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Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…

Social and Information Networks · Computer Science 2022-08-23 Tianxiang Zhan , Fuyuan Xiao

The task of clustering unlabeled time series and sequences entails a particular set of challenges, namely to adequately model temporal relations and variable sequence lengths. If these challenges are not properly handled, the resulting…

Machine Learning · Statistics 2019-02-19 Daniel J. Trosten , Andreas S. Strauman , Michael Kampffmeyer , Robert Jenssen

Making accurate predictions of chaotic time series is a complex challenge. Reservoir computing, a neuromorphic-inspired approach, has emerged as a powerful tool for this task. It exploits the memory and nonlinearity of dynamical systems…

Machine Learning · Computer Science 2025-05-26 Rodrigo Martínez-Peña , Román Orús

This paper proposes an autoregressive (AR) model for sequences of graphs, which generalises traditional AR models. A first novelty consists in formalising the AR model for a very general family of graphs, characterised by a variable…

Machine Learning · Computer Science 2019-03-19 Daniele Zambon , Daniele Grattarola , Lorenzo Livi , Cesare Alippi

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

In this work we propose a novel approach to utilize convolutional neural networks for time series forecasting. The time direction of the sequential data with spatial dimensions $D=1,2$ is considered democratically as the input of a…

Machine Learning · Computer Science 2020-01-13 Matthias Weissenbacher

The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts. In this paper, we pioneer the exploration of explicitly modeling this periodicity to enhance the performance of models…

Machine Learning · Computer Science 2024-10-16 Shengsheng Lin , Weiwei Lin , Xinyi Hu , Wentai Wu , Ruichao Mo , Haocheng Zhong

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Univariate time series often take the form of a collection of curves observed sequentially over time. Examples of these include hourly ground-level ozone concentration curves. These curves can be viewed as a time series of functions…

Methodology · Statistics 2019-05-09 Han Lin Shang

Multivariate time series anomaly detection has become an active area of research in recent years, with Deep Learning models outperforming previous approaches on benchmark datasets. Among reconstruction-based models, most previous work has…

Machine Learning · Computer Science 2022-02-28 Cristian Challu , Peihong Jiang , Ying Nian Wu , Laurent Callot

In this paper, we present an adaptation of the sequence-to-sequence model for structured output prediction in vision tasks. In this model the output variables for a given input are predicted sequentially using neural networks. The…

Computer Vision and Pattern Recognition · Computer Science 2016-10-25 Georgia Gkioxari , Alexander Toshev , Navdeep Jaitly

In this work, we investigate the time series representation learning problem using self-supervised techniques. Contrastive learning is well-known in this area as it is a powerful method for extracting information from the series and…

Machine Learning · Computer Science 2024-10-08 Duy A. Nguyen , Trang H. Tran , Huy Hieu Pham , Phi Le Nguyen , Lam M. Nguyen

One unique property of time series is that the temporal relations are largely preserved after downsampling into two sub-sequences. By taking advantage of this property, we propose a novel neural network architecture that conducts sample…

Machine Learning · Computer Science 2022-10-14 Minhao Liu , Ailing Zeng , Muxi Chen , Zhijian Xu , Qiuxia Lai , Lingna Ma , Qiang Xu

We propose a recurrent extension of the Ladder networks whose structure is motivated by the inference required in hierarchical latent variable models. We demonstrate that the recurrent Ladder is able to handle a wide variety of complex…

Neural and Evolutionary Computing · Computer Science 2017-12-19 Isabeau Prémont-Schwarz , Alexander Ilin , Tele Hotloo Hao , Antti Rasmus , Rinu Boney , Harri Valpola

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

We introduce a new neural architecture and an unsupervised algorithm for learning invariant representations from temporal sequence of images. The system uses two groups of complex cells whose outputs are combined multiplicatively: one that…

Neural and Evolutionary Computing · Computer Science 2010-06-03 Karo Gregor , Yann LeCun

We present a new method for causal discovery in linear structural vector autoregressive models. We adapt an idea designed for independent observations to the case of time series while retaining its favorable properties, i.e., explicit error…

Methodology · Statistics 2025-01-03 Christoph Schultheiss , Markus Ulmer , Peter Bühlmann

In this study, we propose an approach for predicting rare events by exploiting time series in coevolution. Our approach involves a weighted autologistic regression model, where we leverage the temporal behavior of the data to enhance…

Machine Learning · Computer Science 2023-12-18 Hadia Mecheri , Islam Benamirouche , Feriel Fass , Djemel Ziou , Nassima Kadri

This paper proposes a task-agnostic discovery layer for multivariate time series that constructs a relational hypothesis graph over entities without assuming linearity, stationarity, or a downstream objective. The method learns window-level…

Machine Learning · Computer Science 2026-01-28 Olusegun Owoeye

Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…

Machine Learning · Computer Science 2025-09-23 Kai Zhang , Siming Sun , Zhengyu Fan , Qinmin Yang , Xuejun Jiang
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