Yuriy Nevmyvaka

dblp:92/1859 · DBLP profile ↗
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5ranked-venue papers in the field
0as first author
5since 2021 · last 2025
0009-0001-3484-7483ORCID · verified

Domains — venue-derived; a paper can count in several

Data Mining & Knowledge Discovery · 5
YearPublicationVenuePosition
2025 Multi-modal Time Series Analysis: A Tutorial and Survey
abstract
Multi-modal time series analysis has recently emerged as a prominent research area, driven by the increasing availability of diverse data modalities, such as text, images, and structured tabular data from real-world sources. However, effective analysis of multi-modal time series is hindered by data heterogeneity, modality gap, misalignment, and inherent noise. Recent advancements in multi-modal time series methods have exploited the multi-modal context via cross-modal interactions based on deep learning methods, significantly enhancing various downstream tasks. In this tutorial and survey, we present a systematic and up-to-date overview of multi-modal time series datasets and methods. We first state the existing challenges of multi-modal time series analysis and our motivations, with a brief introduction of preliminaries. Then, we summarize the general pipeline and categorize existing methods through a unified cross-modal interaction framework encompassing fusion, alignment, and transference at different levels (i.e., input, intermediate, output), where key concepts and ideas are highlighted. We also discuss the real-world applications of multi-modal analysis for both standard and spatial time series, tailored to general and specific domains. Finally, we discuss future research directions to help practitioners explore and exploit multi-modal time series. The up-to-date resources are provided in the GitHub repository. https://github.com/UConn-DSIS/Multi-modal-Time-Series-Analysis.
Yushan Jiang, Kanghui Ning, Zijie Pan, Xuyang Shen, Jingchao Ni, Wenchao Yu, Anderson Schneider, Yuriy Nevmyvaka, Dongjin Song
KDD (2)9
2025 The 11th Mining and Learning from Time Series (MILETS): From Classical Methods to LLMs
abstract
Time series data is now pervasive across domains such as healthcare, finance, entertainment, and transportation, driven by advances in sensing technologies that enable continuous data collection. The resulting increase in data volume and complexity poses significant challenges to traditional analysis methods, calling for the development of advanced, interdisciplinary approaches to temporal data mining. This workshop aims to: (1) identify key challenges in learning from time series data, including irregular sampling, spatiotemporal dependencies, and uncertainty quantification; (2) explore recent advances in algorithmic, statistical, theoretical, and systems-based solutions-ranging from classical methods to emerging techniques involving large language models (LLMs); and (3) foster collaboration by highlighting open problems and novel research directions in time series analysis. Bridging theory and practice, the workshop provides a platform for researchers and practitioners from academia, industry, and government to exchange ideas, discuss technical challenges, and showcase practical applications. Contributions from related areas such as AI, machine learning, data science, and statistics are strongly encouraged.
Sanjay Purushotham, Dongjin Song, Qingsong Wen, Jun Huan, Yuxuan Liang 0002, Cong Shen 0001, Stefan Zohren, Yuriy Nevmyvaka
KDD (2)8
2024 The 10th Mining and Learning from Time Series Workshop: From Classical Methods to LLMs
abstract
Time series data has become ubiquitous across various fields such as healthcare, finance, entertainment, and transportation, driven by advancements in sensing technologies that enable continuous monitoring and recording. This growth in data size and complexity presents new challenges for traditional analysis techniques, necessitating the development of advanced, interdisciplinary temporal mining algorithms. The goals of this workshop are to: (1) highlight significant challenges in learning and mining from time series data, such as irregular sampling, spatiotemporal structures, and uncertainty quantification; (2) discuss recent developments in algorithmic, theoretical, statistical, and systems-based approaches for addressing these challenges, including both classical methods and large language models (LLMs); and (3) synergize research efforts by exploring both new and open problems in time series analysis and mining. This workshop will focus on both the theoretical and practical aspects of time series data analysis, providing a platform for researchers and practitioners from academia, government, and industry to discuss potential research directions, critical technical issues, and present solutions for practical applications. Contributions from related fields such as AI, machine learning, data science, and statistics are also included.
Sanjay Purushotham, Dongjin Song, Qingsong Wen, Jun Huan, Cong Shen 0001, Stefan Zohren, Yuriy Nevmyvaka
KDD7
2023 The 9th SIGKDD International Workshop on Mining and Learning from Time Series
abstract
Time series data has become pervasive across domains such as finance, transportation, retail, entertainment, and healthcare. This shift towards continuous monitoring and recording, fueled by advancements in sensing technologies, necessitates the development of new tools and solutions. Despite extensive study, the importance of time series analysis continues to increase. However, modern time series data present challenges to existing techniques, including irregular sampling and spatiotemporal structures. Time series mining research is both challenging and rewarding as it connects diverse disciplines and requires interdisciplinary solutions. The goals of this workshop are to (1) highlight the significant challenges that underpin learning and mining from time series data (e.g., irregular sampling, spatiotemporal structure, uncertainty quantification), (2) discuss recent algorithmic, theoretical, statistical, or systems-based developments for tackling these problems, and (3) to synergize the research activities and discuss both new and open problems in time series analysis and mining. In summary, our workshop will focus on both the theoretical and practical aspects of time series data analysis and will provide a platform for researchers and practitioners from academia and industry to discuss potential research directions and critical technical issues and present solutions to tackle related issues in practical applications. We will invite researchers and practitioners from the related areas of AI, machine learning, data science, statistics, and many others to contribute to this workshop.
Sanjay Purushotham, Dongjin Song, Qingsong Wen, Jun Huan, Cong Shen 0001, Yuriy Nevmyvaka
KDD6
2022 8th SIGKDD International Workshop on Mining and Learning from Time Series - Deep Forecasting: Models, Interpretability, and Applications
abstract
Time series data are ubiquitous, and is one of the fastest growing and richest types of data. Recent advances in sensing technologies has resulted in a rapid growth in the size and complexity of time series archives. This demands development of new tools and solutions. The goals of this workshop are to: (1) highlight the significant challenges that underpin learning and mining from time series data (e.g. irregular sampling, spatiotemporal structure, uncertainty quantification), (2) discuss recent algorithmic, theoretical, statistical, or systems-based developments for tackling these problems, and (3) exploring new frontiers in time series analysis and their connections with important topics such as knowledge representation, reasoning, control, and business intelligence. In summary, our workshop will focus on both the theoretical and practical aspects of time series data analysis and will provide a platform for researchers and practitioners from both academia and industry to discuss potential research directions, key technical issues, and present solutions to tackle related issues in practical applications. We will invite researchers and practitioners from the related areas of AI, machine learning, data science, statistics, and many others to contribute to this workshop.
Sanjay Purushotham, Jun Huan, Cong Shen 0001, Dongjin Song, Yuyang Wang 0001, Jan Gasthaus, Hilaf Hasson, Youngsuk Park, Sungyong Seo, Yuriy Nevmyvaka
KDD10