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We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

Predicting Remaining Useful Life (RUL) plays a crucial role in the prognostics and health management of industrial systems that involve a variety of interrelated sensors. Given a constant stream of time series sensory data from such…

Artificial Intelligence · Computer Science 2025-08-07 Zhihao Wen , Yuan Fang , Pengcheng Wei , Fayao Liu , Zhenghua Chen , Min Wu

Multivariate time series analysis is becoming an integral part of data analysis pipelines. Understanding the individual time point connections between covariates as well as how these connections change in time is non-trivial. To this aim,…

Machine Learning · Statistics 2021-02-04 Federico Ciech , Veronica Tozzo

Recently, implicit graph neural networks (GNNs) have been proposed to capture long-range dependencies in underlying graphs. In this paper, we introduce and justify two weaknesses of implicit GNNs: the constrained expressiveness due to their…

Machine Learning · Computer Science 2022-10-18 Juncheng Liu , Bryan Hooi , Kenji Kawaguchi , Xiaokui Xiao

Understanding how neuronal networks reorganize in response to external stimuli and give rise to behavior is a central challenge in neuroscience and artificial intelligence. However, existing methods often fail to capture the evolving…

Neurons and Cognition · Quantitative Biology 2025-06-02 Moein Khajehnejad , Forough Habibollahi , Ahmad Khajehnejad , Chris French , Brett J. Kagan , Adeel Razi

Mobile network traffic forecasting is one of the key functions in daily network operation. A commercial mobile network is large, heterogeneous, complex and dynamic. These intrinsic features make mobile network traffic forecasting far from…

Machine Learning · Computer Science 2021-11-02 Xing Wang , Juan Zhao , Lin Zhu , Xu Zhou , Zhao Li , Junlan Feng , Chao Deng , Yong Zhang

Multivariate time series forecasting (MTSF) is crucial for decision-making to precisely forecast the future values/trends, based on the complex relationships identified from historical observations of multiple sequences. Recently,…

Machine Learning · Computer Science 2024-05-21 Chengqing Yu , Fei Wang , Zezhi Shao , Tangwen Qian , Zhao Zhang , Wei Wei , Yongjun Xu

Network or physical attacks on industrial equipment or computer systems may cause massive losses. Therefore, a quick and accurate anomaly detection (AD) based on monitoring data, especially the multivariate time-series (MTS) data, is of…

Machine Learning · Computer Science 2022-11-03 Jun Zhan , Chengkun Wu , Canqun Yang , Qiucheng Miao , Xiandong Ma

Numerical simulators are essential tools in the study of natural fluid-systems, but their performance often limits application in practice. Recent machine-learning approaches have demonstrated their ability to accelerate spatio-temporal…

Fluid Dynamics · Physics 2022-05-06 Mario Lino , Stathi Fotiadis , Anil A. Bharath , Chris Cantwell

Neural forecasting of spatiotemporal time series drives both research and industrial innovation in several relevant application domains. Graph neural networks (GNNs) are often the core component of the forecasting architecture. However, in…

Machine Learning · Computer Science 2023-02-21 Andrea Cini , Ivan Marisca , Filippo Maria Bianchi , Cesare Alippi

Traffic forecasting influences various intelligent transportation system (ITS) services and is of great significance for user experience as well as urban traffic control. It is challenging due to the fact that the road network contains…

Machine Learning · Computer Science 2020-04-24 Yiwen Sun , Yulu Wang , Kun Fu , Zheng Wang , Changshui Zhang , Jieping Ye

Although traffic prediction has been receiving considerable attention with a number of successes in the context of intelligent transportation systems, the prediction of traffic states over a complex transportation network that contains…

Artificial Intelligence · Computer Science 2024-06-21 Zilin Bian , Jingqin Gao , Kaan Ozbay , Zhenning Li

Temporal Graph Neural Networks (TGNNs) are pivotal in processing dynamic graphs. However, existing TGNNs primarily target one-time predictions for a given temporal span, whereas many practical applications require continuous predictions,…

Machine Learning · Computer Science 2026-02-16 Zulun Zhu , Siqiang Luo

Modeling inter-dependencies between time-series is the key to achieve high performance in anomaly detection for multivariate time-series data. The de-facto solution to model the dependencies is to feed the data into a recurrent neural…

Machine Learning · Computer Science 2021-08-17 Yuhang Wu , Mengting Gu , Lan Wang , Yusan Lin , Fei Wang , Hao Yang

The past few years have witnessed the rapid development in multivariate time series forecasting. The key to accurate forecasting results is capturing the long-term dependency between each time step (cross-time dependency) and modeling the…

Machine Learning · Computer Science 2023-06-06 Donghao Luo , Xue Wang

Irregular multivariate time series (IMTS) are prevalent in critical domains like healthcare and finance, where accurate forecasting is vital for proactive decision-making. However, the asynchronous sampling and irregular intervals inherent…

Machine Learning · Computer Science 2026-03-16 Xvyuan Liu , Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Chenjuan Guo , Bin Yang , Jilin Hu

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

Stock trend prediction is crucial for profitable trading strategies and portfolio management yet remains challenging due to market volatility, complex temporal dynamics and multifaceted inter-stock relationships. Existing methods struggle…

Machine Learning · Computer Science 2025-11-04 Peilin Tan , Chuanqi Shi , Dian Tu , Liang Xie

As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A…

Machine Learning · Computer Science 2022-03-03 Fan Jin , Ke Zhang , Yipan Huang , Yifei Zhu , Baiping Chen