相关论文: A Multitaper, Causal Decomposition for Stochastic,…

Tensor decomposition is a powerful computational tool for multiway data analysis. Many popular tensor decomposition approaches---such as the Tucker decomposition and CANDECOMP/PARAFAC (CP)---amount to multi-linear factorization. They are…

Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world…

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…

Data series classification is an important and challenging problem in data science. Explaining the classification decisions by finding the discriminant parts of the input that led the algorithm to some decisions is a real need in many…

In multivariate time series analysis, understanding the underlying causal relationships among variables is often of interest for various applications. Directed acyclic graphs (DAGs) provide a powerful framework for representing causal…

Calcium imaging has become a fundamental neural imaging technique, aiming to recover the individual activity of hundreds of neurons in a cortical region. Current methods (mostly matrix factorization) are aimed at detecting neurons in the…

Spatiotemporal time series are usually collected via monitoring sensors placed at different locations, which usually contain missing values due to various failures, such as mechanical damages and Internet outages. Imputing the missing…

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Temporal alignment of sequences is a fundamental challenge in many applications, such as computer vision and bioinformatics, where local time shifting needs to be accounted for. Misalignment can lead to poor model generalization, especially…

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

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…

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Causal structure discovery in complex dynamical systems is an important challenge for many scientific domains. Although data from (interventional) experiments is usually limited, large amounts of observational time series data sets are…

Discovering causal relationships in complex multivariate time series is a fundamental scientific challenge. Traditional methods often falter, either by relying on restrictive linear assumptions or on conditional independence tests that…

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Understanding causal relationships in multivariate time series is essential for predicting and controlling dynamic systems in fields like economics, neuroscience, and climate science. However, existing causal discovery methods often assume…

Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring…

We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a…

This work is devoted to a comprehensive analysis of topological data analysis fortime series classification. Previous works have significant shortcomings, such aslack of large-scale benchmarking or missing state-of-the-art methods. In this…

Multivariate time series data typically comprises two distinct modalities: variable semantics and sampled numerical observations. Traditional time series models treat variables as anonymous statistical signals, overlooking the rich semantic…