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How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…

Machine Learning · Computer Science 2022-07-25 Li Shen , Yuning Wei , Yangzhu Wang

Multivariate time-series forecasting is a critical task for many applications, and graph time-series network is widely studied due to its capability to capture the spatial-temporal correlation simultaneously. However, most existing works…

Machine Learning · Computer Science 2022-10-14 Hongyuan Yu , Ting Li , Weichen Yu , Jianguo Li , Yan Huang , Liang Wang , Alex Liu

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Spatio-temporal modeling as a canonical task of multivariate time series forecasting has been a significant research topic in AI community. To address the underlying heterogeneity and non-stationarity implied in the graph streams, in this…

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

Accurately forecasting extreme rainfall is notoriously difficult, but is also ever more crucial for society as climate change increases the frequency of such extremes. Global numerical weather prediction models often fail to capture…

Machine Learning · Statistics 2022-03-24 Ilan Price , Stephan Rasp

Forecasting groups of time series is of increasing practical importance, e.g. forecasting the demand for multiple products offered by a retailer or server loads within a data center. The local approach to this problem considers each time…

Machine Learning · Computer Science 2021-03-30 Pablo Montero-Manso , Rob J Hyndman

Time series forecasting is a fundamental task emerging from diverse data-driven applications. Many advanced autoregressive methods such as ARIMA were used to develop forecasting models. Recently, deep learning based methods such as DeepAr,…

This paper investigates methods for improving generative data augmentation for deep learning. Generative data augmentation leverages the synthetic samples produced by generative models as an additional dataset for classification with small…

Machine Learning · Computer Science 2023-10-24 Shin'ya Yamaguchi , Daiki Chijiwa , Sekitoshi Kanai , Atsutoshi Kumagai , Hisashi Kashima

Multivariate time series forecasting is a challenging task because the data involves a mixture of long- and short-term patterns, with dynamic spatio-temporal dependencies among variables. Existing graph neural networks (GNN) typically model…

Machine Learning · Computer Science 2021-12-08 Zhuoling Li , Gaowei Zhang , Lingyu Xu , Jie Yu

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

Learning a good distance measure for distance-based classification in time series leads to significant performance improvement in many tasks. Specifically, it is critical to effectively deal with variations and temporal dependencies in time…

Machine Learning · Computer Science 2019-10-24 Dongmin Park , Susik Yoon , Hwanjun Song , Jae-Gil Lee

Despite continuous improvements, precipitation forecasts are still not as accurate and reliable as those of other meteorological variables. A major contributing factor to this is that several key processes affecting precipitation…

Atmospheric and Oceanic Physics · Physics 2022-11-09 Lucy Harris , Andrew T. T. McRae , Matthew Chantry , Peter D. Dueben , Tim N. Palmer

Epidemic prediction is a fundamental task for epidemic control and prevention. Many mechanistic models and deep learning models are built for this task. However, most mechanistic models have difficulty estimating the time/region-varying…

Computers and Society · Computer Science 2023-06-28 Qi Cao , Renhe Jiang , Chuang Yang , Zipei Fan , Xuan Song , Ryosuke Shibasaki

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…

Machine Learning · Computer Science 2025-05-02 Xinlong Zhao , Liying Zhang , Tianbo Zou , Yan Zhang

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

Machine Learning · Computer Science 2025-02-14 Luca Butera , Giovanni De Felice , Andrea Cini , Cesare Alippi

Citywide crowd flow analytics is of great importance to smart city efforts. It aims to model the crowd flow (e.g., inflow and outflow) of each region in a city based on historical observations. Nowadays, Convolutional Neural Networks (CNNs)…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Yuxuan Liang , Kun Ouyang , Yiwei Wang , Ye Liu , Junbo Zhang , Yu Zheng , David S. Rosenblum

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Recent state-of-the-art artificial agents lack the ability to adapt rapidly to new tasks, as they are trained exclusively for specific objectives and require massive amounts of interaction to learn new skills. Meta-reinforcement learning…

Machine Learning · Computer Science 2022-03-23 Zhenshan Bing , Lukas Knak , Fabrice Oliver Robin , Kai Huang , Alois Knoll
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