相关论文: Universal hidden monotonic trend estimation with c…

Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare by assisting decision-makers to answer ''what-iF'' questions. Existing causal inference approaches typically consider regular, discrete-time…

Extracting coherent patterns is one of the standard approaches towards understanding spatio-temporal data. Dynamic mode decomposition (DMD) is a powerful tool for extracting coherent patterns, but the original DMD and most of its variants…

The accumulation of time-series data and the absence of labels make time-series Anomaly Detection (AD) a self-supervised deep learning task. Single-normality-assumption-based methods, which reveal only a certain aspect of the whole…

Contrastive learning has recently emerged as a promising approach for learning data representations that discover and disentangle the explanatory factors of the data. Previous analyses of such approaches have largely focused on individual…

We propose Deep Longitudinal Targeted Minimum Loss-based Estimation (Deep LTMLE), a novel approach to estimate the counterfactual mean of outcome under dynamic treatment policies in longitudinal problem settings. Our approach utilizes a…

We present a de-trending algorithm for the removal of trends in time series. Trends in time series could be caused by various systematic and random noise sources such as cloud passages, changes of airmass, telescope vibration or CCD noise.…

Time series anomaly detection is critical for a wide range of applications. It aims to identify deviant samples from the normal sample distribution in time series. The most fundamental challenge for this task is to learn a representation…

Traditional anomaly detection methods aim to identify objects that deviate from most other objects by treating all features equally. In contrast, contextual anomaly detection methods aim to detect objects that deviate from other objects…

Contrastive representation learning is crucial in medical time series analysis as it alleviates dependency on labor-intensive, domain-specific, and scarce expert annotations. However, existing contrastive learning methods primarily focus on…

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…

Universal time series representation learning is challenging but valuable in real-world applications such as classification, anomaly detection, and forecasting. Recently, contrastive learning (CL) has been actively explored to tackle time…

Deep learning has been actively studied for time series forecasting, and the mainstream paradigm is based on the end-to-end training of neural network architectures, ranging from classical LSTM/RNNs to more recent TCNs and Transformers.…

Tensor decomposition is a fundamental tool for analyzing multi-dimensional data by learning low-rank factors to represent high-order interactions. While recent works on temporal tensor decomposition have made significant progress by…

A principal curve serves as a powerful tool for uncovering underlying structures of data through 1-dimensional smooth and continuous representations. On the basis of optimal transport theories, this paper introduces a novel principal curve…

Smart mobile devices have become indispensable in modern daily life, where sensitive information is frequently processed, stored, and transmitted-posing critical demands for robust security controls. Given that touchscreens are the primary…

Contrastive learning (CL) continuously achieves significant breakthroughs across multiple domains. However, the most common InfoNCE-based methods suffer from some dilemmas, such as \textit{uniformity-tolerance dilemma} (UTD) and…

The Mann-Kendall test for trend has gained a lot of attention in a range of disciplines, especially in the environmental sciences. One of the drawbacks of the Mann-Kendall test when applied to real data is that no distinction can be made…

Change Point Detection (CPD) methods identify the times associated with changes in the trends and properties of time series data in order to describe the underlying behaviour of the system. For instance, detecting the changes and anomalies…

Discovering causal relationships from time series data is significant in fields such as finance, climate science, and neuroscience. However, contemporary techniques rely on the simplifying assumption that data originates from the same…

Detecting critical transitions in complex, noisy time-series data is a fundamental challenge across science and engineering. Such transitions may be anticipated by the emergence of a low-dimensional order parameter, whose signature is often…