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Deep neural network-based time series prediction models have recently demonstrated superior capabilities in capturing complex temporal dependencies. However, it is challenging for these models to account for uncertainty associated with…

Machine Learning · Computer Science 2025-12-01 Linghao Kong , Xiaopeng Hong

Efficient processing of large-scale time series data is an intricate problem in machine learning. Conventional sensor signal processing pipelines with hand engineered feature extraction often involve huge computational cost with high…

Deep neural networks has been increasingly applied in fault diagnostics, where it uses historical data to capture systems behavior, bypassing the need for high-fidelity physical models. However, despite their competence in prediction tasks,…

Machine Learning · Computer Science 2025-09-24 Arman Mohammadi , Mattias Krysander , Daniel Jung , Erik Frisk

This paper investigates the use of artificial neural networks (ANNs) to replace traditional algorithms and manual review for identifying anomalies in vehicle run data. The specific data used for this study is from undersea vehicle…

Neural and Evolutionary Computing · Computer Science 2016-03-17 Adam J. Last

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…

Machine Learning · Statistics 2020-02-25 Danijel Kivaranovic , Kory D. Johnson , Hannes Leeb

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

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

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

In this paper an attempt has been made to identify most important human resource factors and propose a diagnostic model based on the back-propagation and connectionist model approaches of artificial neural network (ANN). The focus of the…

Neural and Evolutionary Computing · Computer Science 2010-05-07 Bikrampal Kaur , Himanshu Aggarwal

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

In this paper, we tackle the important yet under-investigated problem of making long-horizon prediction of event sequences. Existing state-of-the-art models do not perform well at this task due to their autoregressive structure. We propose…

Machine Learning · Computer Science 2022-10-05 Siqiao Xue , Xiaoming Shi , James Y Zhang , Hongyuan Mei

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

Probabilistic forecasting of time series is an important matter in many applications and research fields. In order to draw conclusions from a probabilistic forecast, we must ensure that the model class used to approximate the true…

Machine Learning · Computer Science 2022-07-12 David Rügamer , Philipp F. M. Baumann , Thomas Kneib , Torsten Hothorn

Deep neural networks (DNNs) have become powerful tools for modeling complex data structures through sequentially integrating simple functions in each hidden layer. In survival analysis, recent advances of DNNs primarily focus on enhancing…

Machine Learning · Statistics 2025-03-26 Changhui Yuan , Shishun Zhao , Shuwei Li , Xinyuan Song , Zhao Chen

Air quality prediction and modelling plays a pivotal role in public health and environment management, for individuals and authorities to make informed decisions. Although traditional data-driven models have shown promise in this domain,…

Machine Learning · Computer Science 2024-02-08 Kethmi Hirushini Hettige , Jiahao Ji , Shili Xiang , Cheng Long , Gao Cong , Jingyuan Wang

Multivariate network time series are ubiquitous in modern systems, yet existing network autoregressive models typically treat nodes as scalar processes, ignoring cross-variable spillovers. To capture these complex interactions without the…

Methodology · Statistics 2026-01-06 Qi Lyu , Xiaoyu Zhang , Guodong Li , Di Wang

In this paper, we provide a novel Model-free approach based on Deep Neural Network (DNN) to accomplish point prediction and prediction interval under a general regression setting. Usually, people rely on parametric or non-parametric models…

Machine Learning · Statistics 2024-09-13 Kejin Wu , Dimitris N. Politis

Human activities generate various event sequences such as taxi trip records, bike-sharing pick-ups, crime occurrence, and infectious disease transmission. The point process is widely used in many applications to predict such events related…

Machine Learning · Computer Science 2024-01-30 Yoshiaki Takimoto , Yusuke Tanaka , Tomoharu Iwata , Maya Okawa , Hideaki Kim , Hiroyuki Toda , Takeshi Kurashima

Accurate traffic flow forecasting is a crucial research topic in transportation management. However, it is a challenging problem due to rapidly changing traffic conditions, high nonlinearity of traffic flow, and complex spatial and temporal…

Machine Learning · Computer Science 2024-06-06 Sanghyun Lee , Chanyoung Park