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Deep learning has been actively studied for time series forecasting, and the mainstream paradigm is based on the end-to-end training of neural network architectures, ranging from classical LSTM/RNNs to more recent TCNs and Transformers.…

Machine Learning · Computer Science 2022-05-06 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Machine Learning · Computer Science 2022-05-25 Bohdan M. Pavlyshenko

Air quality forecasting has been regarded as the key problem of air pollution early warning and control management. In this paper, we propose a novel deep learning model for air quality (mainly PM2.5) forecasting, which learns the…

Machine Learning · Computer Science 2019-11-26 Shengdong Du , Tianrui Li , Yan Yang , Shi-Jinn Horng

Deep learning (DL) in general and Recurrent neural networks (RNNs) in particular have seen high success levels in sequence based applications. This paper pertains to RNNs for time series modelling and forecasting. We propose a novel RNN…

Machine Learning · Computer Science 2022-07-12 Avinash Achar , Soumen Pachal

Advanced travel information and warning, if provided accurately, can help road users avoid traffic congestion through dynamic route planning and behavior change. It also enables traffic control centres mitigate the impact of congestion by…

Machine Learning · Computer Science 2018-09-11 Wei Wang , Xucheng Li

As global climate change intensifies, accurate weather forecasting has become increasingly important, affecting agriculture, energy management, environmental protection, and daily life. This study introduces a hybrid model combining…

Machine Learning · Computer Science 2024-10-22 Yuhao Gong , Yuchen Zhang , Fei Wang , Chi-Han Lee

Analyzing sequential data is crucial in many domains, particularly due to the abundance of data collected from the Internet of Things paradigm. Time series classification, the task of categorizing sequential data, has gained prominence,…

Machine Learning · Computer Science 2024-06-21 Venkata Ragavendra Vavilthota , Ranjith Ramanathan , Sathyanarayanan N. Aakur

Analysis of time-series data allows to identify long-term trends and make predictions that can help to improve our lives. With the rapid development of artificial neural networks, long short-term memory (LSTM) recurrent neural network (RNN)…

Emerging Technologies · Computer Science 2018-09-11 Kazybek Adam , Kamilya Smagulova , Alex Pappachen James

Efficient processing of large-scale time series data is an intricate problem in machine learning. Conventional sensor signal processing pipelines with hand engineered feature extraction often involve huge computational cost with high…

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Multivariate time series modeling and prediction problems are abundant in many machine learning application domains. Accurate interpretation of such prediction outcomes from a machine learning model that explicitly captures temporal…

Machine Learning · Computer Science 2020-10-27 Tryambak Gangopadhyay , Sin Yong Tan , Zhanhong Jiang , Rui Meng , Soumik Sarkar

In recent years, Deep Learning has been successfully applied to multimodal learning problems, with the aim of learning useful joint representations in data fusion applications. When the available modalities consist of time series data such…

Computer Vision and Pattern Recognition · Computer Science 2017-04-12 Xitong Yang , Palghat Ramesh , Radha Chitta , Sriganesh Madhvanath , Edgar A. Bernal , Jiebo Luo

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Accurately modeling the correlation structure of errors is critical for reliable uncertainty quantification in probabilistic time series forecasting. While recent deep learning models for multivariate time series have developed efficient…

Machine Learning · Statistics 2024-11-11 Vincent Zhihao Zheng , Lijun Sun

We examine Deep Canonically Correlated LSTMs as a way to learn nonlinear transformations of variable length sequences and embed them into a correlated, fixed dimensional space. We use LSTMs to transform multi-view time-series data…

Machine Learning · Statistics 2018-01-17 Neil Mallinar , Corbin Rosset

Accurate time series prediction is challenging due to the inherent nonlinearity and sensitivity to initial conditions. We propose a novel approach that enhances neural network predictions through differential learning, which involves…

Machine Learning · Computer Science 2025-03-11 Akash Yadav , Eulalia Nualart

Deep learning has become a one-size-fits-all solution for technical and business domains thanks to its flexibility and adaptability. It is implemented using opaque models, which unfortunately undermines the outcome trustworthiness. In order…

Machine Learning · Computer Science 2022-08-04 Anh-Duy Pham , Anastassia Kuestenmacher , Paul G. Ploeger

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…

Machine Learning · Computer Science 2024-02-16 Jinliang Deng , Xiusi Chen , Renhe Jiang , Du Yin , Yi Yang , Xuan Song , Ivor W. Tsang

Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…

Machine Learning · Computer Science 2024-04-30 Gareth Davies