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Temporal-difference (TD) networks are a class of predictive state representations that use well-established TD methods to learn models of partially observable dynamical systems. Previous research with TD networks has dealt only with…

Machine Learning · Computer Science 2012-05-14 Christopher M. Vigorito

Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data.…

Machine Learning · Computer Science 2024-02-26 Kun Yi , Qi Zhang , Hui He , Kaize Shi , Liang Hu , Ning An , Zhendong Niu

Time series data is often composed of information at multiple time scales, particularly in biomedical data. While numerous deep learning strategies exist to capture this information, many make networks larger, require more data, are more…

Machine Learning · Computer Science 2025-01-22 Trevor Meyer , Camden Shultz , Najim Dehak , Laureano Moro-Velazquez , Pedro Irazoqui

Accurate traffic prediction is crucial to the guidance and management of urban traffics. However, most of the existing traffic prediction models do not consider the computational burden and memory space when they capture spatial-temporal…

Machine Learning · Computer Science 2021-03-11 Xuran Xu , Tong Zhang , Chunyan Xu , Zhen Cui , Jian Yang

Turbulence is notoriously difficult to model due to its multi-scale nature and sensitivity to small perturbations. Classical solvers of turbulence simulation generally operate on finer grids and are computationally inefficient. In this…

Fluid Dynamics · Physics 2022-07-12 Yuchen Dang , Zheyuan Hu , Miles Cranmer , Michael Eickenberg , Shirley Ho

Time series prediction is a prevalent issue across various disciplines, such as meteorology, traffic surveillance, investment, and energy production and consumption. Many statistical and machine-learning strategies have been developed to…

Machine Learning · Computer Science 2023-05-26 Wei Wang , Yang Liu , Hao Sun

Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…

Machine Learning · Computer Science 2022-05-26 Tianjie Wang , Jie Chen , Joel Vaughan , Vijayan N. Nair

With the recent development and advancement of Transformer and MLP architectures, significant strides have been made in time series analysis. Conversely, the performance of Convolutional Neural Networks (CNNs) in time series analysis has…

Machine Learning · Computer Science 2025-03-12 Chenghan Li , Mingchen Li , Ruisheng Diao

Tensor Networks (TN) offer a powerful framework to efficiently represent very high-dimensional objects. TN have recently shown their potential for machine learning applications and offer a unifying view of common tensor decomposition models…

Machine Learning · Computer Science 2021-06-24 Meraj Hashemizadeh , Michelle Liu , Jacob Miller , Guillaume Rabusseau

Financial market analysis, especially the prediction of movements of stock prices, is a challenging problem. The nature of financial time-series data, being non-stationary and nonlinear, is the main cause of these challenges. Deep learning…

Machine Learning · Computer Science 2021-07-16 Mostafa Shabani , Alexandros Iosifidis

Time Series Classification (TSC) has been an important and challenging task in data mining, especially on multivariate time series and multi-view time series data sets. Meanwhile, transfer learning has been widely applied in computer vision…

Machine Learning · Computer Science 2019-10-18 Donglin Zhan , Shiyu Yi , Dongli Xu , Xiao Yu , Denglin Jiang , Siqi Yu , Haoting Zhang , Wenfang Shangguan , Weihua Zhang

Multivariate time series classification is of great importance in practical applications and is a challenging task. However, deep neural network models such as Transformers exhibit high accuracy in multivariate time series classification…

Machine Learning · Computer Science 2024-11-19 Mingsen Du , Yanxuan Wei , Yingxia Tang , Xiangwei Zheng , Shoushui Wei , Cun Ji

Convolutional architectures have recently been shown to be competitive on many sequence modelling tasks when compared to the de-facto standard of recurrent neural networks (RNNs), while providing computational and modeling advantages due to…

Machine Learning · Computer Science 2019-02-19 Emre Aksan , Otmar Hilliges

Time-series representation learning can extract representations from data with temporal dynamics and sparse labels. When labeled data are sparse but unlabeled data are abundant, contrastive learning, i.e., a framework to learn a latent…

Machine Learning · Computer Science 2023-03-03 Heejeong Choi , Pilsung Kang

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Changze Lv , Yansen Wang , Dongqi Han , Xiaoqing Zheng , Xuanjing Huang , Dongsheng Li

We introduce in this paper the principle of Deep Temporal Networks that allow to add time to convolutional networks by allowing deep integration principles not only using spatial information but also increasingly large temporal window. The…

Neural and Evolutionary Computing · Computer Science 2018-11-20 Marco Macanovic , Fabian Chersi , Felix Rutard , Sio-Hoi Ieng , Ryad Benosman

Although deep networks have been widely adopted, one of their shortcomings has been their blackbox nature. One particularly difficult problem in machine learning is multivariate time series (MVTS) classification. MVTS data arise in many…

Machine Learning · Computer Science 2020-08-04 Naveen Madiraju , Homa Karimabadi

An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have…

Machine Learning · Statistics 2016-07-13 Andreas Loukas , Nathanael Perraudin

In current research, machine and deep learning solutions for the classification of temporal data are shifting from single-channel datasets (univariate) to problems with multiple channels of information (multivariate). The majority of these…

Machine Learning · Computer Science 2023-04-13 Leonardos Pantiskas , Kees Verstoep , Mark Hoogendoorn , Henri Bal