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Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…

Machine Learning · Computer Science 2019-12-02 Omer Berat Sezer , Mehmet Ugur Gudelek , Ahmet Murat Ozbayoglu

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Machine Learning · Computer Science 2021-04-01 Manie Tadayon , Yumi Iwashita

Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends. However, many contemporary…

Machine Learning · Computer Science 2026-05-19 Sumit S Shevtekar , Chandresh K Maurya

Emotion analysis is a crucial problem to endow artifact machines with real intelligence in many large potential applications. As external appearances of human emotions, electroencephalogram (EEG) signals and video face signals are widely…

Computer Vision and Pattern Recognition · Computer Science 2018-05-10 Tong Zhang , Wenming Zheng , Zhen Cui , Yuan Zong , Yang Li

Accurate long series forecasting of traffic information is critical for the development of intelligent traffic systems. We may benefit from the rapid growth of neural network analysis technology to better understand the underlying…

Machine Learning · Computer Science 2022-10-06 Ruikang Luo , Yaofeng Song , Liping Huang , Yicheng Zhang , Rong Su

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…

Machine Learning · Computer Science 2023-06-08 Jiewen Deng , Jinliang Deng , Renhe Jiang , Xuan Song

Temporal Graph Learning, which aims to model the time-evolving nature of graphs, has gained increasing attention and achieved remarkable performance recently. However, in reality, graph structures are often incomplete and noisy, which…

Machine Learning · Computer Science 2023-08-16 Haozhen Zhang , Xueting Han , Xi Xiao , Jing Bai

The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately…

Machine Learning · Computer Science 2024-11-08 Xinxing Zhou , Jiaqi Ye , Shubao Zhao , Ming Jin , Chengyi Yang , Yanlong Wen , Xiaojie Yuan

Time series forecasting is critical across various domains, such as weather, finance and real estate forecasting, as accurate forecasts support informed decision-making and risk mitigation. While recent deep learning models have improved…

Machine Learning · Computer Science 2025-08-12 Jianfei Wu , Wenmian Yang , Bingning Liu , Weijia Jia

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…

Machine Learning · Computer Science 2025-06-11 Nicholas A. Pearson , Francesca Cairoli , Luca Bortolussi , Davide Russo , Francesca Zanello

The proliferation of multi-source remote sensing data has propelled the development of deep learning for dense prediction, yet significant challenges in data and task unification persist. Current deep learning architectures for remote…

Computer Vision and Pattern Recognition · Computer Science 2025-08-04 Sijie Zhao , Feng Liu , Enzhuo Zhang , Yiqing Guo , Pengfeng Xiao , Lei Bai , Xueliang Zhang , Hao Chen

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Machine Learning · Computer Science 2024-05-15 Feifei Li , Suhan Guo , Feng Han , Jian Zhao , Furao Shen

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

This paper proposes a task-agnostic discovery layer for multivariate time series that constructs a relational hypothesis graph over entities without assuming linearity, stationarity, or a downstream objective. The method learns window-level…

Machine Learning · Computer Science 2026-01-28 Olusegun Owoeye

The problem of automatic and accurate forecasting of time-series data has always been an interesting challenge for the machine learning and forecasting community. A majority of the real-world time-series problems have non-stationary…

Neural and Evolutionary Computing · Computer Science 2021-08-18 Rohit Kaushik , Shikhar Jain , Siddhant Jain , Tirtharaj Dash

The receptive field (RF), which determines the region of time series to be ``seen'' and used, is critical to improve the performance for time series classification (TSC). However, the variation of signal scales across and within time series…

Machine Learning · Computer Science 2022-12-21 Qiao Xiao , Boqian Wu , Yu Zhang , Shiwei Liu , Mykola Pechenizkiy , Elena Mocanu , Decebal Constantin Mocanu

Time series are often complex and rich in information but sparsely labeled and therefore challenging to model. In this paper, we propose a self-supervised framework for learning generalizable representations for non-stationary time series.…

Machine Learning · Computer Science 2021-06-03 Sana Tonekaboni , Danny Eytan , Anna Goldenberg

Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…

Machine Learning · Computer Science 2020-10-13 Nuno Mota Goncalves , Ioana Giurgiu , Anika Schumann