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In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

For the last years, time-series mining has become a challenging issue for researchers. An important application lies in most monitoring purposes, which require analyzing large sets of time-series for learning usual patterns. Any deviation…

Machine Learning · Computer Science 2007-05-23 Florence Duchene , Catherine Garbay , Vincent Rialle

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

Multivariate Time Series (MTS) forecasting has a wide range of applications in both industry and academia. Recent advances in Spatial-Temporal Graph Neural Network (STGNN) have achieved great progress in modelling spatial-temporal…

Machine Learning · Computer Science 2025-05-22 Huiliang Zhang , Di Wu , Arnaud Zinflou , Stephane Dellacherie , Mouhamadou Makhtar Dione , Benoit Boulet

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

Machine Learning · Computer Science 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

Deep conditional generative models are developed to simultaneously learn the temporal dependencies of multiple sequences. The model is designed by introducing a three-way weight tensor to capture the multiplicative interactions between side…

Machine Learning · Statistics 2016-05-24 Jiaming Song , Zhe Gan , Lawrence Carin

We propose a novel deep structured learning framework for event temporal relation extraction. The model consists of 1) a recurrent neural network (RNN) to learn scoring functions for pair-wise relations, and 2) a structured support vector…

Computation and Language · Computer Science 2019-09-26 Rujun Han , I-Hung Hsu , Mu Yang , Aram Galstyan , Ralph Weischedel , Nanyun Peng

Modeling heterogeneous correlated time series requires the ability to learn hidden dynamic relationships between component time series with possibly varying periodicities and generative processes. To address this challenge, we formulate and…

Methodology · Statistics 2025-12-02 Jeshwanth Mohan , Bharath Ramsundar , Sandya Subramanian

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

Accurate electricity consumption forecasting is essential for demand management and smart grid operations. This paper introduces a unified deep learning framework that integrates cyclical temporal encoding with hybrid LSTM-CNN architectures…

Machine Learning · Computer Science 2025-12-04 Salim Khazem , Houssam Kanso

A time series forecasting model--which is typically built on a single time series--is known as a local time series model (tsLM). In contrast, a forecasting model trained on multiple time series is referred to as a global time series model…

Machine Learning · Computer Science 2025-11-10 Junru Ren , Shaomin Wu

Spatio-temporal data are ubiquitous in the agricultural, ecological, and environmental sciences, and their study is important for understanding and predicting a wide variety of processes. One of the difficulties with modeling spatial…

Machine Learning · Statistics 2019-02-25 Christopher K. Wikle

Deep probabilistic time series forecasting models have become an integral part of machine learning. While several powerful generative models have been proposed, we provide evidence that their associated inference models are oftentimes too…

Machine Learning · Computer Science 2020-12-07 Chen Qiu , Stephan Mandt , Maja Rudolph

Modeling temporal multimodal data poses significant challenges in classification tasks, particularly in capturing long-range temporal dependencies and intricate cross-modal interactions. Audiovisual data, as a representative example, is…

Machine Learning · Computer Science 2025-08-05 Feng Xu , Hui Wang , Yuting Huang , Danwei Zhang , Zizhu Fan

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

Machine learning has made important headway in helping to improve the treatment of quantum many-body systems. A domain of particular relevance are correlated inhomogeneous systems. What has been missing so far is a general, scalable…

Quantum Physics · Physics 2026-02-10 Alex Blania , Sandro Herbig , Fabian Dechent , Evert van Nieuwenburg , Florian Marquardt

In this work, we propose a novel probabilistic sequence model that excels at capturing high variability in time series data, both across sequences and within an individual sequence. Our method uses temporal latent variables to capture…

Machine Learning · Computer Science 2020-02-26 Ruizhi Deng , Yanshuai Cao , Bo Chang , Leonid Sigal , Greg Mori , Marcus A. Brubaker

As a core task in intelligent transportation systems, traffic forecasting plays a critical role in urban traffic management. Accurate traffic forecasting relies on modeling complex spatiotemporal dependencies, which is inherently…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Yahao Liu , Zhenyu Liu , Qitai Tan , Xiao-Ping Zhang

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu