—Building a time series forecasting model by independent component analysis mechanism presents in the paper. Different from using the time series directly with the traditional A...
Learning temporal causal graph structures from multivariate time-series data reveals important dependency relationships between current observations and histories, and provides a ...
Yan Liu 0002, Alexandru Niculescu-Mizil, Aurelie C...
Abstract. Many examples exist of multivariate time series where dependencies between variables change over time. If these changing dependencies are not taken into account, any mode...
Abstract. A method is proposed to determine the similarity of a collection of time series. As a first step, one extracts events from the time series, in other words, one converts e...
We propose a cord distance in the space of dynamical models that takes into account their dynamics, including transients, output maps and input distributions. In data analysis app...