This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared fe...
This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...
We show how to apply the efficient Bayesian changepoint detection techniques of Fearnhead in the multivariate setting. We model the joint density of vector-valued observations usi...
Corrosion causes many failures in chemical process installations. These failures generate high costs, therefore an effective corrosion monitoring system obtrudes. This paper focuse...
The problem of time series classification has attracted great interest in the last decade. However current research assumes the existence of large amounts of labeled training data...