相关论文: Real-time update of multi-fractal analysis on dyna…

Data augmentation is important for improving machine learning model performance when faced with limited real-world data. In time series forecasting (TSF), where accurate predictions are crucial in fields like finance, healthcare, and…

In deep time series forecasting, the Fourier Transform (FT) is extensively employed for frequency representation learning. However, it often struggles in capturing multi-scale, time-sensitive patterns. Although the Wavelet Transform (WT)…

Dynamic graph signal processing provides a principled framework for analyzing time-varying data defined on irregular graph domains. However, existing joint time-vertex transforms such as the joint time-vertex fractional Fourier transform…

We illustrate the efficacy of a discrete wavelet based approach to characterize fluctuations in non-stationary time series. The present approach complements the multi-fractal detrended fluctuation analysis (MF-DFA) method and is quite…

The dual-tree complex wavelet transform (DTCWT) is an enhancement of the conventional discrete wavelet transform (DWT) due to a higher degree of shift-invariance and a greater directional selectivity, finding its applications in signal and…

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes.…

Many real-world applications require aligning two temporal sequences, including bioinformatics, handwriting recognition, activity recognition, and human-robot coordination. Dynamic Time Warping (DTW) is a popular alignment method, but can…

In recent years, neural networks achieved much success in various applications. The main challenge in training deep neural networks is the lack of sufficient data to improve the model's generalization and avoid overfitting. One of the…

Sequential Recommender Systems (SRS) aim to model sequential behaviors of users to capture their interests which usually evolve over time. Transformer-based SRS have achieved distinguished successes recently. However, studies reveal…

This paper addresses learning end-to-end models for time series data that include a temporal alignment step via dynamic time warping (DTW). Existing approaches to differentiable DTW either differentiate through a fixed warping path or apply…

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on…

Upcoming LCLS-II/II-HE operation at repetition rates approaching 1MHz demands on-detector data reduction to manage the resulting data volumes. We present a 2D discrete wavelet transform (DWT) pre-processing algorithm that segments…

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

We propose a Bayesian method to detect change points for functional data. We extract the features of a sequence of functional data by the discrete wavelet transform (DWT), and treat each sequence of feature independently. We believe there…

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Continuous wavelet transform (CWT) based time-scale and multi-fractal analyses have been carried out on the anode glow related nonlinear floating potential fluctuations in a hollow cathode glow discharge plasma. CWT has been used to obtain…

It is well understood that Dynamic Time Warping (DTW) is effective in revealing similarities between time series that do not align perfectly. In this paper, we illustrate this on spectroscopy time-series data. We show that DTW is effective…

Dynamic time warping (DTW) is a well-known algorithm for time series elastic dissimilarity measure. Its ability to deal with non-linear time distortions makes it helpful in variety of data mining tasks. Such a task is also anomaly detection…