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Handling anomalies is a critical preprocessing step in multivariate time series prediction. However, existing approaches that separate anomaly preprocessing from model training for multivariate time series prediction encounter significant…

Machine Learning · Computer Science 2025-01-15 Yuanyuan Liang , Tianhao Zhang , Tingyu Xie

Traditional techniques for measuring similarities between time series are based on handcrafted similarity measures, whereas more recent learning-based approaches cannot exploit external supervision. We combine ideas from time-series…

Computer Vision and Pattern Recognition · Computer Science 2016-03-16 Wenjie Pei , David M. J. Tax , Laurens van der Maaten

We study the problem of predicting the future, though only in the probabilistic sense of estimating a future state of a time-varying probability distribution. This is not only an interesting academic problem, but solving this extrapolation…

Machine Learning · Statistics 2014-11-21 Christoph H. Lampert

Multivariate time series present challenges to standard machine learning techniques, as they are often unlabeled, high dimensional, noisy, and contain missing data. To address this, we propose T-Rep, a self-supervised method to learn time…

Machine Learning · Computer Science 2024-05-10 Archibald Fraikin , Adrien Bennetot , Stéphanie Allassonnière

We investigate the accuracy of conventional machine learning aided algorithms for the prediction of lateral land movement in an area using the precise position time series of permanent GNSS stations. The machine learning algorithms that are…

Signal Processing · Electrical Eng. & Systems 2020-06-16 M. Kiani

A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series such as length, obtaining forecasts for each individual time…

Methodology · Statistics 2024-01-31 Lukas Neubauer , Peter Filzmoser

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Machine Learning · Computer Science 2023-12-12 Ling Chen , Jiahua Cui

Remote magnetic sensing can be used to monitor the position of objects in real-time, enabling ground transport monitoring, underground infrastructure mapping and hazardous detection. However, magnetic signals are typically weak and complex,…

Enhancing the robustness and accuracy of time series forecasting models is an active area of research. Recently, Artificial Neural Networks (ANNs) have found extensive applications in many practical forecasting problems. However, the…

Neural and Evolutionary Computing · Computer Science 2013-02-27 Ratnadip Adhikari , R. K. Agrawal

As supported by abundant experimental evidence, neural networks are state-of-the-art for many approximation tasks in high-dimensional spaces. Still, there is a lack of a rigorous theoretical understanding of what they can approximate, at…

Numerical Analysis · Mathematics 2024-06-24 Elena Celledoni , James Jackaman , Davide Murari , Brynjulf Owren

The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…

Machine Learning · Computer Science 2021-04-26 Julia Gastinger , Sébastien Nicolas , Dušica Stepić , Mischa Schmidt , Anett Schülke

Understanding the evolutionary patterns of real-world evolving complex systems such as human interactions, transport networks, biological interactions, and computer networks has important implications in our daily lives. Predicting future…

Machine Learning · Computer Science 2020-08-19 Khushnood Abbas , Alireza Abbasi , Dong Shi , Niu Ling , Mingsheng Shang , Chen Liong , Bolun Chen

Machine learning has recently been applied and deployed at several light source facilities in the domain of Accelerator Physics. We introduce an approach based on machine learning to produce a fast-executing model that predicts the…

Accelerator Physics · Physics 2022-01-19 Ryan Sheppard , Cameron Baribeau , Tor Pedersen , Mark Boland , Drew Bertwistle

This paper proposes a technique for training a neural network by minimizing a surrogate loss that approximates the target evaluation metric, which may be non-differentiable. The surrogate is learned via a deep embedding where the Euclidean…

Computer Vision and Pattern Recognition · Computer Science 2020-07-20 Yash Patel , Tomas Hodan , Jiri Matas

Deep learning time-series models are often used to make forecasts that inform downstream decisions. Since these decisions can differ from those in the training set, there is an implicit requirement that time-series models will generalize…

Machine Learning · Computer Science 2024-11-04 Thomas Crasson , Yacine Nabet , Mathias Lécuyer

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

Determining temporal relations (e.g., before or after) between events has been a challenging natural language understanding task, partly due to the difficulty to generate large amounts of high-quality training data. Consequently, neural…

Computation and Language · Computer Science 2019-09-04 Qiang Ning , Sanjay Subramanian , Dan Roth

Making accurate forecasts for a complex system is a challenge in various practical applications. The major difficulty in solving such a problem concerns nonlinear spatiotemporal dynamics with time-varying characteristics. Takens' delay…

Signal Processing · Electrical Eng. & Systems 2024-04-09 Hao Peng , Wei Wang , Pei Chen , Rui Liu

Predicting high-fidelity future human poses, from a historically observed sequence, is decisive for intelligent robots to interact with humans. Deep end-to-end learning approaches, which typically train a generic pre-trained model on…

Computer Vision and Pattern Recognition · Computer Science 2023-04-14 Qiongjie Cui , Huaijiang Sun , Jianfeng Lu , Bin Li , Weiqing Li