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Accuracy and timeliness are indeed often conflicting goals in prediction tasks. Premature predictions may yield a higher rate of false alarms, whereas delaying predictions to gather more information can render them too late to be useful. In…

Machine Learning · Computer Science 2024-06-19 Wei Shao , Yufan Kang , Ziyan Peng , Xiao Xiao , Lei Wang , Yuhui Yang , Flora D Salim

Accurate Traffic Prediction is a challenging task in intelligent transportation due to the spatial-temporal aspects of road networks. The traffic of a road network can be affected by long-distance or long-term dependencies where existing…

Machine Learning · Computer Science 2024-04-10 Zhengyang Zhao , Haitao Yuan , Nan Jiang , Minxiao Chen , Ning Liu , Zengxiang Li

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

We propose an end-to-end architecture for multivariate time-series prediction that integrates a spatial-temporal graph neural network with a matrix filtering module. This module generates filtered (inverse) correlation graphs from…

Machine Learning · Computer Science 2022-03-09 Yuanrong Wang , Tomaso Aste

In multivariate time series (MTS) forecasting, many deep learning based methods have been proposed for modeling dependencies at multiple spatial (inter-variate) or temporal (intra-variate) scales. However, existing methods may fail to model…

Machine Learning · Computer Science 2025-09-03 Binqing Wu , Jianlong Huang , Zongjiang Shang , Ling Chen

Multivariate time series modeling and prediction problems are abundant in many machine learning application domains. Accurate interpretation of such prediction outcomes from a machine learning model that explicitly captures temporal…

Machine Learning · Computer Science 2020-10-27 Tryambak Gangopadhyay , Sin Yong Tan , Zhanhong Jiang , Rui Meng , Soumik Sarkar

Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…

Machine Learning · Computer Science 2025-08-28 Amirhossein Sohrabbeig , Omid Ardakanian , Petr Musilek

Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting…

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

Machine Learning · Computer Science 2025-02-13 Shibo Feng , Peilin Zhao , Liu Liu , Pengcheng Wu , Zhiqi Shen

Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…

Machine Learning · Computer Science 2022-11-23 Jaehoon Lee , Chan Kim , Gyumin Lee , Haksoo Lim , Jeongwhan Choi , Kookjin Lee , Dongeun Lee , Sanghyun Hong , Noseong Park

Multivariate time series (MTS) forecasting has a wide range of applications in both industry and academia. Recently, spatial-temporal graph neural networks (STGNNs) have gained popularity as MTS forecasting methods. However, current STGNNs…

Machine Learning · Computer Science 2025-05-20 Huiliang Zhang , Ping Nie , Lijun Sun , Benoit Boulet

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

We address a three-tier numerical framework based on manifold learning for the forecasting of high-dimensional time series. At the first step, we embed the time series into a reduced low-dimensional space using a nonlinear manifold learning…

Numerical Analysis · Mathematics 2023-03-16 Panagiotis Papaioannou , Ronen Talmon , Ioannis Kevrekidis , Constantinos Siettos

Recent advancements in deep learning have led to the development of various models for long-term multivariate time-series forecasting (LMTF), many of which have shown promising results. Generally, the focus has been on…

Machine Learning · Computer Science 2024-02-28 Shiyi Qi , Zenglin Xu , Yiduo Li , Liangjian Wen , Qingsong Wen , Qifan Wang , Yuan Qi

Particle accelerators are complex facilities that produce large amounts of structured data and have clear optimization goals as well as precisely defined control requirements. As such they are naturally amenable to data-driven research…

Accelerator Physics · Physics 2023-03-01 Sichen Li , Andreas Adelmann

We propose a novel Transformer-based architecture for the task of generative modelling of 3D human motion. Previous work commonly relies on RNN-based models considering shorter forecast horizons reaching a stationary and often implausible…

Computer Vision and Pattern Recognition · Computer Science 2021-11-30 Emre Aksan , Manuel Kaufmann , Peng Cao , Otmar Hilliges

In this paper, a method of prediction on continuous time series variables from the production or flow -- an LSTM algorithm based on multivariate tuning -- is proposed. The algorithm improves the traditional LSTM algorithm and converts the…

Machine Learning · Computer Science 2024-03-19 Hongzhi Wang , Yang Song , Shihan Tang

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

Rapid developments in advanced sensing and imaging have significantly enhanced information visibility, opening opportunities for predictive modeling of complex dynamic systems. However, sensing signals acquired from such complex systems are…

Machine Learning · Statistics 2025-05-02 Xizhuo Zhang , Bing Yao

Multi-step-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO)…

Artificial Intelligence · Computer Science 2014-01-03 Yukun Bao , Tao Xiong , Zhongyi Hu