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The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full…

Machine Learning · Computer Science 2025-10-24 Difan Deng , Marius Lindauer

As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A…

Machine Learning · Computer Science 2022-03-03 Fan Jin , Ke Zhang , Yipan Huang , Yifei Zhu , Baiping Chen

The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately…

Machine Learning · Computer Science 2024-11-08 Xinxing Zhou , Jiaqi Ye , Shubao Zhao , Ming Jin , Chengyi Yang , Yanlong Wen , Xiaojie Yuan

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

Medical event prediction (MEP) is a fundamental task in the medical domain, which needs to predict medical events, including medications, diagnosis codes, laboratory tests, procedures, outcomes, and so on, according to historical medical…

Machine Learning · Computer Science 2022-05-02 Sicen Liu , Xiaolong Wang , Yang Xiang , Hui Xu , Hui Wang , Buzhou Tang

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Machine Learning · Computer Science 2025-09-12 Han Yu , Peikun Guo , Akane Sano

Time series extrinsic regression (TSER) refers to the task of predicting a continuous target variable from an input time series. It appears in many domains, including healthcare, finance, environmental monitoring, and engineering. In these…

Machine Learning · Computer Science 2025-12-23 Florent Forest , Amaury Wei , Olga Fink

Urban time series data forecasting featuring significant contributions to sustainable development is widely studied as an essential task of the smart city. However, with the dramatic and rapid changes in the world environment, the…

Machine Learning · Computer Science 2023-11-27 Zekun Cai , Renhe Jiang , Xinyu Yang , Zhaonan Wang , Diansheng Guo , Hiroki Kobayashi , Xuan Song , Ryosuke Shibasaki

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

The key component in forecasting demand and consumption of resources in a supply network is an accurate prediction of real-valued time series. Indeed, both service interruptions and resource waste can be reduced with the implementation of…

Neural and Evolutionary Computing · Computer Science 2018-07-24 Filippo Maria Bianchi , Enrico Maiorino , Michael C. Kampffmeyer , Antonello Rizzi , Robert Jenssen

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

This paper addresses a multi-label predictive fault classification problem for multidimensional time-series data. While fault (event) detection problems have been thoroughly studied in literature, most of the state-of-the-art techniques…

Machine Learning · Computer Science 2020-01-29 Wenyu Zhang , Devesh K. Jha , Emil Laftchiev , Daniel Nikovski

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Machine Learning · Computer Science 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

Deep neural networks offer an alternative paradigm for modeling weather conditions. The ability of neural models to make a prediction in less than a second once the data is available and to do so with very high temporal and spatial…

Atmospheric and Oceanic Physics · Physics 2023-07-07 Marcin Andrychowicz , Lasse Espeholt , Di Li , Samier Merchant , Alexander Merose , Fred Zyda , Shreya Agrawal , Nal Kalchbrenner

Intelligence necessitates memory. Without memory, humans fail to perform various nontrivial tasks such as reading novels, playing games or solving maths. As the ultimate goal of machine learning is to derive intelligent systems that learn…

Machine Learning · Computer Science 2021-07-06 Hung Le

Designing effective models for learning time series representations is foundational for time series analysis. Many previous works have explored time series representation modeling approaches and have made progress in this area. Despite…

Machine Learning · Computer Science 2024-12-17 Mingyue Cheng , Jiqian Yang , Tingyue Pan , Qi Liu , Zhi Li

Time-series forecasting is important for many applications. Forecasting models are usually trained using time-series data in a specific target task. However, sufficient data in the target task might be unavailable, which leads to…

Machine Learning · Statistics 2020-10-01 Tomoharu Iwata , Atsutoshi Kumagai

We describe a new class of learning models called memory networks. Memory networks reason with inference components combined with a long-term memory component; they learn how to use these jointly. The long-term memory can be read and…

Artificial Intelligence · Computer Science 2015-12-01 Jason Weston , Sumit Chopra , Antoine Bordes

Accurate Multivariate Time Series (MTS) forecasting is crucial for collaborative design of complex systems, Digital Twin building, and maintenance ahead of time. However, the collaborative industrial environment presents new challenges for…

Machine Learning · Computer Science 2025-12-02 Shaoxun Wang , Xingjun Zhang , Kun Xia , Qianyang Li , Jiawei Cao , Zhendong Tan