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Unsupervised multivariate time series (MTS) representation learning aims to extract compact and informative representations from raw sequences without relying on labels, enabling efficient transfer to diverse downstream tasks. In this…

Machine Learning · Computer Science 2025-09-22 Yi Xu , Yitian Zhang , Yun Fu

Learning compressed representations of multivariate time series (MTS) facilitates data analysis in the presence of noise and redundant information, and for a large number of variates and time steps. However, classical dimensionality…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Filippo Maria Bianchi , Lorenzo Livi , Karl Øyvind Mikalsen , Michael Kampffmeyer , Robert Jenssen

Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

Machine Learning · Computer Science 2019-11-26 Xianfeng Tang , Huaxiu Yao , Yiwei Sun , Charu Aggarwal , Prasenjit Mitra , Suhang Wang

Learning from Multivariate Time Series (MTS) has attracted widespread attention in recent years. In particular, label shortage is a real challenge for the classification task on MTS, considering its complex dimensional and sequential data…

Machine Learning · Computer Science 2021-10-12 Jingwei Zuo , Karine Zeitouni , Yehia Taher

Multivariate time series (MTS) data, when sampled irregularly and asynchronously, often present extensive missing values. Conventional methodologies for MTS analysis tend to rely on temporal embeddings based on timestamps that necessitate…

Machine Learning · Computer Science 2024-05-28 Chun-Kai Huang , Yi-Hsien Hsieh , Ta-Jung Chien , Li-Cheng Chien , Shao-Hua Sun , Tung-Hung Su , Jia-Horng Kao , Che Lin

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a…

Machine Learning · Computer Science 2021-09-07 Jinliang Deng , Xiusi Chen , Renhe Jiang , Xuan Song , Ivor W. Tsang

The imputation of missing values in multivariate time series (MTS) data is critical in ensuring data quality and producing reliable data-driven predictive models. Apart from many statistical approaches, a few recent studies have proposed…

Machine Learning · Computer Science 2023-05-17 Maksims Kazijevs , Manar D. Samad

Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by…

Machine Learning · Computer Science 2025-05-21 Jun Wang , Wenjie Du , Yiyuan Yang , Linglong Qian , Wei Cao , Keli Zhang , Wenjia Wang , Yuxuan Liang , Qingsong Wen

Multivariate time-series (MTS) anomaly detection is critical in domains such as service monitor, IoT, and network security. While multi-model methods based on selection or ensembling outperform single-model ones, they still face…

Machine Learning · Computer Science 2026-01-06 Wei Hu , Zewei Yu , Jianqiu Xu

Time series datasets are often composed of a variety of sequences from the same domain, but from different entities, such as individuals, products, or organizations. We are interested in how time series models can be specialized to…

Machine Learning · Computer Science 2022-10-11 Alex Bird , Christopher K. I. Williams , Christopher Hawthorne

Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…

Machine Learning · Computer Science 2020-10-06 Yang Jiao , Kai Yang , Shaoyu Dou , Pan Luo , Sijia Liu , Dongjin Song

Multivariate time series (MTS) imputation is a widely studied problem in recent years. Existing methods can be divided into two main groups, including (1) deep recurrent or generative models that primarily focus on time series features, and…

Machine Learning · Computer Science 2023-06-27 Dingsu Wang , Yuchen Yan , Ruizhong Qiu , Yada Zhu , Kaiyu Guan , Andrew J Margenot , Hanghang Tong

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Machine Learning · Computer Science 2024-10-18 Zezhi Shao , Fei Wang , Yongjun Xu , Wei Wei , Chengqing Yu , Zhao Zhang , Di Yao , Tao Sun , Guangyin Jin , Xin Cao , Gao Cong , Christian S. Jensen , Xueqi Cheng

Missing data is a common problem in machine learning and in retrospective imaging research it is often encountered in the form of missing imaging modalities. We propose to take into account missing modalities in the design and training of…

Computer Vision and Pattern Recognition · Computer Science 2019-09-26 Karin van Garderen , Marion Smits , Stefan Klein

Large-scale self-supervised pre-training Transformer architecture have significantly boosted the performance for various tasks in natural language processing (NLP) and computer vision (CV). However, there is a lack of researches on…

Machine Learning · Computer Science 2022-10-06 Peiwang Tang , Xianchao Zhang

Industrial Multivariate Time Series (MTS) is a critical view of the industrial field for people to understand the state of machines. However, due to data collection difficulty and privacy concerns, available data for building industrial…

Machine Learning · Computer Science 2024-10-23 Lei Ren , Haiteng Wang , Yuanjun Laili

Accurate travel time estimation (TTE) plays a crucial role in intelligent transportation systems. However, it remains challenging due to heterogeneous data sources and complex traffic dynamics. Moreover, traditional approaches typically…

Machine Learning · Computer Science 2026-01-27 Zhi Liu , Xuyuan Hu , Xiao Han , Zhehao Dai , Zhaolin Deng , Guojiang Shen , Xiangjie Kong

Irregular multivariate time series (IMTS) is characterized by the lack of synchronized observations across its different channels. In this paper, we point out that this channel-wise asynchrony can lead to poor channel-wise modeling of…

Machine Learning · Computer Science 2025-09-23 Shuhan Zhong , Weipeng Zhuo , Sizhe Song , Guanyao Li , Zhongyi Yu , S. -H. Gary Chan

Existing backdoor attacks on multivariate time series (MTS) forecasting enforce strict temporal and dimensional coupling between triggers and target patterns, requiring synchronous activation at fixed positions across variables. However,…

Cryptography and Security · Computer Science 2026-01-09 Zhixin Liu , Xuanlin Liu , Sihan Xu , Yaqiong Qiao , Ying Zhang , Xiangrui Cai

Accurate and efficient multivariate time series (MTS) analysis is increasingly critical for a wide range of intelligent applications. Within this realm, Transformers have emerged as the predominant architecture due to their strong ability…

Machine Learning · Computer Science 2026-05-19 Rui An , Haohao Qu , Wenqi Fan , Xuequn Shang , Qing Li
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