相关论文: Multiscale Trend Analysis

Time series analysis (TSA) is a longstanding research topic in the data mining community and has wide real-world significance. Compared to "richer" modalities such as language and vision, which have recently experienced explosive…

There has been a great effort to transfer linear discriminant techniques that operate on vector data to high-order data, generally referred to as Multilinear Discriminant Analysis (MDA) techniques. Many existing works focus on maximizing…

Processing and analyzing time series data\-sets have become a central issue in many domains requiring data management systems to support time series as a native data type. A crucial prerequisite of these systems is time series matching,…

Concurrent time series commonly arise in various applications, including when monitoring the environment such as in air quality measurement networks, weather stations, oceanographic buoys, or in paleo form such as lake sediments, tree…

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Changes in the timescales at which complex systems evolve are essential to predicting critical transitions and catastrophic failures. Disentangling the timescales of the dynamics governing complex systems remains a key challenge. With this…

Time series play a fundamental role in many domains, capturing a plethora of information about the underlying data-generating processes. When a process generates multiple synchronized signals we are faced with multidimensional time series.…

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a…

For any stream of time-stamped edges that form a dynamic network, an important choice is the aggregation granularity that an analyst uses to bin the data. Picking such a windowing of the data is often done by hand, or left up to the…

Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…

We explore a combinatorial framework which efficiently quantifies the asymmetries between minima and maxima in local fluctuations of time series. We firstly showcase its performance by applying it to a battery of synthetic cases. We find…

Forecasting is critical in areas such as finance, biology, and healthcare. Despite the progress in the field, making accurate forecasts remains challenging because real-world time series contain both global trends, local fine-grained…

The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…

Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…

Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength…

We propose a time series analysis framework focused on higher-order temporal correlations in the event sequence beyond the interevent time distribution by employing the burst-tree decomposition method. Bursts are clustered events that…

Self-supervised contrastive learning has become a key technique in deep learning, particularly in time series analysis, due to its ability to learn meaningful representations without explicit supervision. Augmentation is a critical…

There are numerous methods for detecting anomalies in time series, but that is only the first step to understanding them. We strive to exceed this by explaining those anomalies. Thus we develop a novel attribution scheme for multivariate…

We present a holistic, topology-based visualization technique for spatial time series data based on an adaptation of Fuzzy Contour Trees. Common analysis approaches for time dependent scalar fields identify and track specific features. To…

Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…