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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

This study introduces a deep learning-based framework for forecasting weather-related traffic crash risk using heterogeneous spatiotemporal data. Given the complex, non-linear relationship between crash occurrence and factors such as road…

Applications · Statistics 2026-03-06 Abimbola Ogungbire , Srinivas Pulugurtha

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

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…

Machine Learning · Computer Science 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

Accurate electricity consumption forecasting is essential for demand management and smart grid operations. This paper introduces a unified deep learning framework that integrates cyclical temporal encoding with hybrid LSTM-CNN architectures…

Machine Learning · Computer Science 2025-12-04 Salim Khazem , Houssam Kanso

Making the most of multispectral image time-series is a promising but still relatively under-explored research direction because of the complexity of jointly analyzing spatial, spectral and temporal information. Capturing and characterizing…

Image and Video Processing · Electrical Eng. & Systems 2021-03-22 Joaquim Estopinan , Guillaume Tochon , Lucas Drumetz

We study the problem of graph structure identification, i.e., of recovering the graph of dependencies among time series. We model these time series data as components of the state of linear stochastic networked dynamical systems. We assume…

Machine Learning · Computer Science 2023-06-29 Sérgio Machado , Anirudh Sridhar , Paulo Gil , Jorge Henriques , José M. F. Moura , Augusto Santos

The growing availability and importance of time series data across various domains, including environmental science, epidemiology, and economics, has led to an increasing need for time-series causal discovery methods that can identify the…

Machine Learning · Computer Science 2024-04-03 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Machine Learning · Computer Science 2024-05-15 Feifei Li , Suhan Guo , Feng Han , Jian Zhao , Furao Shen

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

As global climate change intensifies, accurate weather forecasting is increasingly crucial for sectors such as agriculture, energy management, and environmental protection. Traditional methods, which rely on physical and statistical models,…

Machine Learning · Computer Science 2024-09-17 Bangyu Li , Yang Qian

This paper introduces Graph Convolutional Recurrent Network (GCRN), a deep learning model able to predict structured sequences of data. Precisely, GCRN is a generalization of classical recurrent neural networks (RNN) to data structured by…

Machine Learning · Statistics 2016-12-23 Youngjoo Seo , Michaël Defferrard , Pierre Vandergheynst , Xavier Bresson

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Analyzing both temporal and spatial patterns for an accurate forecasting model for financial time series forecasting is a challenge due to the complex nature of temporal-spatial dynamics: time series from different locations often have…

Machine Learning · Computer Science 2022-10-18 Hu Yang , Yi Huang , Haijun Wang , Yu Chen

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront…

Machine Learning · Computer Science 2023-12-01 Juhyeon Kim , Hyungeun Lee , Seungwon Yu , Ung Hwang , Wooyul Jung , Miseon Park , Kijung Yoon

This paper addresses the challenges of mining latent patterns and modeling contextual dependencies in complex sequence data. A sequence pattern mining algorithm is proposed by integrating Bidirectional Long Short-Term Memory (BiLSTM) with a…

Machine Learning · Computer Science 2025-04-22 Tao Yang , Yu Cheng , Yaokun Ren , Yujia Lou , Minggu Wei , Honghui Xin

Deep learning methods have gained popularity in recent years through the media and the relative ease of implementation through open source packages such as Keras. We investigate the applicability of popular recurrent neural networks in…

Applications · Statistics 2023-01-05 Andrew T. Karl , James Wisnowski , Lambros Petropoulos

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

This paper gives an overview on how to develop a dense and deep neural network for making a time series prediction. First, the history and cornerstones in Artificial Intelligence and Machine Learning will be presented. After a short…

Machine Learning · Computer Science 2025-03-11 Bojan Lukić

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das