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Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Machine Learning · Computer Science 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

Artificial intelligence is creating one of the biggest revolution across technology driven application fields. For the finance sector, it offers many opportunities for significant market innovation and yet broad adoption of AI systems…

Risk Management · Quantitative Finance 2022-12-07 Marc Wildi , Branka Hadji Misheva

The analysis of multivariate time series data is challenging due to the various frequencies of signal changes that can occur over both short and long terms. Furthermore, standard deep learning models are often unsuitable for such datasets,…

Machine Learning · Computer Science 2023-06-21 Iman Deznabi , Madalina Fiterau

Recently deep neural networks demonstrate competitive performances in classification and regression tasks for many temporal or sequential data. However, it is still hard to understand the classification mechanisms of temporal deep neural…

Machine Learning · Computer Science 2020-07-13 Sohee Cho , Ginkyeng Lee , Wonjoon Chang , Jaesik Choi

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

This work studies the problem of modeling visual processes by leveraging deep generative architectures for learning linear, Gaussian representations from observed sequences. We propose a joint learning framework, combining a vector…

Neural and Evolutionary Computing · Computer Science 2020-04-13 Alexander Sagel , Hao Shen

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing…

Machine Learning · Computer Science 2022-01-31 Kyeong-Joong Jeong , Yong-Min Shin

Time series models aim for accurate predictions of the future given the past, where the forecasts are used for important downstream tasks like business decision making. In practice, deep learning based time series models come in many forms,…

Machine Learning · Computer Science 2022-06-01 Kashif Rasul , Young-Jin Park , Max Nihlén Ramström , Kyung-Min Kim

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

High-dimensional time series are common in many domains. Since human cognition is not optimized to work well in high-dimensional spaces, these areas could benefit from interpretable low-dimensional representations. However, most…

Machine Learning · Computer Science 2019-01-07 Vincent Fortuin , Matthias Hüser , Francesco Locatello , Heiko Strathmann , Gunnar Rätsch

Real-world time-series datasets often violate the assumptions of standard supervised learning for forecasting -- their distributions evolve over time, rendering the conventional training and model selection procedures suboptimal. In this…

Machine Learning · Computer Science 2022-09-27 Sercan O. Arik , Nathanael C. Yoder , Tomas Pfister

Click-through rate (CTR) prediction is an essential task in industrial applications such as video recommendation. Recently, deep learning models have been proposed to learn the representation of users' overall interests, while ignoring the…

Machine Learning · Computer Science 2020-01-10 Shu-Ting Shi , Wenhao Zheng , Jun Tang , Qing-Guo Chen , Yao Hu , Jianke Zhu , Ming Li

To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

Variational Data Assimilation (DA) has been broadly used in engineering problems for field reconstruction and prediction by performing a weighted combination of multiple sources of noisy data. In recent years, the integration of deep…

Machine Learning · Computer Science 2023-10-26 Sibo Cheng , Che Liu , Yike Guo , Rossella Arcucci

Time series shapelets are discriminative sub-sequences and their similarity to time series can be used for time series classification. Initial shapelet extraction algorithms searched shapelets by complete enumeration of all possible data…

Machine Learning · Computer Science 2017-11-03 Dripta S. Raychaudhuri , Josif Grabocka , Lars Schmidt-Thieme

In the evolving landscape of deep learning, there is a pressing need for more comprehensive datasets capable of training models across multiple modalities. Concurrently, in digital humanities, there is a growing demand to leverage…

Computer Vision and Pattern Recognition · Computer Science 2024-10-29 Peter Grönquist , Deblina Bhattacharjee , Bahar Aydemir , Baran Ozaydin , Tong Zhang , Mathieu Salzmann , Sabine Süsstrunk

Unsupervised representation learning approaches aim to learn discriminative feature representations from unlabeled data, without the requirement of annotating every sample. Enabling unsupervised representation learning is extremely crucial…

Machine Learning · Computer Science 2023-08-04 Qianwen Meng , Hangwei Qian , Yong Liu , Yonghui Xu , Zhiqi Shen , Lizhen Cui

Accurate time-series forecasting is vital for numerous areas of application such as transportation, energy, finance, economics, etc. However, while modern techniques are able to explore large sets of temporal data to build forecasting…

Machine Learning · Statistics 2018-08-17 Filipe Rodrigues , Ioulia Markou , Francisco Pereira

Temporal graph neural networks have shown promising results in learning inductive representations by automatically extracting temporal patterns. However, previous works often rely on complex memory modules or inefficient random walk methods…

Machine Learning · Computer Science 2024-01-10 Mohammad Ali Alomrani , Mahdi Biparva , Yingxue Zhang , Mark Coates
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