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Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Machine Learning · Computer Science 2019-03-07 Matteo Maggiolo , Gerasimos Spanakis

With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…

Artificial Intelligence · Computer Science 2025-07-09 Robert Leppich , Michael Stenger , André Bauer , Samuel Kounev

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

Interpretability is a critical factor in applying complex deep learning models to advance the understanding of brain disorders in neuroimaging studies. To interpret the decision process of a trained classifier, existing techniques typically…

Image and Video Processing · Electrical Eng. & Systems 2021-06-29 Zixuan Liu , Ehsan Adeli , Kilian M. Pohl , Qingyu Zhao

We address a three-tier numerical framework based on manifold learning for the forecasting of high-dimensional time series. At the first step, we embed the time series into a reduced low-dimensional space using a nonlinear manifold learning…

Numerical Analysis · Mathematics 2023-03-16 Panagiotis Papaioannou , Ronen Talmon , Ioannis Kevrekidis , Constantinos Siettos

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…

Machine Learning · Computer Science 2023-04-21 Cory Shain , William Schuler

In this paper, we present SSDNet, a novel deep learning approach for time series forecasting. SSDNet combines the Transformer architecture with state space models to provide probabilistic and interpretable forecasts, including trend and…

Machine Learning · Computer Science 2021-12-21 Yang Lin , Irena Koprinska , Mashud Rana

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

Machine Learning · Computer Science 2024-02-06 Mohamed Mejri , Chandramouli Amarnath , Abhijit Chatterjee

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Machine Learning · Computer Science 2023-10-02 Kevin Roy , Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

Recent advancements in time series forecasting have explored augmenting models with text or vision modalities to improve accuracy. While text provides contextual understanding, it often lacks fine-grained temporal details. Conversely,…

Computer Vision and Pattern Recognition · Computer Science 2025-05-27 Siru Zhong , Weilin Ruan , Ming Jin , Huan Li , Qingsong Wen , Yuxuan Liang

Time series forecasting (TSF) has been a challenging research area, and various models have been developed to address this task. However, almost all these models are trained with numerical time series data, which is not as effectively…

Machine Learning · Computer Science 2023-03-01 Luoxiao Yang , Xinqi Fan , Zijun Zhang

Time series constitute a challenging data type for machine learning algorithms, due to their highly variable lengths and sparse labeling in practice. In this paper, we tackle this challenge by proposing an unsupervised method to learn…

Machine Learning · Computer Science 2020-01-06 Jean-Yves Franceschi , Aymeric Dieuleveut , Martin Jaggi

Regionalization aims to partition a spatial domain into contiguous regions that share similar characteristics, enabling more effective spatial analysis, policy making, and resource management. Existing approaches for spatial regionalization…

Machine Learning · Statistics 2026-05-07 Jiayu Weng , Alec Kirkley

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Although many complex models were proposed to analyze time series data, some studies have demonstrated remarkable performance with simpler structures. A recent study proposed a non-parametric framework for 3D point cloud classification,…

Machine Learning · Computer Science 2026-05-12 Bowen Liu , Haijian Lai , Chan-Tong Lam , Junhao Dong , Benjamin Ng , Wei Ke , Sio-Kei Im

In this paper, we investigate the distillation of time series reasoning capabilities into small, instruction-tuned language models as a step toward building interpretable time series foundation models. Leveraging a synthetic dataset of…

Computation and Language · Computer Science 2025-07-11 Matthieu Boileau , Philippe Helluy , Jeremy Pawlus , Svitlana Vyetrenko

The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…

Artificial Intelligence · Computer Science 2023-02-01 Yuanpeng He