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As large language models (LLMs) show impressive performance on complex tasks, they still struggle with longer contextual understanding and high computational costs. To balance efficiency and quality, we introduce LLMSteer, a…

Machine Learning · Computer Science 2024-11-22 Zhuohan Gu , Jiayi Yao , Kuntai Du , Junchen Jiang

Predictive business process monitoring (PBPM) aims to predict future process behavior during ongoing process executions based on event log data. Especially, techniques for the next activity and timestamp prediction can help to improve the…

Machine Learning · Computer Science 2020-11-06 An Nguyen , Srijeet Chatterjee , Sven Weinzierl , Leo Schwinn , Martin Matzner , Bjoern Eskofier

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Similarity measures for time series are important problems for time series classification. To handle the nonlinear time distortions, Dynamic Time Warping (DTW) has been widely used. However, DTW is not learnable and suffers from a trade-off…

Computer Vision and Pattern Recognition · Computer Science 2023-09-14 Shinnosuke Matsuo , Xiaomeng Wu , Gantugs Atarsaikhan , Akisato Kimura , Kunio Kashino , Brian Kenji Iwana , Seiichi Uchida

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the…

Machine Learning · Computer Science 2018-06-19 Tian Guo , Tao Lin

Time series analysis is crucial for understanding dynamics of complex systems. Recent advances in foundation models have led to task-agnostic Time Series Foundation Models (TSFMs) and Large Language Model-based Time Series Models (TSLLMs),…

Machine Learning · Computer Science 2025-03-17 Xu Liu , Taha Aksu , Juncheng Liu , Qingsong Wen , Yuxuan Liang , Caiming Xiong , Silvio Savarese , Doyen Sahoo , Junnan Li , Chenghao Liu

To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…

Machine Learning · Computer Science 2023-03-16 Mari Dahl Eggen , Alise Danielle Midtfjord

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate…

Machine Learning · Statistics 2026-02-06 Jiecheng Lu , Xu Han , Shihao Yang

Although many complex models were proposed to analyze time series data, some studies have demonstrated remarkable performance with simpler structures. A recent study proposed a non-parametric framework for 3D point cloud classification,…

Machine Learning · Computer Science 2026-05-12 Bowen Liu , Haijian Lai , Chan-Tong Lam , Junhao Dong , Benjamin Ng , Wei Ke , Sio-Kei Im

Fully convolutional neural networks (FCN) have been shown to achieve state-of-the-art performance on the task of classifying time series sequences. We propose the augmentation of fully convolutional networks with long short term memory…

Machine Learning · Computer Science 2018-03-20 Fazle Karim , Somshubra Majumdar , Houshang Darabi , Shun Chen

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang

The Long Short-Term Memory (LSTM) layer is an important advancement in the field of neural networks and machine learning, allowing for effective training and impressive inference performance. LSTM-based neural networks have been…

Neural and Evolutionary Computing · Computer Science 2019-01-04 Daniel Kent , Fathi M. Salem

Large Language Models (LLMs) have recently demonstrated significant potential in time series forecasting, offering impressive capabilities in handling complex temporal data. However, their robustness and reliability in real-world…

Machine Learning · Computer Science 2025-03-14 Fuqiang Liu , Sicong Jiang , Luis Miranda-Moreno , Seongjin Choi , Lijun Sun

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

Time series analysis is pivotal in domains like financial forecasting and biomedical monitoring, yet traditional methods are constrained by limited nonlinear feature representation and long-term dependency capture. The emergence of Large…

Machine Learning · Computer Science 2025-06-16 Feifei Shi , Xueyan Yin , Kang Wang , Wanyu Tu , Qifu Sun , Huansheng Ning
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