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In the wild, we often encounter collections of sequential data such as electrocardiograms, motion capture, genomes, and natural language, and sequences may be multichannel or symbolic with nonlinear dynamics. We introduce a new method to…
This paper proposes valid inference tools, based on self-normalization, in time series expected shortfall regressions and, as a corollary, also in quantile regressions. Extant methods for such time series regressions, based on a bootstrap…
We introduce Extrema-Segmented Entropy (ExSEnt), a feature-decomposed framework for quantifying time-series complexity that separates temporal from amplitude contributions. The method partitions a signal into monotonic segments by detecting…
Natural language processing tools have become frequently used in social sciences such as economics, political science, and sociology. Many publications apply topic modeling to elicit latent topics in text corpora and their development over…
In the realm of data analysis and bioinformatics, representing time series data in a manner akin to biological sequences offers a novel approach to leverage sequence analysis techniques. Transforming time series signals into molecular…
Short-term patterns in financial time series form the cornerstone of many algorithmic trading strategies, yet extracting these patterns reliably from noisy market data remains a formidable challenge. In this paper, we propose an…
We propose a straightforward extension of symbolic transfer entropy to enable the investigation of delayed directional relationships between coupled dynamical systems from time series. Analyzing time series from chaotic model systems, we…
The previous decade has brought a remarkable increase of the interest in applications that deal with querying and mining of time series data. Many of the research efforts in this context have focused on introducing new representation…
Processing and analyzing time series data\-sets have become a central issue in many domains requiring data management systems to support time series as a native data type. A crucial prerequisite of these systems is time series matching,…
Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…
Cyber-physical system applications such as autonomous vehicles, wearable devices, and avionic systems generate a large volume of time-series data. Designers often look for tools to help classify and categorize the data. Traditional machine…
The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only…
This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…
In the time series analysis field, there is not a unique recipe for studying signal similarities. On the other hand, averaging signals of the same nature is an essential tool in the analysis of different kinds of data. Here we propose a…
Shapelets are discriminative time series subsequences that allow generation of interpretable classification models, which provide faster and generally better classification than the nearest neighbor approach. However, the shapelet discovery…
In this work, we use algebraic methods for studying distance computation and subgraph detection tasks in the congested clique model. Specifically, we adapt parallel matrix multiplication implementations to the congested clique, obtaining an…
Deep learning has made significant advances in creating efficient representations of time series data by automatically identifying complex patterns. However, these approaches lack interpretability, as the time series is transformed into a…
We propose a novel family of entanglement measures for time-separated subsystems. Our definitions are applicable to any quantum system, continuous or discrete. To illustrate their utility, we derive upper and lower bounds on time-separated…
An increasing number of scientific applications are making use of irregular data access patterns. An important class of such patterns involve subscripted-subscripts, wherein an array value appears in the index expression of another array.…
The modelling, specification and study of the semantics of concurrent reactive systems have been interesting research topics for many years now. The aim of this thesis is to exploit the strengths of the (co)algebraic framework in modelling…