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Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Providing long-range forecasts is a fundamental challenge in time series modeling, which is only compounded by the challenge of having to form such forecasts when a time series has never previously been observed. The latter challenge is the…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Alex Tank , Alec Greaves-Tunnell , Emily Fox

Time series, as one of the most fundamental representations of sequential data, has been extensively studied across diverse disciplines, including computer science, biology, geology, astronomy, and environmental sciences. The advent of…

Machine Learning · Computer Science 2024-12-31 John Paparrizos , Fan Yang , Haojun Li

Applying machine learning models to meteorological data brings many opportunities to the Geosciences field, such as predicting future weather conditions more accurately. In recent years, modeling meteorological data with deep neural…

Machine Learning · Computer Science 2020-11-11 Rafaela Castro , Yania M. Souto , Eduardo Ogasawara , Fabio Porto , Eduardo Bezerra

Transformer-based models have gained increasing attention in time series research, driving interest in Large Language Models (LLMs) and foundation models for time series analysis. As the field moves toward multi-modality, Large Vision…

Machine Learning · Computer Science 2025-07-11 Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Zhigang Deng , Qingsong Wen , Jingchao Ni

Many prediction problems across science and engineering, especially in finance and economics, involve large cross-sections of individual time series, where each unit (e.g., a loan, stock, or customer) is driven by unit-level features and…

Machine Learning · Computer Science 2025-10-14 Elliot L. Epstein , Apaar Sadhwani , Kay Giesecke

Data of sequential nature arise in many application domains in forms of, e.g. textual data, DNA sequences, and software execution traces. Different research disciplines have developed methods to learn sequence models from such datasets: (i)…

Machine Learning · Statistics 2018-11-02 Niek Tax , Irene Teinemaa , Sebastiaan J. van Zelst

Using sequence to sequence algorithms for query expansion has not been explored yet in Information Retrieval literature nor in Question-Answering's. We tried to fill this gap in the literature with a custom Query Expansion engine trained…

Information Retrieval · Computer Science 2018-12-27 Salah Zaiem , Fatiha Sadat

While Internet of Things (IoT) devices and sensors create continuous streams of information, Big Data infrastructures are deemed to handle the influx of data in real-time. One type of such a continuous stream of information is time series…

Methodology · Statistics 2020-05-05 Elyas Sabeti , Peter X. K. Song , Alfred O. Hero

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

Sequentially obtained dataset usually exhibits different behavior at different data resolutions/scales. Instead of inferring from data at each scale individually, it is often more informative to interpret the data as an ensemble of time…

Mesoscale and Nanoscale Physics · Physics 2021-03-19 Yuan Yang , Jie Ding

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on…

Machine Learning · Computer Science 2025-10-24 Qitai Tan , Yiyun Chen , Mo Li , Ruiwen Gu , Yilin Su , Xiao-Ping Zhang

Accurate time series forecasting is a highly valuable endeavour with applications across many industries. Despite recent deep learning advancements, increased model complexity, and larger model sizes, many state-of-the-art models often…

Research on time series forecasting has predominantly focused on developing methods that improve accuracy. However, other criteria such as training time or latency are critical in many real-world applications. We therefore address the…

Machine Learning · Computer Science 2022-02-18 Oliver Borchert , David Salinas , Valentin Flunkert , Tim Januschowski , Stephan Günnemann

Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models. A number of variations to the linear model have been proposed, often including some form of feature…

Machine Learning · Computer Science 2024-03-26 William Toner , Luke Darlow

For most deep learning practitioners, sequence modeling is synonymous with recurrent networks. Yet recent results indicate that convolutional architectures can outperform recurrent networks on tasks such as audio synthesis and machine…

Machine Learning · Computer Science 2018-04-20 Shaojie Bai , J. Zico Kolter , Vladlen Koltun

Continuous-time event sequences, i.e., sequences consisting of continuous time stamps and associated event types ("marks"), are an important type of sequential data with many applications, e.g., in clinical medicine or user behavior…

Machine Learning · Statistics 2022-11-17 Alex Boyd , Yuxin Chang , Stephan Mandt , Padhraic Smyth

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency…

Machine Learning · Computer Science 2025-06-16 Kun Yi , Qi Zhang , Wei Fan , Longbing Cao , Shoujin Wang , Guodong Long , Liang Hu , Hui He , Qingsong Wen , Hui Xiong

Sequence-to-Sequence models were introduced to tackle many real-life problems like machine translation, summarization, image captioning, etc. The standard optimization algorithms are mainly based on example-to-example matching like maximum…

Computation and Language · Computer Science 2018-09-05 Wenhu Chen , Guanlin Li , Shujie Liu , Zhirui Zhang , Mu Li , Ming Zhou
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