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Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim

Effectively modeling time information and incorporating it into applications or models involving chronologically occurring events is crucial. Real-world scenarios often involve diverse and complex time patterns, which pose significant…

Machine Learning · Computer Science 2025-05-15 Xi Chen , Yateng Tang , Jiarong Xu , Jiawei Zhang , Siwei Zhang , Sijia Peng , Xuehao Zheng , Yun Xiong

Multivariate Long Sequence Time-series Forecasting (LSTF) has been a critical task across various real-world applications. Recent advancements focus on the application of transformer architectures attributable to their ability to capture…

Machine Learning · Computer Science 2024-11-19 Shubham Tanaji Kakde , Rony Mitra , Jasashwi Mandal , Manoj Kumar Tiwari

This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…

Machine Learning · Computer Science 2024-10-10 Xu Yan , Yaoting Jiang , Wenyi Liu , Didi Yi , Jianjun Wei

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Machine Learning · Computer Science 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

Spatio-temporal time series are widely used in real-world applications, including traffic prediction and weather forecasting. They are sequences of observations over extensive periods and multiple locations, naturally represented as…

Machine Learning · Computer Science 2026-03-12 Taehyung Kwon , Yeonje Choi , Yeongho Kim , Kijung Shin

We have introduce a new vision of stochastic processes through the geometry induced by the dilation. The dilation matrices of a given processes are obtained by a composition of rotations matrices, contain the measure information in a…

Metric Geometry · Mathematics 2018-10-17 Maël Dugast , Guillaume Bouleux , Eric Marcon

Time series forecasting often demands a trade-off between accuracy and efficiency. While recent Transformer models have improved forecasting capabilities, they come with high computational costs. Linear-based models have shown better…

Machine Learning · Computer Science 2025-07-14 Ahmad Mohammadshirazi , Pinaki Prasad Guha Neogi , Rajiv Ramnath

An effective way to model the complex real world is to view the world as a composition of basic components of objects and transformations. Although humans through development understand the compositionality of the real world, it is…

Computer Vision and Pattern Recognition · Computer Science 2022-03-23 T. Takada , W. Shimaya , Y. Ohmura , Y. Kuniyoshi

Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…

Machine Learning · Computer Science 2026-05-20 Zinuo You , Jin Zheng , John Cartlidge

Wind power prediction is of vital importance in wind power utilization. There have been a lot of researches based on the time series of the wind power or speed, but In fact, these time series cannot express the temporal and spatial changes…

Machine Learning · Computer Science 2018-07-19 Ruiguo Yu , Zhiqiang Liu , Xuewei Li , Wenhuan Lu , Mei Yu , Jianrong Wang , Bin Li

This study introduces Universal Delay Embedding (UDE), a pretrained foundation model designed to revolutionize time-series forecasting through principled integration of delay embedding representation and Koopman operator prediction.…

Machine Learning · Computer Science 2025-09-16 Zijian Wang , Peng Tao , Jifan Shi , Rui Bao , Rui Liu , Luonan Chen

Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…

Machine Learning · Computer Science 2025-10-22 Patrick Seifner , Kostadin Cvejoski , David Berghaus , Cesar Ojeda , Ramses J. Sanchez

Making accurate forecasts for a complex system is a challenge in various practical applications. The major difficulty in solving such a problem concerns nonlinear spatiotemporal dynamics with time-varying characteristics. Takens' delay…

Signal Processing · Electrical Eng. & Systems 2024-04-09 Hao Peng , Wei Wang , Pei Chen , Rui Liu

Deep learning models lack shift invariance, making them sensitive to input shifts that cause changes in output. While recent techniques seek to address this for images, our findings show that these approaches fail to provide…

Machine Learning · Computer Science 2025-02-28 Berken Utku Demirel , Christian Holz

Predicting high-dimensional dynamical systems with irregular time steps presents significant challenges for current data-driven algorithms. These irregularities arise from missing data, sparse observations, or adaptive computational…

Machine Learning · Computer Science 2026-03-27 Kewei Zhu , Yanze Xin , Jinwei Hu , Xiaoyuan Cheng , Yiming Yang , Sibo Cheng

Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…

Machine Learning · Computer Science 2024-09-05 Hafizh Raihan Kurnia Putra , Novanto Yudistira , Tirana Noor Fatyanosa

In recent years, advancements in deep learning have spurred the development of numerous models for Long-term Time Series Forecasting (LTSF). However, most existing approaches struggle to fully capture the complex and structured dependencies…

Machine Learning · Computer Science 2025-06-04 Zixuan Weng , Jindong Han , Wenzhao Jiang , Hao Liu

Spatio-temporal sequence forecasting is one of the fundamental tasks in spatio-temporal data mining. It facilitates many real world applications such as precipitation nowcasting, citywide crowd flow prediction and air pollution forecasting.…

Machine Learning · Computer Science 2020-05-20 Hong-Bin Liu , Ickjai Lee

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz