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The growing availability and importance of time series data across various domains, including environmental science, epidemiology, and economics, has led to an increasing need for time-series causal discovery methods that can identify the…

Machine Learning · Computer Science 2024-04-03 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

Time series prediction has been studied in a variety of domains. However, it is still challenging to predict future series given historical observations and past exogenous data. Existing methods either fail to consider the interactions…

Machine Learning · Computer Science 2018-06-05 Yunzhe Tao , Lin Ma , Weizhong Zhang , Jian Liu , Wei Liu , Qiang Du

Statistical relational AI (StarAI) aims at reasoning and learning in noisy domains described in terms of objects and relationships by combining probability with first-order logic. With huge advances in deep learning in the current years,…

Machine Learning · Statistics 2017-12-11 Seyed Mehran Kazemi , David Poole

Multivariate geo-sensory time series prediction is challenging because of the complex spatial and temporal correlation. In urban water distribution systems (WDS), numerous spatial-correlated sensors have been deployed to continuously…

Machine Learning · Computer Science 2020-04-15 Ziqing Ma , Shuming Liu , Guancheng Guo , Xipeng Yu

We present Higher-Order Tensor RNN (HOT-RNN), a novel family of neural sequence architectures for multivariate forecasting in environments with nonlinear dynamics. Long-term forecasting in such systems is highly challenging, since there…

Machine Learning · Computer Science 2019-08-27 Rose Yu , Stephan Zheng , Anima Anandkumar , Yisong Yue

Encoder-decoder-based recurrent neural network (RNN) has made significant progress in sequence-to-sequence learning tasks such as machine translation and conversational models. Recent works have shown the advantage of this type of network…

Machine Learning · Computer Science 2023-05-10 Jing Xiong , Pengyang Zhou , Alan Chen , Yu Zhang

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront…

Machine Learning · Computer Science 2023-12-01 Juhyeon Kim , Hyungeun Lee , Seungwon Yu , Ung Hwang , Wooyul Jung , Miseon Park , Kijung Yoon

The information contained in a time series is more than what the values themselves are. In this paper, the Time-variant Local Autocorrelated Polynomial model with Kalman filter is proposed to model the underlying dynamics of a time series…

Applications · Statistics 2021-02-16 Shixiong Wang , Chongshou Li , Andrew Lim

The era of information explosion had prompted the accumulation of a tremendous amount of time-series data, including stationary and non-stationary time-series data. State-of-the-art algorithms have achieved a decent performance in dealing…

Machine Learning · Computer Science 2021-11-23 Xipei Wang , Haoyu Zhang , Yuanbo Zhang , Meng Wang , Jiarui Song , Tin Lai , Matloob Khushi

In recent years, the importance of accurate weather forecasting has become increasingly prominent due to the impacts of global climate change and the rapid development of data science. Traditional forecasting methods often struggle to…

Machine Learning · Computer Science 2024-12-12 Jiajiang Shen , Weiyan Wu , Qianyu Xu

Graph-based next-step prediction models have recently been very successful in modeling complex high-dimensional physical systems on irregular meshes. However, due to their short temporal attention span, these models suffer from error…

Machine Learning · Computer Science 2022-05-27 Xu Han , Han Gao , Tobias Pfaff , Jian-Xun Wang , Li-Ping Liu

Short-term load forecasting (STLF) is challenging due to complex time series (TS) which express three seasonal patterns and a nonlinear trend. This paper proposes a novel hybrid hierarchical deep learning model that deals with multiple…

Machine Learning · Computer Science 2021-12-07 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

The combination of convolutional and recurrent neural networks is a promising framework that allows the extraction of high-quality spatio-temporal features together with its temporal dependencies, which is key for time series prediction…

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Machine Learning · Computer Science 2023-12-12 Ling Chen , Jiahua Cui

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Machine Learning · Computer Science 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

Time series data, defined by equally spaced points over time, is essential in fields like medicine, telecommunications, and energy. Analyzing it involves tasks such as classification, clustering, prototyping, and regression. Classification…

Machine Learning · Computer Science 2025-02-27 Ali Ismail-Fawaz

Time series extrinsic regression (TSER) refers to the task of predicting a continuous target variable from an input time series. It appears in many domains, including healthcare, finance, environmental monitoring, and engineering. In these…

Machine Learning · Computer Science 2025-12-23 Florent Forest , Amaury Wei , Olga Fink

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu