research, prompted by the need to uncover coordinated biomarker trajectories reflecting the dynamics of underlying biological mechanisms and characterise…

Methodology · Statistics 2026-03-24 Salima Jaoua , Daniel Temko , Hélène Ruffieux

Medical time series data, such as EEG and ECG, are vital for diagnosing neurological and cardiovascular diseases. However, their precise interpretation faces significant challenges due to high annotation costs, leading to data scarcity, and…

Machine Learning · Computer Science 2026-01-13 Kaito Tanaka , Aya Nakayama , Masato Ito , Yuji Nishimura , Keisuke Matsuda

In this work, we propose a fast adaptive federated meta-learning (FAM) framework for collaboratively learning a single global model, which can then be personalized locally on individual clients. Federated learning enables multiple clients…

Machine Learning · Computer Science 2023-09-04 Indrajeet Kumar Sinha , Shekhar Verma , Krishna Pratap Singh

Canonical Correlation Analysis, CCA, is a widely used multivariate method in omics research for integrating high dimensional datasets. CCA identifies hidden links by deriving linear projections of features maximally correlating datasets.…

Methodology · Statistics 2025-10-31 Nuria Senar , Aeilko H. Zwinderman , Michel H. Hof and