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Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

While widely recognized as one of the most substantial weather forecasting methodologies, Numerical Weather Prediction (NWP) usually suffers from relatively coarse resolution and inevitable bias due to tempo-spatial discretization, physical…

Atmospheric and Oceanic Physics · Physics 2023-12-21 Pengwei Liu , Wenwei Wang , Bingqing Peng , Binqing Wu , Liang Sun

Recently, deep neural networks have gained increasing popularity in the field of time series forecasting. A primary reason for their success is their ability to effectively capture complex temporal dynamics across multiple related time…

Machine Learning · Computer Science 2022-06-23 Xiaoyong Jin , Youngsuk Park , Danielle C. Maddix , Hao Wang , Yuyang Wang

Time Series Forecasting (TSF) is a crucial task in various domains, yet existing TSF models rely heavily on high-quality data and insufficiently exploit all available data. This paper explores a novel self-supervised approach to re-label…

Machine Learning · Computer Science 2025-12-17 Yuxuan Yang , Dalin Zhang , Yuxuan Liang , Hua Lu , Gang Chen , Huan Li

Nowadays, deep neural networks outperform humans in many tasks. However, if the input distribution drifts away from the one used in training, their performance drops significantly. Recently published research has shown that adapting the…

Machine Learning · Computer Science 2022-05-19 Alexander Bartler , Florian Bender , Felix Wiewel , Bin Yang

This paper presents a practical approach for detecting non-stationarity in time series prediction. This method is called SAFE and works by monitoring the evolution of the spectral contents of time series through a distance function. This…

Machine Learning · Computer Science 2018-05-18 Arief Koesdwiady , Fakhri Karray

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Machine Learning · Computer Science 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

Nowcasting, the short-term prediction of weather, is essential for making timely and weather-dependent decisions. Specifically, precipitation nowcasting aims to predict precipitation at a local level within a 6-hour time frame. This task…

Machine Learning · Computer Science 2024-12-23 Haotian Li , Arno Siebes , Siamak Mehrkanoon

Self-supervised learning has garnered increasing attention in time series analysis for benefiting various downstream tasks and reducing reliance on labeled data. Despite its effectiveness, existing methods often struggle to comprehensively…

Machine Learning · Computer Science 2025-06-12 Daoyu Wang , Mingyue Cheng , Zhiding Liu , Qi Liu

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Statistics Theory · Mathematics 2020-01-01 Xiucai Ding , Zhou Zhou

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

The rapid increase in remote sensing satellites has led to the emergence of distributed space-based observation systems. However, existing distributed remote sensing models often rely on centralized training, resulting in data leakage,…

Machine Learning · Computer Science 2025-04-08 Xiaohe Li , Haohua Wu , Jiahao Li , Zide Fan , Kaixin Zhang , Xinming Li , Yunping Ge , Xinyu Zhao

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

We introduce deep switching auto-regressive factorization (DSARF), a deep generative model for spatio-temporal data with the capability to unravel recurring patterns in the data and perform robust short- and long-term predictions. Similar…

Machine Learning · Computer Science 2020-09-14 Amirreza Farnoosh , Bahar Azari , Sarah Ostadabbas

Due to effective pattern mining and feature representation, neural forecasting models based on deep learning have achieved great progress. The premise of effective learning is to collect sufficient data. However, in time series forecasting,…

Machine Learning · Computer Science 2023-07-04 Yan Gao , Yan Wang , Qiang Wang

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

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Machine Learning · Computer Science 2019-09-19 Long H. Nguyen , Zhenhe Pan , Opeyemi Openiyi , Hashim Abu-gellban , Mahdi Moghadasi , Fang Jin

Tabular learning transforms raw features into optimized spaces for downstream tasks, but its effectiveness deteriorates under distribution shifts between training and testing data. We formalize this challenge as the Distribution Shift…

Machine Learning · Computer Science 2025-08-28 Wangyang Ying , Nanxu Gong , Dongjie Wang , Xinyuan Wang , Arun Vignesh Malarkkan , Vivek Gupta , Chandan K. Reddy , Yanjie Fu

Time-series representation learning can extract representations from data with temporal dynamics and sparse labels. When labeled data are sparse but unlabeled data are abundant, contrastive learning, i.e., a framework to learn a latent…

Machine Learning · Computer Science 2023-03-03 Heejeong Choi , Pilsung Kang
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