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Transformer-based models have shown strong performance in time-series forecasting by leveraging self-attention to model long-range temporal dependencies. However, their effectiveness depends critically on the quality and structure of input…

Machine Learning · Computer Science 2026-02-11 Saurish Nagrath , Saroj Kumar Panigrahy

We study time-series classification (TSC), a fundamental task of time-series data mining. Prior work has approached TSC from two major directions: (1) similarity-based methods that classify time-series based on the nearest neighbors, and…

Machine Learning · Computer Science 2022-01-07 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

Convolutional Neural Networks (CNN) has achieved a great success in image recognition task by automatically learning a hierarchical feature representation from raw data. While the majority of Time-Series Classification (TSC) literature is…

Computer Vision and Pattern Recognition · Computer Science 2017-10-10 Nima Hatami , Yann Gavet , Johan Debayle

Most current multivariate time series (MTS) classification algorithms focus on improving the predictive accuracy. However, for large-scale (either high-dimensional or long-sequential) time series (TS) datasets, there is an additional…

Machine Learning · Computer Science 2022-03-29 Yuqing Wang , Yun Zhao , Linda Petzold

In time series classification and regression, signals are typically mapped into some intermediate representation used for constructing models. Since the underlying task is often insensitive to time shifts, these representations are required…

Sound · Computer Science 2019-07-16 Joakim Andén , Vincent Lostanlen , Stéphane Mallat

Symbolic representations of time series have proven to be effective for time series classification, with many recent approaches including SAX-VSM, BOSS, WEASEL, and MrSEQL. The key idea is to transform numerical time series to symbolic…

Machine Learning · Computer Science 2022-03-16 Thach Le Nguyen , Georgiana Ifrim

Transformer architecture has widespread applications, particularly in Natural Language Processing and computer vision. Recently Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview…

Machine Learning · Computer Science 2023-07-27 Sabeen Ahmed , Ian E. Nielsen , Aakash Tripathi , Shamoon Siddiqui , Ghulam Rasool , Ravi P. Ramachandran

Efficient representations of multivariate functions are critical for the design of state-of-the-art methods of data restoration and image reconstruction. In this work, we consider the representation of spatio-temporal data such as temporal…

Functional Analysis · Mathematics 2023-09-20 Tatiana A. Bubba , Glenn Easley , Tommi Heikkilä , Demetrio Labate , Jose P. Rodriguez Ayllon

Long-term weather forecasting is critical for socioeconomic planning and disaster preparedness. While recent approaches employ finetuning to extend prediction horizons, they remain constrained by the issues of catastrophic forgetting, error…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Hao Chen , Tao Han , Jie Zhang , Song Guo , Fenghua Ling , Lei Bai

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Machine Learning · Computer Science 2024-11-06 Kun Yi , Jingru Fei , Qi Zhang , Hui He , Shufeng Hao , Defu Lian , Wei Fan

Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

Recent innovations in transformers have shown their superior performance in natural language processing (NLP) and computer vision (CV). The ability to capture long-range dependencies and interactions in sequential data has also triggered a…

Statistical Finance · Quantitative Finance 2025-03-24 Chu Myaet Thwal , Ye Lin Tun , Kitae Kim , Seong-Bae Park , Choong Seon Hong

Multiscale feature hierarchies have been witnessed the success in the computer vision area. This further motivates researchers to design multiscale Transformer for natural language processing, mostly based on the self-attention mechanism.…

Computation and Language · Computer Science 2022-06-22 Bei Li , Tong Zheng , Yi Jing , Chengbo Jiao , Tong Xiao , Jingbo Zhu

Multivariate Time-Series (MTS) clustering is crucial for signal processing and data analysis. Although deep learning approaches, particularly those leveraging Contrastive Learning (CL), are prominent for MTS representation, existing…

Machine Learning · Computer Science 2026-01-13 Zexi Tan , Tao Xie , Haoyi Xiao , Baoyao Yang , Yuzhu Ji , An Zeng , Xiang Zhang , Yiqun Zhang

Temporal modeling in complex systems requires capturing dependencies across multiple time scales while managing inherent uncertainties. We propose HierCVAE, a novel architecture that integrates hierarchical attention mechanisms with…

Machine Learning · Computer Science 2025-08-27 Yao Wu

Clustering temporal and dynamically changing multivariate time series from real-world fields, called temporal clustering for short, has been a major challenge due to inherent complexities. Although several deep temporal clustering…

Machine Learning · Computer Science 2026-01-13 Zhi Wang , Yanni Li , Pingping Zheng , Yiyuan Jiao

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Multivariate time-series analysis involves extracting informative representations from sequences of multiple interdependent variables, supporting tasks such as forecasting, imputation, and anomaly detection. In real-world scenarios, these…

Machine Learning · Computer Science 2026-05-19 Israel Zexer , Omri Azencot

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen
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