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In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…

Machine Learning · Computer Science 2024-02-16 Jinliang Deng , Xiusi Chen , Renhe Jiang , Du Yin , Yi Yang , Xuan Song , Ivor W. Tsang

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

Machine Learning · Statistics 2020-01-15 Shi Zhao , Ying Feng

Saliency prediction can benefit from training that involves scene understanding that may be tangential to the central task; this may include understanding places, spatial layout, objects or involve different datasets and their bias. One can…

Computer Vision and Pattern Recognition · Computer Science 2019-03-12 Sen Jia , Neil D. B. Bruce

Large Language Models (LLMs) have been applied to time series forecasting tasks, leveraging pre-trained language models as the backbone and incorporating textual data to purportedly enhance the comprehensive capabilities of LLMs for time…

Computation and Language · Computer Science 2025-04-15 Zhengke Sun , Hangwei Qian , Ivor Tsang

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

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

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Machine Learning · Computer Science 2020-10-02 Hassan Ismail Fawaz

In this work, we introduce metrics to evaluate the use of simplified time series in the context of interpretability of a TSC -- a Time Series Classifier. Such simplifications are important because time series data, in contrast to text and…

Machine Learning · Computer Science 2025-11-04 Brigt Håvardstun , Felix Marti-Perez , Cèsar Ferri , Jan Arne Telle

High-dimensional functional time series offers a powerful framework for extending functional time series analysis to settings with multiple simultaneous dimensions, capturing both temporal dynamics and cross-sectional dependencies. We…

Methodology · Statistics 2025-12-08 Haixu Wang , Tianyu Guan , Han Lin Shang

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

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

Machine Learning · Computer Science 2022-11-14 Levente Foldesi , Matias Valdenegro-Toro

Recently, there has been a growing interest in developing saliency methods that provide visual explanations of network predictions. Still, the usability of existing methods is limited to image classification models. To overcome this…

Computer Vision and Pattern Recognition · Computer Science 2019-11-11 Lukas Hoyer , Mauricio Munoz , Prateek Katiyar , Anna Khoreva , Volker Fischer

Time series data is one of the most popular data modalities in critical domains such as industry and medicine. The demand for algorithms that not only exhibit high accuracy but also offer interpretability is crucial in such fields, as…

Machine Learning · Computer Science 2025-11-05 Bartłomiej Małkus , Szymon Bobek , Grzegorz J. Nalepa

Although deep learning-based methods have shown great success in spatiotemporal predictive learning, the framework of those models is designed mainly by intuition. How to make spatiotemporal forecasting with theoretical guarantees is still…

Machine Learning · Computer Science 2024-02-26 Tongyi Liang , Han-Xiong Li

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang

This paper is a contribution towards interpretability of the deep learning models in different applications of time-series. We propose a temporal attention layer that is capable of selecting the relevant information to perform various…

Computer Vision and Pattern Recognition · Computer Science 2018-06-25 Phongtharin Vinayavekhin , Subhajit Chaudhury , Asim Munawar , Don Joven Agravante , Giovanni De Magistris , Daiki Kimura , Ryuki Tachibana

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