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The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal physiological data presents many analytic challenges: the data is noisy, contains many missing values, and each series has a different length. Most methods proposed for time series analysis and classification do not handle datasets with these characteristics nor do they offer interpretability and explainability, a critical requirement in the health domain. We propose an unsupervised method for learning representations of time series based on common patterns identified within them. The patterns are, interpretable, variable in length, and extracted using Byte Pair Encoding compression technique. In this way the method can capture both long-term and short-term dependencies present in the data. We show that this method applies to both univariate and multivariate time series and beats state-of-the-art approaches on a real world dataset collected from wearable sensors.
Sufficient high-quality traffic data are a crucial component of various Intelligent Transportation System (ITS) applications and research related to congestion prediction, speed prediction, incident detection, and other traffic operation tasks. Nonet
Existing methods for structure discovery in time series data construct interpretable, compositional kernels for Gaussian process regression models. While the learned Gaussian process model provides posterior mean and variance estimates, typically the
Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral analysis, we propo
We address in this study the problem of learning a summary causal graph on time series with potentially different sampling rates. To do so, we first propose a new temporal mutual information measure defined on a window-based representation of time se
Sampling is classically performed by recording the amplitude of an input signal at given time instants; however, sampling and reconstructing a signal using multiple devices in parallel becomes a more difficult problem to solve when the devices have a