arXiv Machine Learning

Maximum diversity and weighting for invariants of periodic time series

arXiv:2509. 11146v2 Announce Type: replace-cross Abstract: Magnitude, obtained as a special case of Euler characteristic of enriched category, represents a sense of the size of metric spaces and is related to classical notions such as cardinality, dimension, and volume.

arXiv Machine Learning
Jul 9

Synthetic Time Series Generation via Complex Networks

arXiv:2601. 22879v2 Announce Type: replace Abstract: Time series data are essential for a wide range of applications, yet access to high-quality datasets is often constrained by privacy concerns, acquisition costs, and labelling challenges.

By Jaime Vale, Vanessa Freitas Silva, Maria Eduarda Silva, Fernando Silva
arXiv Machine Learning
Jun 19

Spectral Retrieval-Augmented Time-Series Forecasting

arXiv:2606. 19412v1 Announce Type: new Abstract: Time series forecasting leverages historical patterns to predict future values, but traditional methods face challenges when dealing with complex, non-stationary patterns that are difficult to memorize during training.

By Huu Hiep Nguyen, Minh Hoang Nguyen, Dung Nguyen, Hung Le
arXiv Machine Learning
Jun 4

Stationarity-Aware Retrieval-Augmented Time Series Forecasting

arXiv:2606. 04135v1 Announce Type: new Abstract: Time series forecasting relies on historical patterns, but real-world series often exhibit non-stationarity and regime shifts that challenge fully parametric forecasters.

By Shiqiao Zhou, Holger Sch\"oner, Zipeng Wu, Edouard Fouch\'e, IAG Wilson, Shuo Wang
arXiv AI
Jun 2

Estimating Mutual Information between Time Series and Temporal Event Sequences Across Diverse Analysis Tasks

arXiv:2606. 01602v1 Announce Type: cross Abstract: Pairwise dependence measures such as correlation and causality are fundamental to temporal data mining, yet there is still no principled and robust way to quantify dependence between heterogeneous data types, especially between continuous time series and discrete temporal event sequences.

By Haoji Hu, Huaqing Mao, Yijun Lin, Xiaowei Jia, Jinwei Zhou, Minoh Jeong, Yao-Yi Chiang
Hugging Face Trending Papers
Aug 5

IMFACT: Counterfactual Explanations for Time Series via Intrinsic Mode Function Substitution

Oscillatory signals, such as vibration, carry class-discriminative information in specific frequency bands; perturbing them in raw feature space for counterfactual analysis easily destroys their temporal structure and produces physically implausible results. In this work, we introduce IMFACT (IMF-based counterfACTuals), a model-agnostic framework for generating plausible counterfactual explanations for time series classifiers that operates in the decomposition space of Empirical Mode Decomposition.