相关论文: Detecting Nonlinearity in Data with Long Coherence…

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

The integrity of time series data in smart grids is often compromised by missing values due to sensor failures, transmission errors, or disruptions. Gaps in smart meter data can bias consumption analyses and hinder reliable predictions,…

This study concerns problems of time-series forecasting under the weakest of assumptions. Related results are surveyed and are points of departure for the developments here, some of which are new and others are new derivations of previous…

A new method is introduced to create artificial time sequences that fulfil given constraints but are random otherwise. Constraints are usually derived from a measured signal for which surrogate data are to be generated. They are fulfilled…

The recent advancements in Deep Learning models and techniques have led to significant strides in performance across diverse tasks and modalities. However, while the overall capabilities of models show promising growth, our understanding of…

Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…

Statistical differentiability of the measure along the reconstructed trajectory is a good candidate to quantify determinism in time series. The procedure is based upon a formula that explicitly shows the sensitivity of the measure to…

Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…

Analyzing data from dynamical systems often begins with creating a reconstruction of the trajectory based on one or more variables, but not all variables are suitable for reconstructing the trajectory. The concept of nonlinear observability…

In this short note, we discuss the circumstances that can lead to a failure to observe the design order of discretization error convergence in accuracy verification when solving a time-dependent problem. In particular, we discuss the…

In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…

We analyze the variability in the X-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the over-all second order properties of the observed data well,…

The detailed behaviour of a system is often represented as a labelled transition system (LTS) and the abstract behaviour as a stuttering-insensitive semantic congruence. Numerous congruences have been presented in the literature. On the…

We consider varying-coefficient models for mixed synchronous and asynchronous longitudinal covariates, where asynchronicity refers to the misalignment of longitudinal measurement times within an individual. We propose three different…

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time…

Sublinear time algorithms represent a new paradigm in computing, where an algorithm must give some sort of an answer after inspecting only a small portion of the input. The most typical situation where sublinear time algorithms are…

In the semantic segmentation of street scenes with neural networks, the reliability of predictions is of highest interest. The assessment of neural networks by means of uncertainties is a common ansatz to prevent safety issues. As in…

This paper addresses a multi-label predictive fault classification problem for multidimensional time-series data. While fault (event) detection problems have been thoroughly studied in literature, most of the state-of-the-art techniques…

Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to…

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…