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Despite the recent popularity of deep generative state space models, few comparisons have been made between network architectures and the inference steps of the Bayesian filtering framework -- with most models simultaneously approximating…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Stefan Zohren , Stephen Roberts

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

Anticipating the future actions of a human is a widely studied problem in robotics that requires spatio-temporal reasoning. In this work we propose a deep learning approach for anticipation in sensory-rich robotics applications. We…

Computer Vision and Pattern Recognition · Computer Science 2015-09-17 Ashesh Jain , Avi Singh , Hema S Koppula , Shane Soh , Ashutosh Saxena

Wide area networking infrastructures (WANs), particularly science and research WANs, are the backbone for moving large volumes of scientific data between experimental facilities and data centers. With demands growing at exponential rates,…

Machine Learning · Computer Science 2020-08-31 Tanwi Mallick , Mariam Kiran , Bashir Mohammed , Prasanna Balaprakash

Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…

Machine Learning · Computer Science 2019-03-19 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Sequential models like recurrent neural networks and transformers have become standard for probabilistic multivariate time series forecasting across various domains. Despite their strengths, they struggle with capturing high-dimensional…

Machine Learning · Computer Science 2024-10-07 Yu Chen , Marin Biloš , Sarthak Mittal , Wei Deng , Kashif Rasul , Anderson Schneider

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…

Machine Learning · Computer Science 2023-02-24 Gissel Velarde

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis

The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately…

Machine Learning · Computer Science 2024-11-08 Xinxing Zhou , Jiaqi Ye , Shubao Zhao , Ming Jin , Chengyi Yang , Yanlong Wen , Xiaojie Yuan

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

Recent studies have shown great promise in applying graph neural networks for multivariate time series forecasting, where the interactions of time series are described as a graph structure and the variables are represented as the graph…

Machine Learning · Computer Science 2022-06-29 Junchen Ye , Zihan Liu , Bowen Du , Leilei Sun , Weimiao Li , Yanjie Fu , Hui Xiong

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…

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

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

Machine Learning · Computer Science 2021-10-22 Shereen Elsayed , Daniela Thyssens , Ahmed Rashed , Hadi Samer Jomaa , Lars Schmidt-Thieme

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

Forecasting complex system dynamics, particularly for long-term predictions, is persistently hindered by error accumulation and computational burdens. This study presents RefreshNet, a multiscale framework developed to overcome these…

Machine Learning · Computer Science 2024-01-25 Junaid Farooq , Danish Rafiq , Pantelis R. Vlachas , Mohammad Abid Bazaz

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

Deep learning models have been widely used during the last decade due to their outstanding learning and abstraction capacities. However, one of the main challenges any scientist has to face using deep learning models is to establish the…

Machine Learning · Computer Science 2025-04-22 Luis Balderas , Miguel Lastra , José M. Benítez