Related papers: Detecting Nonlinearity in Data with Long Coherence…

This study aims to predict failure times for some units in some lifetime experiments. In some practical situations, the experimenter may not be able to register the failure times of all units during the experiment. Recently, this situation…

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Networks - collections of interacting elements or nodes - abound in the natural and manmade worlds. For many networks, complex spatiotemporal dynamics stem from patterns of physical interactions unknown to us. To infer these interactions,…

An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…

The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording, and analyzing the dynamics of different processes,…

Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and…

The article is focused on studying how to predict the failure times of coherent systems from the early failure times of their components. Both the cases of independent and dependent components are considered by assuming that they are…

In recent years, specific evaluation metrics for time series anomaly detection algorithms have been developed to handle the limitations of the classical precision and recall. However, such metrics are heuristically built as an aggregate of…

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…

We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. The standard…

Distributed AI inference pipelines rely heavily on timestamp-based observability to understand system behavior. This work demonstrates that even small clock skew between nodes can cause observability to become causally incorrect while the…

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Bicoherence analysis is a well established method for identifying the quadratic nonlinearity of stationary processes. However, it is often applied without checking the basic assumptions of stationarity and convergence. The classic…

Deriving meaningful information from observational data is often restricted by many limiting factors, the most important of which is the presence of noise. In this work, we present the use of the bicoherence function to extract information…

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…

Nonlinear ICA is a fundamental problem for unsupervised representation learning, emphasizing the capacity to recover the underlying latent variables generating the data (i.e., identifiability). Recently, the very first identifiability…

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

We consider fits to two or more datasets for which results from the sa me experiment share a common systematic uncertainty in addition to their individ ual statistical errors. This is important in extracting the maximum information from a…

Extracting relevant properties of empirical signals generated by nonlinear, stochastic, and high-dimensional systems is a challenge of complex systems research. Open questions are how to differentiate chaotic signals from stochastic ones,…