paper-with-me

Papers

Time-Series Classification with Multivariate Statistical Dependence Features

2026-04-08 · Yao Sun, Bo Hu, Jose Principe arxiv

In this paper, we propose a novel framework for non-stationary time-series analysis that replaces conventional correlation-based statistics with direct estimation of statistical dependence in the normalized joint density of input and target signals, the cross density ratio (CDR). Unlike windowed correlation estimates, this measure is independent of sample order and robust to regime changes. The method builds on the functional maximal correlation algorithm (FMCA), which constructs a projection space by decomposing the eigenspectrum of the CDR. Multiscale features from this eigenspace are classified using a lightweight single-hidden-layer perceptron. On the TI-46 digit speech corpus, our approach outperforms hidden Markov models (HMMs) and state-of-the-art spiking neural networks, achieving higher accuracy with fewer than 10 layers and a storage footprint under 5 MB.

📄 PDF Abstract BibTeX arXiv:2604.06537

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Kernel-based Joint Independence Tests for Multivariate Stationary and Non-stationary Time Series

2023-05-15 · Zhaolu Liu, Robert L. Peach, Felix Laumann, Sara Vallejo Mengod 외

Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables …

Time Series

Benchmarking optimality of time series classification methods in distinguishing diffusions

2023-01-30 · Zehong Zhang, Fei Lu, Esther Xu Fei, Terry Lyons 외

Statistical optimality benchmarking is crucial for analyzing and designing time series classification (TSC) algorithms. This study proposes to benchmark the optimality of TSC algorithms in distinguishing diffusion proces…

BenchmarkingGaussian ProcessesLEMMATime Series+2

Optimal Copula Transport for Clustering Multivariate Time Series

2015-09-27 · Gautier Marti, Frank Nielsen, Philippe Donnat

This paper presents a new methodology for clustering multivariate time series leveraging optimal transport between copulas. Copulas are used to encode both (i) intra-dependence of a multivariate time series, and (ii) int…

ClusteringClustering Multivariate Time SeriesTime SeriesTime Series Analysis

Multivariate Wasserstein Functional Connectivity for Autism Screening

2022-09-23 · Oleg Kachan, Alexander Bernstein

Most approaches to the estimation of brain functional connectivity from the functional magnetic resonance imaging (fMRI) data rely on computing some measure of statistical dependence, or more generally, a distance betwee…

Functional ConnectivityTime SeriesTime Series Analysis

Generalized Prompt Tuning: Adapting Frozen Univariate Time Series Foundation Models for Multivariate Healthcare Time Series

2024-11-19 · Mingzhu Liu, Angela H. Chen, George H. Chen

Time series foundation models are pre-trained on large datasets and are able to achieve state-of-the-art performance in diverse tasks. However, to date, there has been limited work demonstrating how well these models per…

Time SeriesTime Series Prediction