This article demonstrates how to use the attention mechanism in a time series classification framework, specifically for classifying normal sine waves versus 'modified' (flattened) sine waves. It details the data generation, model implementation (using a bidirectional LSTM with attention), and results, achieving high accuracy.
A machine learning library for unsupervised time series anomaly detection. Orion provides verified ML pipelines to identify rare patterns in time series data.
SigLLM is an extension of the Orion library, built to detect anomalies in time series data using LLMs. It provides two types of pipelines for anomaly detection: Prompter (directly prompting LLMs) and Detector (using LLMs to forecast time series).
This paper introduces Toto, a time series forecasting foundation model with 151 million parameters, and BOOM, a large-scale benchmark for observability time series data. Toto uses a decoder-only architecture and is trained on a large corpus of observability, open, and synthetic data. Both Toto and BOOM are open-sourced under the Apache 2.0 License.
Datadog announces the release of Toto, a state-of-the-art open-weights time series foundation model, and BOOM, a new observability benchmark. Toto achieves SOTA performance on observability metrics, and BOOM provides a challenging dataset for evaluating time series models in the observability domain.
The article discusses the decline in infectious disease cases after the introduction of vaccines, measured over 70 years across the U.S.
The article uses a WSJ measles heatmap to illustrate heatmaps' effectiveness in displaying vaccine impacts on infectious diseases. It guides creating custom colormaps with Matplotlib’s LinearSegmentedColormap and pcolormesh function.
This article provides a hands-on guide to classifying human activity using sensor data and machine learning. It covers preparing data, creating a feature extraction pipeline using TSFresh, training a machine learning classifier with scikit-learn, and validating the model using the Data Studio.
SHREC is a physics-based unsupervised learning framework that reconstructs unobserved causal drivers from complex time series data. This new approach addresses the limitations of contemporary techniques, such as noise susceptibility and high computational cost, by using recurrence structures and topological embeddings. The successful application of SHREC on diverse datasets highlights its wide applicability and reliability in fields like biology, physics, and engineering, improving the accuracy of causal driver reconstruction.
This article provides a roundup of notable time-series forecasting papers published between 2023 and 2024. It highlights five influential papers, including a case study from the online fashion industry, a review on forecasting reconciliation, and new deep learning models like TSMixer and CARD. The article emphasizes advancements in forecasting models, handling challenges in retail forecasting, and improvements in hierarchical forecasting methods.
