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Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values…

Machine Learning · Computer Science 2023-08-15 SeungHyun Kim , Hyunsu Kim , EungGu Yun , Hwangrae Lee , Jaehun Lee , Juho Lee

Despite the popularisation of machine learning models, more often than not, they still operate as black boxes with no insight into what is happening inside the model. There exist a few methods that allow to visualise and explain why a model…

Machine Learning · Computer Science 2021-06-18 Błażej Leporowski , Alexandros Iosifidis

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time…

Machine Learning · Computer Science 2025-07-02 Sixun Dong , Wei Fan , Teresa Wu , Yanjie Fu

Sparse and irregularly sampled multivariate time series are common in clinical, climate, financial and many other domains. Most recent approaches focus on classification, regression or forecasting tasks on such data. In forecasting, it is…

Machine Learning · Computer Science 2020-04-08 Shivam Srivastava , Prithviraj Sen , Berthold Reinwald

This paper addresses a common problem with hierarchical time series. Time series analysis demands the series for a model to be the sum of multiple series at corresponding sub-levels. Hierarchical Time Series presents a two-fold problem.…

Applications · Statistics 2022-12-27 Seema Sangari , Xinyan Zhang

Explaining predictions based on multivariate time series data carries the additional difficulty of handling not only multiple features, but also time dependencies. It matters not only what happened, but also when, and the same feature could…

Machine Learning · Computer Science 2023-05-31 Joseph Enguehard

Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series analysis, leading to the decomposition of the series in a small set of latent factors. However, little is known on the statistical…

Statistics Theory · Mathematics 2020-09-22 Pierre Alquier , Nicolas Marie

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to…

Machine Learning · Computer Science 2023-05-15 Qingsong Wen , Tian Zhou , Chaoli Zhang , Weiqi Chen , Ziqing Ma , Junchi Yan , Liang Sun

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

Time series is the most prevalent form of input data for educational prediction tasks. The vast majority of research using time series data focuses on hand-crafted features, designed by experts for predictive performance and…

Machine Learning · Computer Science 2023-03-01 Mohammad Asadi , Vinitra Swamy , Jibril Frej , Julien Vignoud , Mirko Marras , Tanja Käser

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

Most of state of the art methods applied on time series consist of deep learning methods that are too complex to be interpreted. This lack of interpretability is a major drawback, as several applications in the real world are critical…

Machine Learning · Computer Science 2021-04-05 Thomas Rojat , Raphaël Puget , David Filliat , Javier Del Ser , Rodolphe Gelin , Natalia Díaz-Rodríguez

Time series analysis has gained significant attention due to its critical applications in diverse fields such as healthcare, finance, and sensor networks. The complexity and non-stationarity of time series make it challenging to capture the…

Machine Learning · Computer Science 2024-10-31 Guancen Lin , Cong Shen , Aijing Lin

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

In many scientific problems such as video surveillance, modern genomics, and finance, data are often collected from diverse measurements across time that exhibit time-dependent heterogeneous properties. Thus, it is important to not only…

Machine Learning · Statistics 2022-10-10 Lin Qiu , Vernon M. Chinchilli , Lin Lin

Multi-class classification problem is among the most popular and well-studied statistical frameworks. Modern multi-class datasets can be extremely ambiguous and single-output predictions fail to deliver satisfactory performance. By allowing…

Machine Learning · Statistics 2021-02-25 Evgenii Chzhen , Christophe Denis , Mohamed Hebiri , Titouan Lorieul

The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal…

Signal Processing · Electrical Eng. & Systems 2021-06-02 Nazgol Tavabi , Kristina Lerman

Many approaches have been proposed for early classification of time series in light of itssignificance in a wide range of applications including healthcare, transportation and fi-nance. Until now, the early classification problem has been…

Artificial Intelligence · Computer Science 2021-09-23 Youssef Achenchabe , Alexis Bondu , Antoine Cornuéjols , Vincent Lemaire

For optimization models to be used in practice, it is crucial that users trust the results. A key factor in this aspect is the interpretability of the solution process. A previous framework for inherently interpretable optimization models…

Optimization and Control · Mathematics 2026-02-13 Marc Goerigk , Michael Hartisch , Sebastian Merten , Kartikey Sharma

Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis…

Machine Learning · Computer Science 2025-09-03 Jingchao Ni , Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Wei Cheng , Dongsheng Luo , Haifeng Chen
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