Time Series
Time series analysis focuses on understanding and modeling data points collected over time, aiming to extract patterns, make predictions, and gain insights from sequential information. Current research emphasizes developing advanced model architectures, such as transformers and recurrent neural networks (RNNs/LSTMs), to handle increasingly complex, high-dimensional, and non-stationary time series data, often incorporating techniques like attention mechanisms and mixture-of-experts models for improved efficiency and accuracy. This field is crucial for numerous applications across diverse domains, including finance, healthcare, and environmental monitoring, enabling better forecasting, anomaly detection, and decision-making based on temporal data.
Papers
TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis
Haixu Wu, Tengge Hu, Yong Liu, Hang Zhou, Jianmin Wang, Mingsheng Long
Feature Importance for Time Series Data: Improving KernelSHAP
Mattia Villani, Joshua Lockhart, Daniele Magazzeni
Stock Volatility Prediction using Time Series and Deep Learning Approach
Ananda Chatterjee, Hrisav Bhowmick, Jaydip Sen
Tripletformer for Probabilistic Interpolation of Irregularly sampled Time Series
Vijaya Krishna Yalavarthi, Johannes Burchert, Lars Schmidt-thieme
Statistical Properties of the Entropy from Ordinal Patterns
Eduarda T. C. Chagas, Alejandro. C. Frery, Juliana Gambini, Magdalena M. Lucini, Heitor S. Ramos, Andrea A. Rey
Neuro-symbolic Models for Interpretable Time Series Classification using Temporal Logic Description
Ruixuan Yan, Tengfei Ma, Achille Fokoue, Maria Chang, Agung Julius
Understanding of the properties of neural network approaches for transient light curve approximations
Mariia Demianenko, Konstantin Malanchev, Ekaterina Samorodova, Mikhail Sysak, Aleksandr Shiriaev, Denis Derkach, Mikhail Hushchyn
A Comparative Study on Unsupervised Anomaly Detection for Time Series: Experiments and Analysis
Yan Zhao, Liwei Deng, Xuanhao Chen, Chenjuan Guo, Bin Yang, Tung Kieu, Feiteng Huang, Torben Bach Pedersen, Kai Zheng, Christian S. Jensen
Deep Baseline Network for Time Series Modeling and Anomaly Detection
Cheng Ge, Xi Chen, Ming Wang, Jin Wang