相关论文: A Better Alternative to Piecewise Linear Time Seri…

Modeling matrix-valued time series is an interesting and important research topic. In this paper, we extend the method of Chang et al. (2017) to matrix-valued time series. For any given $p\times q$ matrix-valued time series, we look for…

Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting an array in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric for…

We consider the problem of uncertainty quantification in change point regressions, where the signal can be piecewise polynomial of arbitrary but fixed degree. That is we seek disjoint intervals which, uniformly at a given confidence level,…

This paper proposes a method for solving multivariate regression and classification problems using piecewise linear predictors over a polyhedral partition of the feature space. The resulting algorithm that we call PARC (Piecewise Affine…

We develop a new methodology for the fitting of nonstationary time series that exhibit nonlinearity, asymmetry, local persistence and changes in location scale and shape of the underlying distribution. In order to achieve this goal, we…

Time series data are often obtained only within a limited time range due to interruptions during observation process. To classify such partial time series, we need to account for 1) the variable-length data drawn from 2) different…

Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…

Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Observations made in continuous time are often irregular and contain the missing values across different channels. One approach to handle the missing data is imputing it using splines, by fitting the piecewise polynomials to the observed…

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point…

Identifying breakpoints in piecewise regression is critical in enhancing the reliability and interpretability of data fitting. In this paper, we propose novel algorithms based on the greedy algorithm to accurately and efficiently identify…

Rapid expansion of model size has emerged as a key challenge in time series forecasting. From early Transformer with tens of megabytes to recent architectures like TimesNet with thousands of megabytes, performance gains have often come at…

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…

Sequence segmentation is a well-studied problem, where given a sequence of elements, an integer K, and some measure of homogeneity, the task is to split the sequence into K contiguous segments that are maximally homogeneous. A classic…

Time series, as frequently the case in neuroscience, are rarely stationary, but often exhibit abrupt changes due to attractor transitions or bifurcations in the dynamical systems producing them. A plethora of methods for detecting such…

A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across…

We propose a novel method for planning shortest length piecewise-linear motions through complex environments punctured with static, moving, or even morphing obstacles. Using a moment optimization approach, we formulate a hierarchy of…