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Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Transformers are the de-facto choice for sequence modelling, yet their quadratic self-attention and weak temporal bias can make long-range forecasting both expensive and brittle. We introduce FreezeTST, a lightweight hybrid that interleaves…

Machine Learning · Computer Science 2025-10-21 Pradeep Singh , Mehak Sharma , Anupriya Dey , Balasubramanian Raman

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

With the advancement of sensing technology, multivariate time series classification (MTSC) has recently received considerable attention. Existing deep learning-based MTSC techniques, which mostly rely on convolutional or recurrent neural…

Machine Learning · Computer Science 2021-11-09 Ziheng Duan , Haoyan Xu , Yueyang Wang , Yida Huang , Anni Ren , Zhongbin Xu , Yizhou Sun , Wei Wang

In Automatic Speech Recognition it is still challenging to learn useful intermediate representations when using high-level (or abstract) target units such as words. For that reason, character or phoneme based systems tend to outperform…

Computation and Language · Computer Science 2019-01-15 Ramon Sanabria , Florian Metze

Time series forecasts are widely used to inform decisions. Human decision-makers interpret these forecasts, incorporate prior experience and uncertainty about future outcomes, and then make a decision. In this paper, we propose a new…

Machine Learning · Statistics 2026-05-01 Daniel Andrew Coulson , Martin T. Wells

In the real world, long sequence time-series forecasting (LSTF) is needed in many cases, such as power consumption prediction and air quality prediction.Multi-dimensional long time series model has more strict requirements on the model,…

Machine Learning · Computer Science 2022-05-11 Ning Wang

In this work we propose a novel approach to utilize convolutional neural networks for time series forecasting. The time direction of the sequential data with spatial dimensions $D=1,2$ is considered democratically as the input of a…

Machine Learning · Computer Science 2020-01-13 Matthias Weissenbacher

There are many time series in the literature with high dimension yet limited sample sizes, such as macroeconomic variables, and it is almost impossible to obtain efficient estimation and accurate prediction by using the corresponding…

Methodology · Statistics 2025-10-30 Yuchang Lin , Qianqian Zhu , Guodong Li

Early Time-Series Classification (ETSC) is the task of predicting the class of incoming time-series by observing as few measurements as possible. Such methods can be employed to obtain classification forecasts in many time-critical…

Machine Learning · Computer Science 2022-03-04 Charilaos Akasiadis , Evgenios Kladis , Evangelos Michelioudakis , Elias Alevizos , Alexander Artikis

Recently, studies on deep Reservoir Computing (RC) highlighted the role of layering in deep recurrent neural networks (RNNs). In this paper, the use of linear recurrent units allows us to bring more evidence on the intrinsic hierarchical…

Machine Learning · Computer Science 2017-07-11 Claudio Gallicchio , Alessio Micheli , Luca Pedrelli

We reformulate the problem of encoding a multi-scale representation of a sequence in a language model by casting it in a continuous learning framework. We propose a hierarchical multi-scale language model in which short time-scale…

Computation and Language · Computer Science 2018-05-16 Thomas Wolf , Julien Chaumond , Clement Delangue

In many real-world applications, modeling both the internal structure of sets and their temporal relationships is essential for capturing complex underlying patterns. Sequential multiple-instance learning aims to address this challenge by…

Computer Vision and Pattern Recognition · Computer Science 2026-03-26 Athanasios Efthymiou , Stevan Rudinac , Monika Kackovic , Nachoem Wijnberg , Marcel Worring

We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each…

Machine Learning · Computer Science 2025-04-29 Robert Leppich , Michael Stenger , Daniel Grillmeyer , Vanessa Borst , Samuel Kounev

Time series data are valuable but are often inscrutable. Gaining trust in time series classifiers for finance, healthcare, and other critical applications may rely on creating interpretable models. Researchers have previously been forced to…

Machine Learning · Computer Science 2021-11-09 Yuhui Wang , Diane J. Cook

Temporal networks are ubiquitous and evolve over time by the addition, deletion, and changing of links, nodes, and attributes. Although many relational datasets contain temporal information, the majority of existing techniques in relational…

Artificial Intelligence · Computer Science 2011-11-23 Ryan A. Rossi , Jennifer Neville

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

Traffic forecasting, which aims to predict traffic conditions based on historical observations, has been an enduring research topic and is widely recognized as an essential component of intelligent transportation. Recent proposals on…

Machine Learning · Computer Science 2025-12-23 Zezhi Shao , Fei Wang , Tao Sun , Chengqing Yu , Yuchen Fang , Guangyin Jin , Zhulin An , Yang Liu , Xiaobo Qu , Yongjun Xu

In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in…

Machine Learning · Computer Science 2024-08-13 Musleh Alharthi , Ausif Mahmood