Shape and time distortion loss for training deep time series forecasting models

V Le Guen, N Thome - Advances in neural information …, 2019 - proceedings.neurips.cc
This paper addresses the problem of time series forecasting for non-stationary signals and
multiple future steps prediction. To handle this challenging task, we introduce DILATE …

A kernel multiple change-point algorithm via model selection

S Arlot, A Celisse, Z Harchaoui - Journal of machine learning research, 2019 - jmlr.org
We consider a general formulation of the multiple change-point problem, in which the data is
assumed to belong to a set equipped with a positive semidefinite kernel. We propose a …

A framework for robust hybrid state estimation with unknown measurement noise statistics

J Zhao, L Mili - IEEE Transactions on Industrial Informatics, 2017 - ieeexplore.ieee.org
In practical applications like power systems, the distribution of the measurement noise is
usually unknown and frequently deviates from the assumed Gaussian model, yielding …

Assessment of data suitability for machine prognosis using maximum mean discrepancy

X Jia, M Zhao, Y Di, Q Yang… - IEEE transactions on …, 2017 - ieeexplore.ieee.org
As more and more data become available for machine prognostic analysis in the big data
environment, effective data suitability assessment methods become highly desired to help …

Change point detection in time series data using autoencoders with a time-invariant representation

T De Ryck, M De Vos, A Bertrand - IEEE Transactions on Signal …, 2021 - ieeexplore.ieee.org
Change point detection (CPD) aims to locate abrupt property changes in time series data.
Recent CPD methods demonstrated the potential of using deep learning techniques, but …

Kernel change-point detection with auxiliary deep generative models

WC Chang, CL Li, Y Yang, B Póczos - arxiv preprint arxiv:1901.06077, 2019 - arxiv.org
Detecting the emergence of abrupt property changes in time series is a challenging
problem. Kernel two-sample test has been studied for this task which makes fewer …

Similarity-based particle filter for remaining useful life prediction with enhanced performance

H Cai, J Feng, W Li, YM Hsu, J Lee - Applied Soft Computing, 2020 - Elsevier
This paper proposes a similarity-based Particle Filter (PF) method for Remaining Useful Life
(RUL) prediction with improved performance. In the proposed methodology, Maximum Mean …

Consistent change-point detection with kernels

D Garreau, S Arlot - 2018 - projecteuclid.org
In this paper we study the kernel change-point algorithm (KCP) proposed by Arlot, Celisse
and Harchaoui 5, which aims at locating an unknown number of change-points in the …

A similarity based methodology for machine prognostics by using kernel two sample test

H Cai, X Jia, J Feng, W Li, L Pahren, J Lee - ISA transactions, 2020 - Elsevier
This paper proposes a novel similarity-based algorithm for Remaining Useful Life (RUL)
prediction and a methodology for machine prognostics. In the proposed RUL prediction …

Change point detection via multivariate singular spectrum analysis

A Alanqary, A Alomar, D Shah - Advances in Neural …, 2021 - proceedings.neurips.cc
The objective of change point detection (CPD) is to detect significant and abrupt changes in
the dynamics of the underlying system of interest through multivariate time series …