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Multivariate time series data suffer from the problem of missing values, which hinders the application of many analytical methods. To achieve the accurate imputation of these missing values, exploiting inter-correlation by employing the…

Machine Learning · Computer Science 2024-09-17 Kohei Obata , Koki Kawabata , Yasuko Matsubara , Yasushi Sakurai

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by…

Machine Learning · Computer Science 2025-05-21 Jun Wang , Wenjie Du , Yiyuan Yang , Linglong Qian , Wei Cao , Keli Zhang , Wenjia Wang , Yuxuan Liang , Qingsong Wen

Multivariate time series forecasting (MTSF) plays a vital role in numerous real-world applications, yet existing models remain constrained by their reliance on a limited historical context. This limitation prevents them from effectively…

Machine Learning · Computer Science 2026-02-12 Fanpu Cao , Lu Dai , Jindong Han , Hui Xiong

Multivariate time-series (MTS) forecasting is a challenging task in many real-world non-stationary dynamic scenarios. In addition to intra-series temporal signals, the inter-series dependency also plays a crucial role in shaping future…

Machine Learning · Computer Science 2023-12-29 Weijun Chen , Heyuan Wang , Ye Tian , Shijie Guan , Ning Liu

Multivariate Time Series (MTS) forecasting has a wide range of applications in both industry and academia. Recent advances in Spatial-Temporal Graph Neural Network (STGNN) have achieved great progress in modelling spatial-temporal…

Machine Learning · Computer Science 2025-05-22 Huiliang Zhang , Di Wu , Arnaud Zinflou , Stephane Dellacherie , Mouhamadou Makhtar Dione , Benoit Boulet

Modeling Irregularly-sampled and Multivariate Time Series (IMTS) is crucial across a variety of applications where different sets of variates may be missing at different time-steps due to sensor malfunctions or high data acquisition costs.…

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Machine Learning · Computer Science 2022-08-17 Zezhi Shao , Zhao Zhang , Fei Wang , Yongjun Xu

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Multivariate time series (MTS) imputation is a widely studied problem in recent years. Existing methods can be divided into two main groups, including (1) deep recurrent or generative models that primarily focus on time series features, and…

Machine Learning · Computer Science 2023-06-27 Dingsu Wang , Yuchen Yan , Ruizhong Qiu , Yada Zhu , Kaiyu Guan , Andrew J Margenot , Hanghang Tong

Missing data is a challenge in many applications, including intelligent transportation systems (ITS). In this paper, we study traffic speed and travel time estimations in ITS, where portions of the collected data are missing due to sensor…

Machine Learning · Computer Science 2022-11-21 Bahareh Najafi , Saeedeh Parsaeefard , Alberto Leon-Garcia

Learning compressed representations of multivariate time series (MTS) facilitates data analysis in the presence of noise and redundant information, and for a large number of variates and time steps. However, classical dimensionality…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Filippo Maria Bianchi , Lorenzo Livi , Karl Øyvind Mikalsen , Michael Kampffmeyer , Robert Jenssen

Effective analysis of time series data presents significant challenges due to the complex temporal dependencies and cross-channel interactions in multivariate data. Inspired by the way human analysts visually inspect time series to uncover…

Machine Learning · Computer Science 2025-10-10 Qinghua Liu , Sam Heshmati , Zheda Mai , Zubin Abraham , John Paparrizos , Liu Ren

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

Multivariate time series (MTS) forecasting plays an important role in the automation and optimization of intelligent applications. It is a challenging task, as we need to consider both complex intra-variable dependencies and inter-variable…

Machine Learning · Computer Science 2023-04-11 Ling Chen , Donghui Chen , Zongjiang Shang , Binqing Wu , Cen Zheng , Bo Wen , Wei Zhang