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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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3987951,1931,590 · Jun 202019922001200920172026
48 results for time series data classification

Survey of data augmentation techniques for time series classification with neural networks.

problem Small datasets in time series recognition.
method Four families of data augmentation: transformation-based, pattern mixing, generative models, and decomposition methods.
result Empirical evaluation of 12 data augmentation methods on 128 datasets.

Improved time series classification with imputed data using label-guided forest-based methods.

problem Missing data in time series data.
method Label-guided imputation using forest-based proximity measures.
result Imputation leads to higher classification accuracies, even with imputed values differing from true values.

Novel method converts time series data into functional data for high dimensional classification.

problem Small sample size problem in high dimensional time series data.
method Classwise Functional Principal Component Analysis (PCA) followed by Bayesian linear classifier.
result Demonstrated efficacy on synthetic and real data sets.

Novel financial time-series data representation improves industry sector classification.

problem Classifying industries using historical stock returns time-series data.
method Proposed a novel representation based on stock returns embeddings for time-series data, overcoming representational challenges of conventional approaches.
result Substantial performance improvements over baselines using conventional representations.

End-to-end model for time series classification with missing data.

problem Time series classification with missing data.
method End-to-end neural network that unifies imputation and representation learning.
result Proposed model outperforms state-of-the-art approaches for incomplete time series classification.

Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of fundamentally different mechanisms. In this work, we identify and evaluate two cla…

2019-10-10abs ↗pdf ↗

Temporal information impacts only a fraction of time series datasets, skewing benchmark evaluations.

problem Temporal information's impact on time series classification is often overestimated.
method Permutation tests on UCR archive to identify datasets where temporal info is irrelevant.
result Many tabular datasets perform well without temporal info, skewing benchmark evaluations.

ALT improves TSC by capturing complex patterns in time series data.

problem Challenges in traditional TSC methods with time series complexity and variability.
method ALT incorporates variable-length shifted time windows to enhance LLT for better feature representation.
result ALT achieves state-of-the-art performance with few hyperparameters.

Paper uses topological data analysis for time series classification.

problem Classifying univariate time series data, especially physiological signals.
method Persistent homology for feature engineering, followed by machine learning.
result Higher accuracy achieved with fewer features compared to traditional methods.

Paper introduces a new method for classifying interval-valued time series.

problem Classification of interval-valued time series.
method Extends point-valued time series imaging methods to interval-valued scenarios using DKD_K-distance and employs deep learning for classification.
result Proposed method achieves superior classification performance compared to existing methods.

Paper proposes transforming ATN to attack multivariate time series models.

problem Generating adversarial samples for multivariate time series classification models.
method Proposes using a distilled model as a surrogate to mimic attacked models and applies 1-NN DTW and FCN attacks.
result Both models were susceptible to attacks on all 18 datasets.

Combines neural networks and STL for multi-class time-series classification.

problem Lack of interpretability in neural networks for time-series data.
method Proposes a method that uses neural networks to classify time-series data using STL specifications, introducing margin for multi-class classification and STL-based attributes for interpretability.
result Evaluations show improved interpretability and performance compared to state-of-the-art baselines.

Time series are series of values ordered by time. This kind of data can be found in many real world settings. Classifying time series is a difficult task and an active area of research. This paper investigates the use of transfer learning in Deep Neural Networks and a 2D representation of time series known as Recurrenc…

2019-09-19abs ↗pdf ↗

We show how binary classification methods developed to work on i.i.d. data can be used for solving statistical problems that are seemingly unrelated to classification and concern highly-dependent time series. Specifically, the problems of time-series clustering, homogeneity testing and the three-sample problem are addr…

2012-10-22abs ↗pdf ↗

RST improves environmental time series classification accuracy using randomized B-spline trees.

problem Improving accuracy in classifying complex environmental time series.
method Randomized Spline Trees (RST) integrates randomized functional representations into ensemble learning.
result RST variants outperform standard Random Forests and Gradient Boosting on most environmental time series datasets.

Efficient method classifies locally stationary time series based on second-order characteristics.

problem Classifying locally stationary time series for various applications.
method Autoregressive approximation, ensemble aggregation, distance-based threshold.
result Zero misclassification error rate asymptotically for mildly differing second-order characteristics.

Paper proposes a new efficient transport-based dissimilarity measure for time series classification.

problem Classifying time series with warping distortions.
method Defining a problem statement, proposing an Optimal Transport-based dissimilarity measure.
result The proposed method can solve the time series classification problem with reduced computational cost.

Early time series classification (eTSC) is the problem of classifying a time series after as few measurements as possible with the highest possible accuracy. The most critical issue of any eTSC method is to decide when enough data of a time series has been seen to take a decision: Waiting for more data points usually m…

2019-08-09abs ↗pdf ↗

Benchmark for UDA in time series classification.

problem Lack of benchmarks for unsupervised domain adaptation in time series.
method Introduces a comprehensive benchmark with new datasets and state-of-the-art neural network backbones.
result Insights into strengths and limitations of UDA methods for time series data.

Time series classification models have been garnering significant importance in the research community. However, not much research has been done on generating adversarial samples for these models. These adversarial samples can become a security concern. In this paper, we propose utilizing an adversarial transformation …

2019-02-27abs ↗pdf ↗

Paper tackles imbalanced time series classification with a novel oversampling method.

problem Imbalanced time series classification challenges due to high dimensionality and correlation.
method Density-ratio based clustering followed by shrinkage technique for covariance estimation, then generating synthetic samples.
result OHIT outperforms state-of-the-art methods in F1, G-mean, and AUC metrics.

Rocket algorithm classifies time-series data efficiently using random projections and natural sparsity.

problem Time-series classification challenges in diverse fields.
method Random convolutional kernels, non-linear transformation, compressed sensing framework.
result Rocket algorithm preserves discriminative patterns in time-series data and expresses inherent sparsity.

Time series classification is an increasing research topic due to the vast amount of time series data that are being created over a wide variety of fields. The particularity of the data makes it a challenging task and different approaches have been taken, including the distance based approach. 1-NN has been a widely us…

2018-06-12abs ↗pdf ↗

A new method extracts features from time series data using iterated sums and improves classification accuracy.

problem Time series classification challenges.
method Feature extraction using iterated-sums signature (ISS) followed by a linear classifier.
result Competitive with state-of-the-art methods on UCR archive.

SummerTime summarizes variable-length time series for machine learning applications.

problem Classical machine learning methods struggle with variable-length time series data.
method Summarizes time series into a fixed-length feature vector using Gaussian Mixture Models (GMM).
result Improves classification and regression performance in physical activity analysis.

RED CoMETS improves multivariate time series classification accuracy.

problem Complexity of multivariate time series classification.
method Ensemble classifier RED CoMETS for symbolically represented multivariate time series.
result RED CoMETS achieves highest reported accuracy on 'HandMovementDirection' dataset.

XEM improves multivariate time series classification with explainable models.

problem Multivariate time series classification challenges.
method Hybrid ensemble method combining explicit boosting-bagging and implicit divide-and-conquer.
result XEM outperforms state-of-the-art MTS classifiers on public datasets.

Motion Code models time series dynamics with sparse approximations.

problem Challenges in time series classification and forecasting on noisy data.
method Motion Code views time series as stochastic processes, assigning unique signatures to distinct dynamics.
result Motion Code outperforms benchmarks in noisy datasets, including real-world Parkinson's disease tracking.

Paper tackles class-incremental time series classification with dual-stream feature extraction.

problem Class-incremental continual learning for multivariate time series data.
method Dual-stream feature extraction pipeline combining deep temporal embedding features and statistical features.
result Competitive average accuracy across multiple datasets with low forgetting rates.

ANCDEs improve time-series forecasting and classification using attention in NCDEs.

problem Improving time-series forecasting and classification using neural controlled differential equations.
method Integrating attention into neural controlled differential equations (ANCDEs).
result ANCDEs consistently show the best accuracy in time-series classification and forecasting.

Mantis improves time series classification using a transformer model trained on synthetic data.

problem Insufficient application of foundation models to time series classification.
method Pre-trained transformer model on synthetic data, enhanced test-time methodology.
result Mantis achieves state-of-the-art performance across diverse datasets.