相关论文: Time Series Analysis in Frequency Domain: A Survey…

Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency…

Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence…

Financial spillovers in interconnected systems, such as global banking networks, require tools that capture temporal and frequency dynamics, while incorporating the underlying network topology. While current network time series models are…

A useful approach for analysing multiple time series is via characterising their spectral density matrix as the frequency domain analog of the covariance matrix. When the dimension of the time series is large compared to their length,…

The fields of time series and graphical models emerged and advanced separately. Previous work on the structure learning of continuous and real-valued time series utilizes the time domain, with a focus on either structural autoregressive…

Time series are collected and studied extensively for the knowledge about the data source characteristics such as the trend or the spectral landscape. Some peaks in the spectral landscape correspond to dominant frequencies. The approach…

Phase-space analysis or time-frequency analysis can be thought as Fourier analysis simultaneously both in time and in frequency, originating from signal processing and quantum mechanics. On groups having unitary Fourier transform, we…

Time series analysis is crucial in fields like finance, economics, environmental science, and biomedical engineering, aiding in forecasting, pattern identification, and understanding underlying mechanisms. While traditional time-domain…

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have…

Transformer-based models have made significant progress in time series forecasting. However, a key limitation of deep learning models is their susceptibility to adversarial attacks, which has not been studied enough in the context of time…

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

The frequency-domain properties of nonstationary functional time series often contain valuable information. These properties are characterized through its time-varying power spectrum. Practitioners seeking low-dimensional summary measures…

Continuous-time series is essential for different modern application areas, e.g. healthcare, automobile, energy, finance, Internet of things (IoT) and other related areas. Different application needs to process as well as analyse a massive…

Frequency domain representation of time series feature offers a concise representation for handling real-world time series data with inherent complexity and dynamic nature. However, current frequency-based methods with complex operations…

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Traditional saliency map methods, popularized in computer vision, highlight individual points (pixels) of the input that contribute the most to the model's output. However, in time series, they offer limited insights, as semantically…

The classical Fourier analysis of a time signal, in the discrete sense, provides the frequency content of signal under the assumption of periodicity. Although the original signal can be exactly recovered using an inverse transform, the time…

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency…

Time series data are ubiquitous across diverse real-world applications, making time series analysis critically important. Traditional approaches are largely task-specific, offering limited functionality and poor transferability. In recent…

Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…