Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry.
Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values.
#4 best model for Multivariate Time Series Imputation on MuJoCo
In light of this, in this paper we propose a wavelet-based neural network structure called multilevel Wavelet Decomposition Network (mWDN) for building frequency-aware deep learning models for time series analysis.
The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks.
In this paper, we propose a technique for time series clustering using community detection in complex networks.
Our method combines the strength of deep learning and statistical inference, where deep learning captures the underlying distribution of the fluorophores that are consistent with the observed time-series fluorescent images by exploring local features and correlation along time-axis, and statistical inference further refines the ultrastructure extracted by deep learning and endues physical meaning to the final image.
In effect, this generalizes the widely used Singular Spectrum Analysis (SSA) in time series literature, and allows us to establish a rigorous link between time series analysis and matrix estimation.
An ensemble learning approach is exploited to ensure robustness to parameters by combining the clustering results of many GMM to form the final kernel.