相关论文: Stationary time-vertex signal processing

Representation learning models for graphs are a successful family of techniques that project nodes into feature spaces that can be exploited by other machine learning algorithms. Since many real-world networks are inherently dynamic, with…

Learning the structure of a network from time series data, in particular cyclostationary data, is of significant interest in many disciplines such as power grids, biology and finance. In this article, an algorithm is presented for…

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…

Stationary stochastic processes (SPs) are a key component of many probabilistic models, such as those for off-the-grid spatio-temporal data. They enable the statistical symmetry of underlying physical phenomena to be leveraged, thereby…

Established recurrent neural networks are well-suited to solve a wide variety of prediction tasks involving discrete sequences. However, they do not perform as well in the task of dynamical system identification, when dealing with…

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…

Multivariate time series modeling and prediction problems are abundant in many machine learning application domains. Accurate interpretation of such prediction outcomes from a machine learning model that explicitly captures temporal…

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

The era of information explosion had prompted the accumulation of a tremendous amount of time-series data, including stationary and non-stationary time-series data. State-of-the-art algorithms have achieved a decent performance in dealing…

We introduce an index based on information theory to quantify the stationarity of a stochastic process.The index compares on the one hand the information contained in the increment at the time scale $\tau$ of the process at time $t$ with,…

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance matrices evolve smoothly in time, thus…

Time-vertex graph signal (TVGS) models describe time-varying data with irregular structures. The bandlimitedness in the joint time-vertex Fourier spectral domain reflects smoothness in both temporal and graph topology. In this paper, we…

We propose a simple stochastic process for modeling improper or noncircular complex-valued signals. The process is a natural extension of a complex-valued autoregressive process, extended to include a widely linear autoregressive term. This…

This paper proposes a spatiotemporal graph neural network-based performance prediction algorithm to address the challenge of forecasting performance fluctuations in distributed backend systems with multi-level service call structures. The…

Learning-based control of linear systems received a lot of attentions recently. In popular settings, the true dynamical models are unknown to the decision-maker and need to be interactively learned by applying control inputs to the systems.…

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…