- JMLR Proceedings are now available here.
- Thank you to all the participants of NIPS Time Series Workshop 2016! We are preparing for NIPS Time Series Workshop 2017 and look forward to hosting you next year in Long Beach, California!
- Congratulations to Christopher Xie for the Best Oral Presentation on A Unified Framework for Missing Data and Cold Start Prediction for Time Series Data.
- Congratulations to Mahdi Karami for the Best Poster Presentation on Optimal Linear Dynamical System Identification.
- Keynote talks slides are available on Schedule page.
- Ask and vote on the questions you would like to ask our panel on tricider.
Data, in the form of time-dependent sequential observations emerge in many key real-world problems, ranging from biological data, financial markets, weather forecasting to audio/video processing. However, despite the ubiquity of such data, most mainstream machine learning algorithms have been primarily developed for settings in which sample points are drawn i.i.d. from some (usually unknown) fixed distribution. While there exist algorithms designed to handle non-i.i.d. data, these typically assume specific parametric form for the data-generating distribution. Such assumptions may undermine the complex nature of modern data which can possess long-range dependency patterns, and for which we now have the computing power to discern. On the other extreme lie on-line learning algorithms that consider a more general framework without any distributional assumptions. However, by being purely-agnostic, common on-line algorithms may not fully exploit the stochastic aspect of time-series data.
Our workshop will build on the success of the first NIPS Time Series Workshop that was held at NIPS 2015. The goal of this workshop is to bring together theoretical and applied researchers interested in the analysis of time series and development of new algorithms to process sequential data. This includes algorithms for time series prediction, classification, clustering, anomaly and change point detection, correlation discovery, dimensionality reduction as well as a general theory for learning and comparing stochastic processes. We invite researchers from the related areas of batch and online learning, reinforcement learning, data analysis and statistics, econometrics, and many others to contribute to this workshop.
We also hope that this workshop will serve as an excellent companion to a tutorial on "Theory and Algorithms for Forecasting Non-Stationary Time Series" (Video) which is going to be presented at NIPS this year.
This year, selected papers will published in the special JMLR issue on "Time Series Analysis". All accepted papers will have a poster presentation and the best papers will be selected for an oral presentation.
Location and Dates:
Our workshop will take place on December 9th after NIPS 2016 main conference which is held in Barcelona, Spain this year.
Oren Anava, Voleon Capital Management
Marco Cuturi, ENSAE / CREST
Azadeh Khaleghi, Mathematics & Statistics, Lancaster University
Vitaly Kuznetsov, Google Research
Alexander Rakhlin, University of Pennsylvania, The Wharton School