Time series sampling

Combes, Florian - Fraiman, Ricardo - Ghattas, Badih

Resumen:

Some complex models are frequently employed to describe physical and mechanical phenomena. In this setting, we have an input X, which is a time series, and an output Y = f(X) where f is a very complicated function, whose computational cost for every new input is very high. We are given two sets of observations of X, S1 and S2 of different sizes such that only f(S1) isavailable. We tackle the problem of selecting a subsample S3 ∈ S2 of a smaller size on which to run the complex model f and such that distribution of f(S3) is close to that of f(S1). We adapt to this new framework five algorithms introduced in a previous work "Subsampling under Distributional Constraints" to solve this problem and show their efficiency using time series data.


Detalles Bibliográficos
2022
Optimal sampling
Kolmogorov–Smirnov
Time series
Encoding
Dynamic time warping
Inglés
Universidad de la República
COLIBRI
https://hdl.handle.net/20.500.12008/41080
Acceso abierto
Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)
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author Combes, Florian
author2 Fraiman, Ricardo
Ghattas, Badih
author2_role author
author
author_facet Combes, Florian
Fraiman, Ricardo
Ghattas, Badih
author_role author
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collection COLIBRI
dc.contributor.filiacion.none.fl_str_mv Combes Florian
Fraiman Ricardo, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.
Ghattas Badih
dc.creator.none.fl_str_mv Combes, Florian
Fraiman, Ricardo
Ghattas, Badih
dc.date.accessioned.none.fl_str_mv 2023-11-14T12:34:05Z
dc.date.available.none.fl_str_mv 2023-11-14T12:34:05Z
dc.date.issued.none.fl_str_mv 2022
dc.description.abstract.none.fl_txt_mv Some complex models are frequently employed to describe physical and mechanical phenomena. In this setting, we have an input X, which is a time series, and an output Y = f(X) where f is a very complicated function, whose computational cost for every new input is very high. We are given two sets of observations of X, S1 and S2 of different sizes such that only f(S1) isavailable. We tackle the problem of selecting a subsample S3 ∈ S2 of a smaller size on which to run the complex model f and such that distribution of f(S3) is close to that of f(S1). We adapt to this new framework five algorithms introduced in a previous work "Subsampling under Distributional Constraints" to solve this problem and show their efficiency using time series data.
dc.description.es.fl_txt_mv Este artículo forma parte de las actas del "The 8th International Conference on Time Series and Forecasting."
dc.format.extent.es.fl_str_mv 7 h.
dc.format.mimetype.es.fl_str_mv application/pdf
dc.identifier.citation.es.fl_str_mv Combes, F, Fraiman, R y Ghattas, B. "Time series sampling". Engineering Proceedings. [en línea] 2022, 18: 32. 7 h. DOI:10.3390/engproc2022018032
dc.identifier.doi.none.fl_str_mv 10.3390/engproc2022018032
dc.identifier.eissn.none.fl_str_mv 2673-4591
dc.identifier.uri.none.fl_str_mv https://hdl.handle.net/20.500.12008/41080
dc.language.iso.none.fl_str_mv en
eng
dc.publisher.es.fl_str_mv MDPI
dc.relation.ispartof.es.fl_str_mv Engineering Proceedings, 2022, 18: 32
dc.rights.license.none.fl_str_mv Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
dc.source.none.fl_str_mv reponame:COLIBRI
instname:Universidad de la República
instacron:Universidad de la República
dc.subject.es.fl_str_mv Optimal sampling
Kolmogorov–Smirnov
Time series
Encoding
Dynamic time warping
dc.title.none.fl_str_mv Time series sampling
dc.type.es.fl_str_mv Artículo
dc.type.none.fl_str_mv info:eu-repo/semantics/article
dc.type.version.none.fl_str_mv info:eu-repo/semantics/publishedVersion
description Este artículo forma parte de las actas del "The 8th International Conference on Time Series and Forecasting."
eu_rights_str_mv openAccess
format article
id COLIBRI_baf0974f20c2f0952f0641c713fb4a40
identifier_str_mv Combes, F, Fraiman, R y Ghattas, B. "Time series sampling". Engineering Proceedings. [en línea] 2022, 18: 32. 7 h. DOI:10.3390/engproc2022018032
10.3390/engproc2022018032
2673-4591
instacron_str Universidad de la República
institution Universidad de la República
instname_str Universidad de la República
language eng
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publishDate 2022
reponame_str COLIBRI
repository.mail.fl_str_mv mabel.seroubian@seciu.edu.uy
repository.name.fl_str_mv COLIBRI - Universidad de la República
repository_id_str 4771
rights_invalid_str_mv Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)
spelling Combes FlorianFraiman Ricardo, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.Ghattas Badih2023-11-14T12:34:05Z2023-11-14T12:34:05Z2022Combes, F, Fraiman, R y Ghattas, B. "Time series sampling". Engineering Proceedings. [en línea] 2022, 18: 32. 7 h. DOI:10.3390/engproc2022018032https://hdl.handle.net/20.500.12008/4108010.3390/engproc20220180322673-4591Este artículo forma parte de las actas del "The 8th International Conference on Time Series and Forecasting."Some complex models are frequently employed to describe physical and mechanical phenomena. In this setting, we have an input X, which is a time series, and an output Y = f(X) where f is a very complicated function, whose computational cost for every new input is very high. We are given two sets of observations of X, S1 and S2 of different sizes such that only f(S1) isavailable. We tackle the problem of selecting a subsample S3 ∈ S2 of a smaller size on which to run the complex model f and such that distribution of f(S3) is close to that of f(S1). We adapt to this new framework five algorithms introduced in a previous work "Subsampling under Distributional Constraints" to solve this problem and show their efficiency using time series data.Submitted by Egaña Florencia (florega@gmail.com) on 2023-11-13T18:36:25Z No. of bitstreams: 2 license_rdf: 25790 bytes, checksum: 489f03e71d39068f329bdec8798bce58 (MD5) engproc-18-00032-v2-1.pdf: 336351 bytes, checksum: 2ba0f089e01b257bb18b048bd65ebc9c (MD5)Approved for entry into archive by Faget Cecilia (lfaget@fcien.edu.uy) on 2023-11-13T18:40:11Z (GMT) No. of bitstreams: 2 license_rdf: 25790 bytes, checksum: 489f03e71d39068f329bdec8798bce58 (MD5) engproc-18-00032-v2-1.pdf: 336351 bytes, checksum: 2ba0f089e01b257bb18b048bd65ebc9c (MD5)Made available in DSpace by Luna Fabiana (fabiana.luna@seciu.edu.uy) on 2023-11-14T12:34:05Z (GMT). No. of bitstreams: 2 license_rdf: 25790 bytes, checksum: 489f03e71d39068f329bdec8798bce58 (MD5) engproc-18-00032-v2-1.pdf: 336351 bytes, checksum: 2ba0f089e01b257bb18b048bd65ebc9c (MD5) Previous issue date: 20227 h.application/pdfenengMDPIEngineering Proceedings, 2022, 18: 32Las obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad de la República.(Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. Nº 16 de C.D.C. de 07/10/2014)info:eu-repo/semantics/openAccessLicencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)Optimal samplingKolmogorov–SmirnovTime seriesEncodingDynamic time warpingTime series samplingArtículoinfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionreponame:COLIBRIinstname:Universidad de la Repúblicainstacron:Universidad de la RepúblicaCombes, FlorianFraiman, RicardoGhattas, BadihLICENSElicense.txtlicense.txttext/plain; charset=utf-84267http://localhost:8080/xmlui/bitstream/20.500.12008/41080/5/license.txt6429389a7df7277b72b7924fdc7d47a9MD55CC-LICENSElicense_urllicense_urltext/plain; charset=utf-850http://localhost:8080/xmlui/bitstream/20.500.12008/41080/2/license_urla006180e3f5b2ad0b88185d14284c0e0MD52license_textlicense_texttext/html; charset=utf-814674http://localhost:8080/xmlui/bitstream/20.500.12008/41080/3/license_text6eed504571858d3e58aeed5ad67e191aMD53license_rdflicense_rdfapplication/rdf+xml; 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- Universidad de la Repúblicafalse
spellingShingle Time series sampling
Combes, Florian
Optimal sampling
Kolmogorov–Smirnov
Time series
Encoding
Dynamic time warping
status_str publishedVersion
title Time series sampling
title_full Time series sampling
title_fullStr Time series sampling
title_full_unstemmed Time series sampling
title_short Time series sampling
title_sort Time series sampling
topic Optimal sampling
Kolmogorov–Smirnov
Time series
Encoding
Dynamic time warping
url https://hdl.handle.net/20.500.12008/41080