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Evolutionary algorithms (EAs) have been well acknowledged as a promising paradigm for solving optimisation problems with multiple conflicting objectives in the sense that they are able to locate a set of diverse approximations of Pareto…

Neural and Evolutionary Computing · Computer Science 2016-06-17 Jianyong Sun , Hu Zhang , Aimin Zhou , Qingfu Zhang

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Machine Learning · Statistics 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a…

Machine Learning · Computer Science 2021-09-07 Jinliang Deng , Xiusi Chen , Renhe Jiang , Xuan Song , Ivor W. Tsang

Technical indicators use graphic representations of data sets by applying various mathematical formulas to financial time series of prices. These formulas comprise a set of rules and parameters whose values are not necessarily known and…

Neural and Evolutionary Computing · Computer Science 2022-11-07 Francisco J. Soltero , Pablo Fernández-Blanco , J. Ignacio Hidalgo

Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…

Machine Learning · Computer Science 2021-03-17 Peter Grönquist , Chengyuan Yao , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Shigang Li , Torsten Hoefler

The field of time series forecasting is rapidly advancing, with recent large-scale Transformers and lightweight Multilayer Perceptron (MLP) models showing strong predictive performance. However, conventional Transformer models are often…

Machine Learning · Computer Science 2025-08-13 Zheng Zhou , Yu-Jie Xiong , Jia-Chen Zhang , Chun-Ming Xia , Xi-Jiong Xie

Model selection is a strategy aimed at creating accurate and robust models. A key challenge in designing these algorithms is identifying the optimal model for classifying any particular input sample. This paper addresses this challenge and…

Machine Learning · Computer Science 2023-05-22 James Kotary , Vincenzo Di Vito , Ferdinando Fioretto

Time series forecasting models are increasingly scaled through large Transformer backbones, yet most existing approaches process all series through a shared dense computation path despite substantial heterogeneity in temporal structure.…

Machine Learning · Computer Science 2026-05-26 Rui Wang , Renhao Xue , Ray Razi , Huan Song , Hannah R. Marlowe

Multivariate Time-Series (MTS) clustering discovers intrinsic grouping patterns of temporal data samples. Although time-series provide rich discriminative information, they also contain substantial redundancy, such as steady-state machine…

Machine Learning · Computer Science 2025-12-09 Zexi Tan , Xiaopeng Luo , Yunlin Liu , Yiqun Zhang

With the sweeping digitalization of societal, medical, industrial, and scientific processes, sensing technologies are being deployed that produce increasing volumes of time series data, thus fueling a plethora of new or improved…

Machine Learning · Computer Science 2024-04-23 David Campos , Tung Kieu , Chenjuan Guo , Feiteng Huang , Kai Zheng , Bin Yang , Christian S. Jensen

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

In the past few decades, many multiobjective evolutionary optimization algorithms (MOEAs) have been proposed to find a finite set of approximate Pareto solutions for a given problem in a single run, each with its own structure. However, in…

Neural and Evolutionary Computing · Computer Science 2024-04-30 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Qingfu Zhang

In the field of evolutionary multi-objective optimization, the approximation of the Pareto front (PF) is achieved by utilizing a collection of representative candidate solutions that exhibit desirable convergence and diversity. Although…

Neural and Evolutionary Computing · Computer Science 2024-07-10 Peng Chen , Jing Liang , Kangjia Qiao , Ponnuthurai Nagaratnam Suganthan , Xuanxuan Ban

Weighted ensemble (WE) is an enhanced path-sampling method that is conceptually simple, widely applicable, and statistically exact. In a WE simulation, an ensemble of trajectories is periodically pruned or replicated to enhance sampling of…

In recent years, there has been an ever increasing amount of multivariate time series (MTS) data in various domains, typically generated by a large family of sensors such as wearable devices. This has led to the development of novel…

Machine Learning · Computer Science 2022-02-08 Kang Gu , Soroush Vosoughi , Temiloluwa Prioleau

Multivariate time series (MTS) prediction is ubiquitous in real-world fields, but MTS data often contains missing values. In recent years, there has been an increasing interest in using end-to-end models to handle MTS with missing values.…

Machine Learning · Computer Science 2023-05-11 Zhao-Yu Zhang , Shao-Qun Zhang , Yuan Jiang , Zhi-Hua Zhou

In supply chain management, decision-making often involves balancing multiple conflicting objectives, such as cost reduction, service level improvement, and environmental sustainability. Traditional multi-objective optimization methods,…

Artificial Intelligence · Computer Science 2025-09-09 Niki Kotecha , Ehecatl Antonio del Rio Chanona

Markov chain Monte Carlo methods are a powerful and commonly used family of numerical methods for sampling from complex probability distributions. As applications of these methods increase in size and complexity, the need for efficient…

Numerical Analysis · Mathematics 2019-01-31 Colin Cotter , Simon Cotter , Paul Russell

Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…

Machine Learning · Computer Science 2026-01-23 Natasha Trinkle , Huong Ha , Jeffrey Chan

Self-supervised representation learning of Multivariate Time Series (MTS) is a challenging task and attracts increasing research interests in recent years. Many previous works focus on the pretext task of self-supervised learning and…

Machine Learning · Computer Science 2022-03-10 Yijiang Chen , Xiangdong Zhou , Zhen Xing , Zhidan Liu , Minyang Xu