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Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…

Machine Learning · Computer Science 2023-06-08 Jiewen Deng , Jinliang Deng , Renhe Jiang , Xuan Song

Multivariate time series (MTS) data often include a heterogeneous mix of non-Gaussian distributional features (asymmetry, multimodality, heavy tails) and data types (continuous and discrete variables). Traditional MTS methods based on…

Methodology · Statistics 2025-02-25 John Zito , Daniel R. Kowal

Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…

Methodology · Statistics 2026-05-06 Carrie J. Lei-Cramer , Jian Cao , Matthias Katzfuss

The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…

Machine Learning · Computer Science 2024-11-18 Anton Johansson , Arunselvan Ramaswamy

In this study, we introduce Generative Manufacturing Systems (GMS) as a novel approach to effectively manage and coordinate autonomous manufacturing assets, thereby enhancing their responsiveness and flexibility to address a wide array of…

Machine Learning · Computer Science 2025-01-10 Xingyu Li , Fei Tao , Wei Ye , Aydin Nassehi , John W. Sutherland

Industrial Multivariate Time Series (MTS) is a critical view of the industrial field for people to understand the state of machines. However, due to data collection difficulty and privacy concerns, available data for building industrial…

Machine Learning · Computer Science 2024-10-23 Lei Ren , Haiteng Wang , Yuanjun Laili

Learning a categorical distribution comes with its own set of challenges. A successful approach taken by state-of-the-art works is to cast the problem in a continuous domain to take advantage of the impressive performance of the generative…

Machine Learning · Computer Science 2023-03-09 Florence Regol , Mark Coates

Graph neural networks are often used to model interacting dynamical systems since they gracefully scale to systems with a varying and high number of agents. While there has been much progress made for deterministic interacting systems,…

Machine Learning · Computer Science 2023-05-04 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

This paper presents a novel approach for guiding a Generative Adversarial Network trained on the FashionGen dataset to generate designs corresponding to target fashion styles. Finding the latent vectors in the generator's latent space that…

Neural and Evolutionary Computing · Computer Science 2022-04-05 Imke Grabe , Jichen Zhu , Manex Agirrezabal

Recently, diffusion probabilistic models have attracted attention in generative time series forecasting due to their remarkable capacity to generate high-fidelity samples. However, the effective utilization of their strong modeling ability…

Machine Learning · Computer Science 2024-03-19 Xinyao Fan , Yueying Wu , Chang Xu , Yuhao Huang , Weiqing Liu , Jiang Bian

We propose a new method for clustering multivariate time-series data based on Dynamic Linear Models. Whereas usual time-series clustering methods obtain static membership parameters, our proposal allows each time-series to dynamically…

Applications · Statistics 2020-02-06 Victhor S. Sartório , Thaís C. O. Fonseca

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Machine Learning · Statistics 2025-06-02 Gabriel V Cardoso , Mike Pereira

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

Machine Learning · Computer Science 2025-02-13 Shibo Feng , Peilin Zhao , Liu Liu , Pengcheng Wu , Zhiqi Shen

This work addresses the challenge of making generative models suitable for resource-constrained environments like mobile wireless communication systems. We propose a generative model that integrates Autoregressive (AR) parameterization into…

Signal Processing · Electrical Eng. & Systems 2026-05-19 Kathrin Klein , Benedikt Böck , Nurettin Turan , Wolfgang Utschick

Discrete automated processes in industrial and cyber-physical systems often exhibit a repetitive structure in which successive repetitions follow a common trajectory while differing in duration, amplitude, and fine-scale dynamics. Such…

Machine Learning · Statistics 2026-05-14 Elias Reich , Saverio Messineo , Stefan Huber

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

Trajectory prediction plays a vital role in automotive radar systems, facilitating precise tracking and decision-making in autonomous driving. Generative adversarial networks with the ability to learn a distribution over future trajectories…

Computer Vision and Pattern Recognition · Computer Science 2023-11-07 Peiyuan Zhu , Fengxia Han , Hao Deng

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Machine Learning · Statistics 2026-03-11 Lei Li , Zhen Wang , Lishuo Zhang

This work considers estimation and forecasting in a multivariate, possibly high-dimensional count time series model constructed from a transformation of a latent Gaussian dynamic factor series. The estimation of the latent model parameters…

Methodology · Statistics 2025-04-07 Younghoon Kim , Marie-Christine Düker , Zachary F. Fisher , Vladas Pipiras

Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard…

Statistical Mechanics · Physics 2024-08-15 Luke Causer , Grant M. Rotskoff , Juan P. Garrahan
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