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Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE.…

Machine Learning · Statistics 2024-06-25 Vitor Cerqueira , Luis Roque , Carlos Soares

This work investigates the problem of learning temporal interaction networks. A temporal interaction network consists of a series of chronological interactions between users and items. Previous methods tackle this problem by using different…

Social and Information Networks · Computer Science 2021-07-09 Jiangxia Cao , Xixun Lin , Xin Cong , Shu Guo , Hengzhu Tang , Tingwen Liu , Bin Wang

This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate multi-step forecasting of time series systems is important for…

Machine Learning · Statistics 2026-01-13 Mahdi Nasiri , Johanna Kortelainen , Simo Särkkä

A temporal point process is a stochastic process that predicts which type of events is likely to happen and when the event will occur given a history of a sequence of events. There are various examples of occurrence dynamics in the daily…

Machine Learning · Computer Science 2022-02-23 Deokjun Eom , Sehyun Lee , Jaesik Choi

Multivariate time series forecasting has long received significant attention in real-world applications, such as energy consumption and traffic prediction. While recent methods demonstrate good forecasting abilities, they have three…

Machine Learning · Computer Science 2022-11-24 Ming Jin , Yu Zheng , Yuan-Fang Li , Siheng Chen , Bin Yang , Shirui Pan

Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task…

Machine Learning · Computer Science 2021-06-16 Michael Franklin Mbouopda , Engelbert Mephu Nguifo

The ability to forecast a set of likely yet diverse possible future behaviors of an agent (e.g., future trajectories of a pedestrian) is essential for safety-critical perception systems (e.g., autonomous vehicles). In particular, a set of…

Computer Vision and Pattern Recognition · Computer Science 2019-12-24 Ye Yuan , Kris Kitani

Spatially dense self-supervised learning is a rapidly growing problem domain with promising applications for unsupervised segmentation and pretraining for dense downstream tasks. Despite the abundance of temporal data in the form of videos,…

Computer Vision and Pattern Recognition · Computer Science 2023-08-24 Mohammadreza Salehi , Efstratios Gavves , Cees G. M. Snoek , Yuki M. Asano

We consider using deep neural networks to solve time-dependent partial differential equations (PDEs), where multi-scale processing is crucial for modeling complex, time-evolving dynamics. While the U-Net architecture with skip connections…

Machine Learning · Computer Science 2024-03-29 Xuan Zhang , Jacob Helwig , Yuchao Lin , Yaochen Xie , Cong Fu , Stephan Wojtowytsch , Shuiwang Ji

Accurate prediction of training time in distributed deep learning is crucial for resource allocation, cost estimation, and job scheduling. We observe that the floating-point precision setting is a key determinant of training time, leading…

Machine Learning · Computer Science 2026-04-20 Minchul Kang , Changyong Shin , Jinwoo Jeong , Hyunho Lee , Younghun Go , Gyeongmin Kim , Gyeongsik Yang , Chuck Yoo

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Time-series classification is an important problem for the data mining community due to the wide range of application domains involving time-series data. A recent paradigm, called shapelets, represents patterns that are highly predictive…

Machine Learning · Computer Science 2015-03-12 Josif Grabocka , Martin Wistuba , Lars Schmidt-Thieme

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Machine Learning · Computer Science 2017-01-10 John Cristian Borges Gamboa

Sequential-in-time methods solve a sequence of training problems to fit nonlinear parametrizations such as neural networks to approximate solution trajectories of partial differential equations over time. This work shows that…

Numerical Analysis · Mathematics 2024-04-02 Huan Zhang , Yifan Chen , Eric Vanden-Eijnden , Benjamin Peherstorfer

The unprecedented availability of spatial and temporal high-resolution satellite image time series (SITS) for crop type mapping is believed to necessitate deep learning architectures to accommodate challenges arising from both dimensions.…

Computer Vision and Pattern Recognition · Computer Science 2022-03-31 Xin Cai , Yaxin Bi , Peter Nicholl

Time serie classification is used in a diverse range of domain such as meteorology, medicine and physics. It aims to classify chronological data. Many accurate approaches have been built during the last decade and shapelet transformation is…

Machine Learning · Computer Science 2019-12-20 Michael Mbouopda , Engelbert Mephu Nguifo

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

Machine Learning · Computer Science 2026-05-21 Zesen Wang , Lijuan Lan , Yonggang Li

Learning and forecasting stochastic time series is essential in various scientific fields. However, despite the proposals of nonlinear filters and deep-learning methods, it remains challenging to capture nonlinear dynamics from a few noisy…

Methodology · Statistics 2025-02-21 Christian Donner , Anuj Mishra , Hideaki Shimazaki

The application of deep learning to non-stationary temporal datasets can lead to overfitted models that underperform under regime changes. In this work, we propose a modular machine learning pipeline for ranking predictions on temporal…

Computational Finance · Quantitative Finance 2023-08-11 Thomas Wong , Mauricio Barahona

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang