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Complex machine learning algorithms are used more and more often in critical tasks involving text data, leading to the development of interpretability methods. Among local methods, two families have emerged: those computing importance…

Machine Learning · Computer Science 2025-10-22 Gianluigi Lopardo , Damien Garreau

Multivariate time series forecasting is of great importance to many scientific disciplines and industrial sectors. The evolution of a multivariate time series depends on the dynamics of its variables and the connectivity network of causal…

Machine Learning · Computer Science 2020-09-03 Christos Koutlis , Symeon Papadopoulos , Manos Schinas , Ioannis Kompatsiaris

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

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…

Methodology · Statistics 2024-06-05 Kevin Li , Graham Tierney , Christoph Hellmayr , Mike West

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

Time-series data exists in every corner of real-world systems and services, ranging from satellites in the sky to wearable devices on human bodies. Learning representations by extracting and inferring valuable information from these time…

Machine Learning · Computer Science 2026-05-19 Patara Trirat , Yooju Shin , Junhyeok Kang , Youngeun Nam , Jihye Na , Minyoung Bae , Joeun Kim , Byunghyun Kim , Jae-Gil Lee

High-dimensional time series are common in many domains. Since human cognition is not optimized to work well in high-dimensional spaces, these areas could benefit from interpretable low-dimensional representations. However, most…

Machine Learning · Computer Science 2019-01-07 Vincent Fortuin , Matthias Hüser , Francesco Locatello , Heiko Strathmann , Gunnar Rätsch

Multi-modal time series analysis has recently emerged as a prominent research area in data mining, driven by the increasing availability of diverse data modalities, such as text, images, and structured tabular data from real-world sources.…

Deep learning-based algorithms, e.g., convolutional networks, have significantly facilitated multivariate time series classification (MTSC) task. Nevertheless, they suffer from the limitation in modeling long-range dependence due to the…

Machine Learning · Computer Science 2023-02-21 Mingyue Cheng , Qi Liu , Zhiding Liu , Zhi Li , Yucong Luo , Enhong Chen

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

Machine Learning · Computer Science 2024-03-26 Shuhan Zhong , Sizhe Song , Weipeng Zhuo , Guanyao Li , Yang Liu , S. -H. Gary Chan

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

Recently deep neural networks demonstrate competitive performances in classification and regression tasks for many temporal or sequential data. However, it is still hard to understand the classification mechanisms of temporal deep neural…

Machine Learning · Computer Science 2020-07-13 Sohee Cho , Ginkyeng Lee , Wonjoon Chang , Jaesik Choi

Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been…

Machine Learning · Computer Science 2024-11-08 Qiang Wu , Gechang Yao , Zhixi Feng , Shuyuan Yang

Temporal networks are ubiquitous and evolve over time by the addition, deletion, and changing of links, nodes, and attributes. Although many relational datasets contain temporal information, the majority of existing techniques in relational…

Artificial Intelligence · Computer Science 2011-11-23 Ryan A. Rossi , Jennifer Neville

Large language models (LLMs) have demonstrated their effectiveness in multivariate time series classification (MTSC). Effective adaptation of LLMs for MTSC necessitates informative data representations. Existing LLM-based methods directly…

Artificial Intelligence · Computer Science 2025-10-29 Jiahao Wang , Mingyue Cheng , Qingyang Mao , Yitong Zhou , Daoyu Wang , Qi Liu , Feiyang Xu , Xin Li

What sets timeseries analysis apart from other machine learning exercises is that time representation becomes a primary aspect of the experiment setup, as it must adequately represent the temporal relations that are relevant for the…

Machine Learning · Computer Science 2024-11-20 Natalia Koliou , Tatiana Boura , Stasinos Konstantopoulos , George Meramveliotakis , George Kosmadakis

Interpretable time series prediction is crucial for safety-critical areas such as healthcare and autonomous driving. Most existing methods focus on interpreting predictions by assigning important scores to segments of time series. In this…

Machine Learning · Computer Science 2023-06-23 Jingquan Yan , Hao Wang

Accurate and computationally efficient means for classifying human activities have been the subject of extensive research efforts. Most current research focuses on extracting complex features to achieve high classification accuracy. We…

Artificial Intelligence · Computer Science 2015-12-22 Skyler Seto , Wenyu Zhang , Yichen Zhou