English
Related papers

Related papers: High-dimensional Multivariate Time Series Forecast…

200 papers

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Kangjia Yan , Xvyuan Liu , Xingjian Wu , Jilin Hu

Modeling Irregularly-sampled and Multivariate Time Series (IMTS) is crucial across a variety of applications where different sets of variates may be missing at different time-steps due to sensor malfunctions or high data acquisition costs.…

Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting…

Machine Learning · Computer Science 2024-11-06 Xingyu Zhang , Siyu Zhao , Zeen Song , Huijie Guo , Jianqi Zhang , Changwen Zheng , Wenwen Qiang

For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency in multivariate models, we introduce a method to Construct…

Machine Learning · Statistics 2026-02-06 Jiecheng Lu , Xu Han , Yan Sun , Shihao Yang

This paper provides an in-depth review of the optimal design of type-1 and type-2 fuzzy inference systems (FIS) using five well known computational frameworks: genetic-fuzzy systems (GFS), neuro-fuzzy systems (NFS), hierarchical fuzzy…

Artificial Intelligence · Computer Science 2019-08-28 Varun Ojha , Ajith Abraham , Vaclav Snasel

Diffusion-based models have significant achievements in time series generation but suffer from inefficient computation: solving high-dimensional ODEs/SDEs via iterative numerical solvers demands hundreds to thousands of drift function…

Machine Learning · Computer Science 2025-02-11 Yang Hu , Xiao Wang , Zezhen Ding , Lirong Wu , Huatian Zhang , Stan Z. Li , Sheng Wang , Jiheng Zhang , Ziyun Li , Tianlong Chen

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

Risk Management · Quantitative Finance 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Machine Learning · Computer Science 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…

Methodology · Statistics 2021-03-09 Xiaodong Wang , Fushing Hsieh

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

Machine Learning · Computer Science 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

Time series forecasting is vital in diverse sectors such as energy and transportation, where non-stationary dynamics are deeply intertwined with external events in other modalities such as texts. However, incorporating natural…

Machine Learning · Computer Science 2026-05-12 Yunfeng Ge , Ming Jin , Yiji Zhao , Hongyan Li , Bo Du , Chang Xu , Shirui Pan

Neural ODEs (NODEs) have emerged as powerful tools for modeling time series data, offering the flexibility to adapt to varying input scales and capture complex dynamics. However, they face significant challenges: first, their reliance on…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Yang Weng

The quality of control (QoC) of a resource-constrained embedded control system may be jeopardized in dynamic environments with variable workload. This gives rise to the increasing demand of co-design of control and scheduling. To deal with…

Other Computer Science · Computer Science 2008-12-18 Feng Xia , Youxian Sun , Yu-Chu Tian , Moses Tade , Jinxiang Dong

High-dimensional multivariate time series are challenging due to the dependent and high-dimensional nature of the data, but in many applications there is additional structure that can be exploited to reduce computing time along with…

Methodology · Statistics 2020-03-13 Michael Schweinberger , Sergii Babkin , Katherine Ensor

Time series data play a critical role in various fields, including finance, healthcare, marketing, and engineering. A wide range of techniques (from classical statistical models to neural network-based approaches such as Long Short-Term…

Machine Learning · Computer Science 2026-01-29 Sina Kazemdehbashi

Financial time series forecasting is both highly significant and challenging. Previous approaches typically standardized time series data before feeding it into forecasting models, but this encoding process inherently leads to a loss of…

Computational Finance · Quantitative Finance 2025-09-11 Yanlong Wang , Jian Xu , Fei Ma , Hongkang Zhang , Hang Yu , Tiantian Gao , Yu Wang , Haochen You , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Internet-of-Things (IoT) networks typically rely on satellite communications to provide coverage in rural areas. However, high-mobility satellite links introduce severe Doppler and delay spreads, which necessitate the use of orthogonal time…

Signal Processing · Electrical Eng. & Systems 2025-05-15 Halvin Yang , Mahsa Derakhshani , Sangarapillai Lambotharan , Lajos Hanzo

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

Multivariate time-series data are frequently observed in critical care settings and are typically characterized by sparsity (missing information) and irregular time intervals. Existing approaches for learning representations in this domain…

Machine Learning · Computer Science 2022-02-17 Sindhu Tipirneni , Chandan K. Reddy
‹ Prev 1 4 5 6 7 8 10 Next ›