My areas of interest include Data Mining and Machine Learning in general. More specifically I am interested in their application for time series analysis. Some sub-areas in which I have worked and I am particularly excited about are:
Mining motifs and discords from large time series data sets
Manifold learning from high dimensional data (time series in particular) and in the presence of noise
Nonlinear dimensionality reduction techniques, again with focus on time series data
Nearest neighbor approaches for classification, anomaly detection and forecasting
Ensemble methods