The paper introduces a Bayesian non‑parametric method for clustering time series that allows an unbounded number of clusters to evolve by switching among an unknown number of regimes with linear dynamics. It employs a hierarchical Dirichlet process prior for the Switching Linear Dynamical System parameters and a Gaussian process prior to capture amplitude and temporal alignment variations within each cluster. The approach formulates a variational lower bound for both offline and online inference, enabling efficient learning, and demonstrates its effectiveness on electrocardiogram datasets.
arXiv:2608. 15492v1 Announce Type: new Abstract: Finding representative waveforms in long time series has scientific and practical value in many domains, as it enables summarization and visualization of large time series datasets, and downstream tasks like classification and forecasting.
The paper introduces the Clustering Occupation Kernel (CLOCK) method, a representation-based framework that embeds time series from dynamical systems into a reproducing kernel Hilbert space using a time‑averaged occupation kernel. This embedding allows trajectory comparison via the RKHS norm and, for differential equation systems, approximates the kernel mean embedding of the invariant Sinai‑Ruelle‑Bowen measure, effectively measuring the maximum mean discrepancy between attractors. CLOCK handles unequal‑length and irregularly‑spaced data, incorporates Takens’ embedding for general time series, and demonstrates superior performance over benchmark methods on synthetic data and real intracranial EEG recordings, with ablation studies confirming theoretical convergence and noise robustness.
MedFlow is a class‑aware multi‑scale flow matching framework designed to synthesize medical time‑series data. It uses a vector‑quantized multi‑scale tokenizer to capture both coarse and fine temporal patterns, and introduces Token Marginal Guidance to steer generation toward minority‑class characteristics. Experiments on four public datasets show MedFlow outperforms diffusion baselines, improving AUPRC by 5.8%, reducing Context‑FID by 88.6%, and achieving 3.8× higher sampling throughput.
The Time-partitioning Gaussian Process Mixture Model (TPGPMM) is a Bayesian nonparametric framework that identifies persistent regimes and models nonstationary dependence in time series. It uses an adaptive Pitman–Yor prior on contiguous segmentations combined with regime-specific Gaussian processes, and learns change points and hyperparameters via a split–merge Metropolis-within-Gibbs sampler. Experiments on the CBOE Volatility Index and the 10‑year U.S. Treasury yield recover regime structures aligned with major market and monetary‑policy events, while variants that estimate observation noise improve predictive accuracy but may reduce sparsity or event alignment.
arXiv:2609.37715v1 Announce Type: new Abstract: Time-series foundation models are increasingly adapted to new domains through fine-tuning on target data, under the implicit assumption that more targe...
arXiv:2606. 19643v1 Announce Type: cross Abstract: Motivated by the privacy, sensitivity and sharing limitations of health data, we present a comprehensive pipeline for inference of Bayesian mixture models within a federated learning setting, i.
arXiv:2512. 00239v2 Announce Type: replace Abstract: The effectiveness of self-supervised learning (SSL) for physiological time series depends on the ability of a pretraining objective to preserve information about the underlying physiological state while filtering out unrelated noise.
arXiv:2606. 18898v1 Announce Type: new Abstract: Multivariate time series anomaly detection (MTSAD) is critical for a wide range of application areas, such as industrial monitoring, cybersecurity, or healthcare.
arXiv:2607. 18226v1 Announce Type: new Abstract: Causal discovery methods have shown strong performance in temporal systems, but they typically rely on regular and discrete lag structures, limiting their applicability to regularly sampled data.
The paper introduces MEGPODE, a Bayesian nonparametric mixed‑effect ODE framework that models each subject’s dynamics as a combination of a shared population component and a subject‑specific deviation, both governed by Gaussian process priors. It avoids repeated ODE solves by representing latent trajectories with state‑space GP priors and penalizing derivative discrepancies on a finite time grid, enabling a single variational objective for joint inference of trajectories and vector fields. Experiments on heterogeneous oscillatory and biomedical ODE benchmarks show that MEGPODE outperforms strong baselines in recovering population‑level fields and predicting subject‑level trajectories.
arXiv:2609.00896v1 Announce Type: new Abstract: Bayesian methodologies for handling count-valued time series have gained prominence due to their ability to infer interpretable latent structures and t...
Causal discovery methods have shown strong performance in temporal systems, but they typically rely on regular and discrete lag structures, limiting their applicability to regularly sampled data. However, many real-world tasks require dealing with irregularly sampled streams of events, such as sensor streams, healthcare data, and financial transactions.