相关论文: Differentiable Divergences Between Time Series

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…

Time series data is ubiquitous in the real-world problems across various domains including healthcare, social media, and crime surveillance. Detecting anomalies, or irregular and rare events, in time series data, can enable us to find…

Low-cost mobile rovers often operate on uneven terrain where small bumps or tilts are difficult to perceive visually but can significantly affect locomotion stability. To address this problem, we explore a smartphone-based structured-light…

Time series anomaly detection has achieved remarkable progress in recent years. However, evaluation practices have received comparatively less attention, despite their critical importance. Existing metrics exhibit several limitations: (1)…

Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Time series forecasting faces two important but often overlooked challenges. Firstly, the inherent random noise in the time series labels sets a theoretical lower bound for the forecasting error, which is positively correlated with the…

A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series such as length, obtaining forecasts for each individual time…

1-Nearest Neighbor with the Dynamic Time Warping (DTW) distance is one of the most effective classifiers on time series domain. Since the global constraint has been introduced in speech community, many global constraint models have been…

Models based on neural networks and machine learning are seeing a rise in popularity in space physics. In particular, the forecasting of geomagnetic indices with neural network models is becoming a popular field of study. These models are…

Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still…

An algorithm is presented to update the multi-fractal spectrum of a time series in constant time when new data arrives. The discrete wavelet transform (DWT) of the time series is first updated for the new data value. This is done optimally…

To effectively search for the optimal motion template in dynamic multidimensional space, this paper proposes a novel optimization algorithm, Dynamic Dimension Wrapping (DDW).The algorithm combines Dynamic Time Warping (DTW) and Euclidean…

Time-series data augmentation mitigates the issue of insufficient training data for deep learning models. Yet, existing augmentation methods are mainly designed for classification, where class labels can be preserved even if augmentation…

Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of…

The nearest neighbor method together with the dynamic time warping (DTW) distance is one of the most popular approaches in time series classification. This method suffers from high storage and computation requirements for large training…

ECGs objectively reflects the working conditions of the hearts as these signals contain vast physiological and pathological information. In this work, in order to improve the efficiency and accuracy of "best so far" time series…

An algorithm for determining stationary periods for time series of random sea waves is proposed in this work. This is a problem in which changes between stationary sea states are usually slow and segmentation procedures based on…

Time series forecasting has become a critical task due to its high practicality in real-world applications such as traffic, energy consumption, economics and finance, and disease analysis. Recent deep-learning-based approaches have shown…

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…

In this paper a new distributed asynchronous algorithm is proposed for time synchronization in networks with random communication delays, measurement noise and communication dropouts. Three different types of the drift correction algorithm…