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Related papers: FreDo: Frequency Domain-based Long-Term Time Serie…

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Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Fourier analysis has been an instrumental tool in the development of signal processing. This leads us to wonder whether this framework could similarly benefit generative modelling. In this paper, we explore this question through the scope…

Machine Learning · Computer Science 2024-02-09 Jonathan Crabbé , Nicolas Huynh , Jan Stanczuk , Mihaela van der Schaar

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta

We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but…

Machine Learning · Computer Science 2020-04-02 Henning Lange , Steven L. Brunton , Nathan Kutz

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

Spectral analysis provides one of the most effective paradigms for information-preserving dimensionality reduction, as simple descriptions of naturally occurring signals are often obtained via few terms of periodic basis functions. In this…

Machine Learning · Computer Science 2022-11-29 Michael Poli , Stefano Massaroli , Federico Berto , Jinykoo Park , Tri Dao , Christopher Ré , Stefano Ermon

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series…

Machine Learning · Computer Science 2024-07-02 Wei Fan , Kun Yi , Hangting Ye , Zhiyuan Ning , Qi Zhang , Ning An

The need for more transparent face recognition (FR), along with other visual-based decision-making systems has recently attracted more attention in research, society, and industry. The reasons why two face images are matched or not matched…

Computer Vision and Pattern Recognition · Computer Science 2024-07-17 Marco Huber , Naser Damer

In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

Frequency-domain unsteady lifting-line theory is better developed than its time-domain counterpart. To take advantage of this, this paper transforms time-domain kinematics to the frequency domain, performs a convolution and then returns the…

Fluid Dynamics · Physics 2021-05-13 Hugh J. A. Bird , Kiran Ramesh

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series…

Machine Learning · Computer Science 2019-02-27 Vitaly Kuznetsov , Zelda Mariet

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Neural ODEs (NODEs) have emerged as powerful tools for modeling time series data, offering the flexibility to adapt to varying input scales and capture complex dynamics. However, they face significant challenges: first, their reliance on…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Yang Weng

Standard direct forecasting models typically rely on point-wise objectives such as Mean Squared Error, which fail to capture the complex spatio-temporal dependencies inherent in graph-structured signals. While recent frequency-domain…

Machine Learning · Computer Science 2026-03-06 Zepu Wang , Bowen Liao , Jeff , Ban

End-to-end data-driven machine learning methods often have exuberant requirements in terms of quality and quantity of training data which are often impractical to fulfill in real-world applications. This is specifically true in time series…

Machine Learning · Computer Science 2022-02-17 Muhammad Ali Chattha , Ludger van Elst , Muhammad Imran Malik , Andreas Dengel , Sheraz Ahmed

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang

Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains. Insofar as scaling has been a critical driver of performance of foundation models in…

Machine Learning · Computer Science 2026-02-20 Xinghong Fu , Yanhong Li , Georgios Papaioannou , Yoon Kim

Existing transfer learning-based beam prediction approaches primarily rely on simple fine-tuning. When there is a significant difference in data distribution between the target domain and the source domain, simple fine-tuning limits the…

Information Theory · Computer Science 2025-09-26 Zhiqiang Xiao , Yuwen Cao , Mondher Bouazizi , Tomoaki Ohtsuki , Shahid Mumtaz

Foundation models have achieved remarkable success across diverse machine-learning domains through large-scale pretraining on large, diverse datasets. However, pretraining on such datasets introduces significant challenges due to…

Machine Learning · Computer Science 2025-04-16 Peiliang Gong , Emadeldeen Eldele , Min Wu , Zhenghua Chen , Xiaoli Li , Daoqiang Zhang

We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion.…

Machine Learning · Statistics 2026-02-17 Francisco Caldas , Sahil Kumar , Cláudia Soares