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Deep time series metric learning is challenging due to the difficult trade-off between temporal invariance to nonlinear distortion and discriminative power in identifying non-matching sequences. This paper proposes a novel neural…

Computer Vision and Pattern Recognition · Computer Science 2021-06-22 Shinnosuke Matsuo , Xiaomeng Wu , Gantugs Atarsaikhan , Akisato Kimura , Kunio Kashino , Brian Kenji Iwana , Seiichi Uchida

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

Machine Learning · Computer Science 2024-02-06 Mohamed Mejri , Chandramouli Amarnath , Abhijit Chatterjee

Prediction of stock price movements presents a formidable challenge in financial analytics due to the inherent volatility, non-stationarity, and nonlinear characteristics of market data. This paper introduces SPH-Net (Stock Price Prediction…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Yiyang Wu , Hanyu Ma , Muxin Ge , Xiaoli Ma , Yadi Liu , Ye Aung Moe , Zeyu Han , Weizheng Xie

We consider two less-emphasized temporal properties of video: 1. Temporal cues are fine-grained; 2. Temporal modeling needs reasoning. To tackle both problems at once, we exploit approximated bilinear modules (ABMs) for temporal modeling.…

Computer Vision and Pattern Recognition · Computer Science 2020-07-28 Xinqi Zhu , Chang Xu , Langwen Hui , Cewu Lu , Dacheng Tao

In multivariate time series systems, it has been observed that certain groups of variables partially lead the evolution of the system, while other variables follow this evolution with a time delay; the result is a lead-lag structure amongst…

Machine Learning · Statistics 2022-01-21 Stefanos Bennett , Mihai Cucuringu , Gesine Reinert

Recently, multivariate time series forecasting tasks have garnered increasing attention due to their significant practical applications, leading to the emergence of various deep forecasting models. However, real-world time series exhibit…

Machine Learning · Computer Science 2024-07-16 Jiaxi Hu , Qingsong Wen , Sijie Ruan , Li Liu , Yuxuan Liang

Deep neural networks are powerful tools to model observations over time with non-linear patterns. Despite the widespread use of neural networks in such settings, most theoretical developments of deep neural networks are under the assumption…

Machine Learning · Statistics 2022-10-24 Mingliang Ma , Abolfazl Safikhani

Environmental sound classification systems often do not perform robustly across different sound classification tasks and audio signals of varying temporal structures. We introduce a multi-stream convolutional neural network with temporal…

Sound · Computer Science 2019-01-28 Xinyu Li , Venkata Chebiyyam , Katrin Kirchhoff

Traditional machine learning methods face two main challenges in dealing with healthcare predictive analytics tasks. First, the high-dimensional nature of healthcare data needs labor-intensive and time-consuming processes to select an…

Machine Learning · Computer Science 2022-09-16 Mohammad Amin Morid , Olivia R. Liu Sheng , Joseph Dunbar

Transformers have become the leading choice in natural language processing over other deep learning architectures. This trend has also permeated the field of time series analysis, especially for long-horizon forecasting, showcasing…

Machine Learning · Computer Science 2025-07-30 Ignacio Aguilera-Martos , Andrés Herrera-Poyatos , Julián Luengo , Francisco Herrera

This paper presents a novel vehicle motion forecasting method based on multi-head attention. It produces joint forecasts for all vehicles on a road scene as sequences of multi-modal probability density functions of their positions. Its…

Machine Learning · Computer Science 2019-12-23 Jean Mercat , Thomas Gilles , Nicole El Zoghby , Guillaume Sandou , Dominique Beauvois , Guillermo Pita Gil

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

Modern recommendation systems primarily rely on attention mechanisms with quadratic complexity, which limits their ability to handle long user sequences and slows down inference. While linear attention is a promising alternative, existing…

Information Retrieval · Computer Science 2026-03-02 Yufei Ye , Wei Guo , Hao Wang , Luankang Zhang , Heng Chang , Hong Zhu , Yuyang Ye , Yong Liu , Defu Lian , Enhong Chen

An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…

Machine Learning · Computer Science 2021-10-12 Fan-Keng Sun , Christopher I. Lang , Duane S. Boning

Inflation is a major determinant for allocation decisions and its forecast is a fundamental aim of governments and central banks. However, forecasting inflation is not a trivial task, as its prediction relies on low frequency, highly…

Econometrics · Economics 2023-03-30 Maximilian Tschuchnig , Petra Tschuchnig , Cornelia Ferner , Michael Gadermayr

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Machine Learning · Computer Science 2023-12-12 Ling Chen , Jiahua Cui

Pretrained language models based on the transformer architecture have shown great success in NLP. Textual training data often comes from the web and is thus tagged with time-specific information, but most language models ignore this…

Computation and Language · Computer Science 2022-05-05 Guy D. Rosin , Kira Radinsky

Spatiotemporal predictive learning aims to generate future frames by learning from historical frames. In this paper, we investigate existing methods and present a general framework of spatiotemporal predictive learning, in which the spatial…

Computer Vision and Pattern Recognition · Computer Science 2023-04-13 Cheng Tan , Zhangyang Gao , Lirong Wu , Yongjie Xu , Jun Xia , Siyuan Li , Stan Z. Li

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Statistical Finance · Quantitative Finance 2022-01-21 Carmina Fjellström

Most user-related data can be represented as a sequence of events associated with a timestamp and a collection of categorical labels. For example, the purchased basket of goods and the time of buying fully characterize the event of the…

Machine Learning · Computer Science 2024-10-29 Elizaveta Kovtun , Galina Boeva , Andrey Shulga , Alexey Zaytsev