Related papers: Time warping with Hellinger elasticity
Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…
This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping, that relies on elementary geometric considerations, allows…
We revisit adaptive time stepping, one of the classical topics of numerical analysis and computational engineering. While widely used in application and subject of many theoretical works, a complete understanding is still missing. Apart…
The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…
Classification of time series is a growing problem in different disciplines due to the progressive digitalization of the world. Currently, the state-of-the-art in time series classification is dominated by The Hierarchical Vote Collective…
We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…
It is demonstrated how to generate time series with tailored nonlinearities by inducing well- defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of…
We present a variational principle governing the quasistatic evolution of a linearized elastoplastic material. In case of linear hardening, the novel characterization allows to recover and partly extend some known results and proves itself…
Dictionary learning is an effective tool for pattern recognition and classification of time series data. Among various dictionary learning techniques, the dynamic time warping (DTW) is commonly used for dealing with temporal delays,…
In many practical applications of clustering, the objects to be clustered evolve over time, and a clustering result is desired at each time step. In such applications, evolutionary clustering typically outperforms traditional static…
This papers introduces an algorithm for the solution of multiple kernel learning (MKL) problems with elastic-net constraints on the kernel weights. The algorithm compares very favourably in terms of time and space complexity to existing…
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…
We address the timing problem in realizing correcting codes for quantum information processing. To deal with temporal uncertainties we employ a consistent quantum mechanical approach. The conditions for optimizing the effect of error…
A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series such as length, obtaining forecasts for each individual time…
In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…
This paper proposes some extensions to the work on kernels dedicated to string or time series global alignment based on the aggregation of scores obtained by local alignments. The extensions we propose allow to construct, from classical…
We consider the class of Erlang mixtures for the task of density estimation on the positive real line when the only available information is given as local moments, a histogram with potentially higher order moments in some bins. By…
We study the problem of predicting the future, though only in the probabilistic sense of estimating a future state of a time-varying probability distribution. This is not only an interesting academic problem, but solving this extrapolation…
The subject of this paper is to study conformance checking for timed models, that is, process models that consider both the sequence of events in a process as well as the timestamps at which each event is recorded. Time-aware process mining…
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…