This repository contains a reading list of papers on Time Series Segmentation. This repository is still being continuously improved.

Code for our SIGKDD'22 paper Pre-training-Enhanced Spatial-Temporal Graph Neural Network For Multivariate Time Series Forecasting.

Code for our CIKM'22 paper Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting.

Material for the course "Time series analysis with Python"

Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting

📦 A Python package for online changepoint detection, implementing state-of-the-art algorithms and a novel approach based on neural networks.

Inferencing 'PatchTST' and 'Informer' to harness the power of transformers for multivariate 'long sequence time-series forecasting' (LSTF).

Paper: Multi-Scale Ensemble Booster for Improving Existing TSD Classifiers. We proposed a highly easy-to-use performance enhancement framework called multi-scale ensemble booster(MEB), helping existing time series classification methods achieve performance leap. Our proposed MEB-ResNet achieved the most advanced time series classification ability.

[AAAI-23] AnoViz: A Visual Inspection Tool of Anomalies in Multivariate Time Series

Official repository for the paper "Time Series Kernels based on Nonlinear Vector AutoRegressive Delay Embeddings" (NeurIPS 2023)

multivariate time series

Locally Sensitive Hashing based embedding for High Dimensional Multivariate Time Series

Source code used to support the Master's thesis "Descriptive and Predictive Modeling of Water Distribution Network Dynamics using Multivariate Time Series Data"

Visualization techniques for multivariate time series data using Python + matplotlib

Official implementation of the paper Translating XAI to Image-Like Multivariate Time Series.

Common PCA for Multivariate time series