相关论文: An integer-valued time series model for multivaria…

Information visualization significantly enhances human perception by graphically representing complex data sets. The variety of visualization designs makes it challenging to efficiently evaluate all possible designs catering to users'…

Event data is present in a variety of domains such as electronic health records, daily living activities and web clickstream records. Current visualization methods to explore event data focus on discovering sequential patterns but present…

Compartmental models are popular in the mathematics of epidemiology for their simplicity and wide range of applications. Although they are typically solved as initial value problems for a system of ordinary differential equations, the…

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Multivariate time series analysis is a vital but challenging task, with multidisciplinary applicability, tackling the characterization of multiple interconnected variables over time and their dependencies. Traditional methodologies often…

Sequential Monte Carlo methods are a powerful framework for approximating the posterior distribution of a state variable in a sequential manner. They provide an attractive way of analyzing dynamic systems in real-time, taking into account…

The problem of human activity recognition is central for understanding and predicting the human behavior, in particular in a prospective of assistive services to humans, such as health monitoring, well being, security, etc. There is…

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

This paper introduces multivariate Poisson autoregressive models with exogenous covariates (PoARX) for modelling multivariate time series of counts. We obtain conditions for the PoARX process to be stationary and ergodic before proposing a…

We propose a statistical method for clustering of multivariate longitudinal data into homogeneous groups. This method relies on a time-varying extension on the classical K-means algorithm, where a multivariate vector autoregressive model is…

Multivariate time series analysis is extensively used in neurophysiology with the aim of studying the relationship between simultaneously recorded signals. Recently, advances on information theory and nonlinear dynamical systems theory have…

Analysis of multivariate time series is a common problem in areas like finance and economics. The classical tool for this purpose are vector autoregressive models. These however are limited to the modeling of linear and symmetric…

Sparse and irregularly sampled multivariate time series are common in clinical, climate, financial and many other domains. Most recent approaches focus on classification, regression or forecasting tasks on such data. In forecasting, it is…

In many applications we are interested in making inference on latent time series from indirect measurements, which are often low-dimensional projections resulting from mixing or aggregation. Positron emission tomography, super-resolution,…

There is significant interest in being able to predict where crimes will happen, for example to aid in the efficient tasking of police and other protective measures. We aim to model both the temporal and spatial dependencies often exhibited…

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Many areas of research are characterised by the deluge of large-scale highly-dimensional time-series data. However, using the data available for prediction and decision making is hampered by the current lag in our ability to uncover and…

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…