scholarly journals Using matrix approximation for high-dimensional discrete optimization problems: Server consolidation based on cyclic time-series data

2013 ◽  
Vol 227 (1) ◽  
pp. 62-75 ◽  
Author(s):  
Thomas Setzer ◽  
Martin Bichler
Keyword(s):  
Time Series ◽  
Discrete Optimization ◽  
Time Series Data ◽  
Optimization Problems ◽  
Series Data ◽  
High Dimensional ◽  
Matrix Approximation ◽  
Server Consolidation ◽  
Cyclic Time ◽  
Discrete Optimization Problems

scholarly journals LSTM-Guided Coaching Assistant for Table Tennis Practice

Sensors ◽  
2018 ◽  
Vol 18 (12) ◽  
pp. 4112 ◽  
Author(s):  
Se-Min Lim ◽  
Hyeong-Cheol Oh ◽  
Jaein Kim ◽  
Juwon Lee ◽  
Jooyoung Park
Keyword(s):  
Time Series ◽  
State Space ◽  
Time Series Data ◽  
State Space Model ◽  
Skill Assessment ◽  
Series Data ◽  
High Dimensional ◽  
Table Tennis ◽  
Space Model ◽  
Low Dimensional

Recently, wearable devices have become a prominent health care application domain by incorporating a growing number of sensors and adopting smart machine learning technologies. One closely related topic is the strategy of combining the wearable device technology with skill assessment, which can be used in wearable device apps for coaching and/or personal training. Particularly pertinent to skill assessment based on high-dimensional time series data from wearable sensors is classifying whether a player is an expert or a beginner, which skills the player is exercising, and extracting some low-dimensional representations useful for coaching. In this paper, we present a deep learning-based coaching assistant method, which can provide useful information in supporting table tennis practice. Our method uses a combination of LSTM (Long short-term memory) with a deep state space model and probabilistic inference. More precisely, we use the expressive power of LSTM when handling high-dimensional time series data, and state space model and probabilistic inference to extract low-dimensional latent representations useful for coaching. Experimental results show that our method can yield promising results for characterizing high-dimensional time series patterns and for providing useful information when working with wearable IMU (Inertial measurement unit) sensors for table tennis coaching.

scholarly journals WATCH: Wasserstein Change Point Detection for High-Dimensional Time Series Data

2021 ◽  
Author(s):  
Kamil Faber ◽  
Roberto Corizzo ◽  
Bartlomiej Sniezynski ◽  
Michael Baron ◽  
Nathalie Japkowicz
Keyword(s):  
Time Series ◽  
Change Point ◽  
Time Series Data ◽  
Change Point Detection ◽  
Series Data ◽  
High Dimensional ◽  
Point Detection

TSmap3D: Browser visualization of high dimensional time series data

2016 ◽  
Author(s):  
Supun Kamburugamuve ◽  
Pulasthi Wickramasinghe ◽  
Saliya Ekanayake ◽  
Chathuri Wimalasena ◽  
Milinda Pathirage ◽  
...  
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Series Data ◽  
High Dimensional

scholarly journals Piecewise Trend Approximation: A Ratio-Based Time Series Representation

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Jingpei Dan ◽  
Weiren Shi ◽  
Fangyan Dong ◽  
Kaoru Hirota
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Series Representation ◽  
Feature Space ◽  
Original Data ◽  
Series Data ◽  
High Dimensional ◽  
Original Time Series ◽  
Data Space ◽  
Original Time

A time series representation, piecewise trend approximation (PTA), is proposed to improve efficiency of time series data mining in high dimensional large databases. PTA represents time series in concise form while retaining main trends in original time series; the dimensionality of original data is therefore reduced, and the key features are maintained. Different from the representations that based on original data space, PTA transforms original data space into the feature space of ratio between any two consecutive data points in original time series, of which sign and magnitude indicate changing direction and degree of local trend, respectively. Based on the ratio-based feature space, segmentation is performed such that each two conjoint segments have different trends, and then the piecewise segments are approximated by the ratios between the first and last points within the segments. To validate the proposed PTA, it is compared with classical time series representations PAA and APCA on two classical datasets by applying the commonly used K-NN classification algorithm. For ControlChart dataset, PTA outperforms them by 3.55% and 2.33% higher classification accuracy and 8.94% and 7.07% higher for Mixed-BagShapes dataset, respectively. It is indicated that the proposed PTA is effective for high dimensional time series data mining.

scholarly journals Developing an Embedding, Koopman and Autoencoder Technologies-Based Multi-Omics Time Series Predictive Model (EKATP) for Systems Biology research

2021 ◽  
Vol 12 ◽  
Author(s):  
Suran Liu ◽  
Yujie You ◽  
Zhaoqi Tong ◽  
Le Zhang
Keyword(s):  
Time Series ◽  
Predictive Model ◽  
Time Series Data ◽  
Chaotic Behavior ◽  
Flow Behavior ◽  
Series Data ◽  
High Dimensional ◽  
Future State ◽  
Disease Occurrence ◽  
The Future

It is very important for systems biologists to predict the state of the multi-omics time series for disease occurrence and health detection. However, it is difficult to make the prediction due to the high-dimensional, nonlinear and noisy characteristics of the multi-omics time series data. For this reason, this study innovatively proposes an Embedding, Koopman and Autoencoder technologies-based multi-omics time series predictive model (EKATP) to predict the future state of a high-dimensional nonlinear multi-omics time series. We evaluate this EKATP by using a genomics time series with chaotic behavior, a proteomics time series with oscillating behavior and a metabolomics time series with flow behavior. The computational experiments demonstrate that our proposed EKATP can substantially improve the accuracy, robustness and generalizability to predict the future state of a time series for multi-omics data.

scholarly journals Did the new Law for State-owned Firms affect those that are publicly traded?

2020 ◽  
Vol 18 (1) ◽  
pp. 23
Author(s):  
Vitor Kayo De Oliveira ◽  
Marcio Holland ◽  
Joelson O. Sampaio
Keyword(s):  
Time Series ◽  
Corporate Governance ◽  
Stock Returns ◽  
Time Series Data ◽  
Series Data ◽  
High Dimensional ◽  
Publicly Traded

<p>This paper studies the effects of a new law aimed at state-owned enterprises in Brazil. In particular, it analyzes whether this legislation, promoting improved corporate governance, leads to a reduced perception of risks in the management of these companies and, therefore, in the volatility of their stock returns. To do this, the ArCo (Artificial Counterfactual) methodology is applied, using high-dimensional panel time-series data from 2011 to 2018. Our results show that thirteen out of twenty stocks present a reduction in their volatility, six out of twenty stocks have contradictory results and one stock does not present a statistically significant result.</p>

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