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Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

Time series classification is an important task in its own right, and it is often a precursor to further downstream analytics. To date, virtually all works in the literature have used either shape-based classification using a distance…

Machine Learning · Computer Science 2019-12-23 Sara Alaee , Alireza Abdoli , Christian Shelton , Amy C. Murillo , Alec C. Gerry , Eamonn Keogh

Time series, as one of the most fundamental representations of sequential data, has been extensively studied across diverse disciplines, including computer science, biology, geology, astronomy, and environmental sciences. The advent of…

Machine Learning · Computer Science 2024-12-31 John Paparrizos , Fan Yang , Haojun Li

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and…

Machine Learning · Computer Science 2023-10-31 Yushu Chen , Shengzhuo Liu , Jinzhe Yang , Hao Jing , Wenlai Zhao , Guangwen Yang

The complex world around us is inherently multimodal and sequential (continuous). Information is scattered across different modalities and requires multiple continuous sensors to be captured. As machine learning leaps towards better…

Machine Learning · Computer Science 2019-11-25 Amir Zadeh , Chengfeng Mao , Kelly Shi , Yiwei Zhang , Paul Pu Liang , Soujanya Poria , Louis-Philippe Morency

Periodicity is a fundamental characteristic of time series data and has long played a central role in forecasting. Recent deep learning methods strengthen the exploitation of periodicity by treating patches as basic tokens, thereby…

Machine Learning · Computer Science 2025-10-07 Yiming Niu , Jinliang Deng , Yongxin Tong

Deep learning applies multiple processing layers to learn representations of data with multiple levels of feature extraction. This emerging technique has reshaped the research landscape of face recognition (FR) since 2014, launched by the…

Computer Vision and Pattern Recognition · Computer Science 2021-04-06 Mei Wang , Weihong Deng

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…

Machine Learning · Computer Science 2023-09-26 Iñigo Martinez

This paper introduces a couple of new time-frequency transforms, designed to adapt their scale to specific features of the analyzed function. Such an adaptation is implemented via so-called focus functions, which control the window scale as…

Classical Analysis and ODEs · Mathematics 2024-06-19 Pierre Warion , Bruno Torrésani

Large Language Models (LLMs) have emerged as a promising paradigm for time series analytics, leveraging their massive parameters and the shared sequential nature of textual and time series data. However, a cross-modality gap exists between…

Machine Learning · Computer Science 2025-07-16 Chenxi Liu , Hao Miao , Cheng Long , Yan Zhao , Ziyue Li , Panos Kalnis

This study presents a novel time series prediction model, FPN-fusion, designed with linear computational complexity, demonstrating superior predictive performance compared to DLiner without increasing parameter count or computational…

Machine Learning · Computer Science 2024-06-12 Chu Li , Pingjia Xiao , Qiping Yuan

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

This article studies the financial time series data processing for machine learning. It introduces the most frequent scaling methods, then compares the resulting stationarity and preservation of useful information for trend forecasting. It…

Statistical Finance · Quantitative Finance 2019-07-09 Fabrice Daniel

Time series anomaly detection is essential for the reliable operation of complex systems, but most existing methods require extensive task-specific training. We explore whether time series foundation models (TSFMs), pretrained on large…

Machine Learning · Computer Science 2026-01-05 Miseon Park , Kijung Yoon

Deep learning algorithms have made incredible strides in the past decade, yet due to their complexity, the science of deep learning remains in its early stages. Being an experimentally driven field, it is natural to seek a theory of deep…

Machine Learning · Statistics 2025-04-18 Zohar Ringel , Noa Rubin , Edo Mor , Moritz Helias , Inbar Seroussi

Meta learning is a promising technique for solving few-shot fault prediction problems, which have attracted the attention of many researchers in recent years. Existing meta-learning methods for time series prediction, which predominantly…

Machine Learning · Computer Science 2023-11-07 Hai Su , Jiajun Hu , Songsen Yu

How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…

Machine Learning · Computer Science 2022-07-25 Li Shen , Yuning Wei , Yangzhu Wang

Given a time series vector, how can we efficiently compute a specified part of Fourier coefficients? Fast Fourier transform (FFT) is a widely used algorithm that computes the discrete Fourier transform in many machine learning applications.…

Machine Learning · Computer Science 2020-08-31 Yong-chan Park , Jun-Gi Jang , U Kang

The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects of LHF in this period and how deep learning has incorporated variants of trend, seasonality,…

Machine Learning · Computer Science 2025-06-17 Hans Krupakar , Kandappan V A