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Local temporal patterns in real-world time series continuously shift, rendering globally shared transformations suboptimal. Current deep forecasting models, despite their scale and complexity, rely on fixed weight matrices applied uniformly…

Machine Learning · Computer Science 2026-05-08 Siru Zhong , Zhao Meng , Haohuan Fu , Haoyang Li , Qingsong Wen , Yuxuan Liang

Many scientific and engineering problems require accurate models of dynamical systems with rare and extreme events. Such problems present a challenging task for data-driven modelling, with many naive machine learning methods failing to…

Machine Learning · Computer Science 2021-12-03 Samuel Rudy , Themistoklis Sapsis

Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…

Machine Learning · Computer Science 2021-02-23 David W. Zhang , Gertjan J. Burghouts , Cees G. M. Snoek

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

Irregularly sampled time series with missing values are often observed in multiple real-world applications such as healthcare, climate and astronomy. They pose a significant challenge to standard deep learning models that operate only on…

Machine Learning · Computer Science 2024-10-04 Christian Klötergens , Vijaya Krishna Yalavarthi , Maximilian Stubbemann , Lars Schmidt-Thieme

Over-parameterized models like deep nets and random forests have become very popular in machine learning. However, the natural goals of continuity and differentiability, common in regression models, are now often ignored in modern…

Machine Learning · Computer Science 2023-10-16 Mingxuan Han , Varun Shankar , Jeff M Phillips , Chenglong Ye

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…

Machine Learning · Computer Science 2022-05-04 Vincent Mai , Kaustubh Mani , Liam Paull

Poor air quality can have a significant impact on human health. The National Oceanic and Atmospheric Administration (NOAA) air quality forecasting guidance is challenged by the increasing presence of extreme air quality events due to…

Machine Learning · Computer Science 2023-03-24 Sophia Hamer , Jennifer Sleeman , Ivanka Stajner

Medical events of interest, such as mortality, often happen at a low rate in electronic medical records, as most admitted patients survive. Training models with this imbalance rate (class density discrepancy) may lead to suboptimal…

Machine Learning · Computer Science 2022-08-02 Zepeng Huo , Xiaoning Qian , Shuai Huang , Zhangyang Wang , Bobak J. Mortazavi

Plasticity, the ability of a neural network to quickly change its predictions in response to new information, is essential for the adaptability and robustness of deep reinforcement learning systems. Deep neural networks are known to lose…

Machine Learning · Computer Science 2023-11-28 Clare Lyle , Zeyu Zheng , Evgenii Nikishin , Bernardo Avila Pires , Razvan Pascanu , Will Dabney

Real-time lightweight time series anomaly detection has become increasingly crucial in cybersecurity and many other domains. Its ability to adapt to unforeseen pattern changes and swiftly identify anomalies enables prompt responses and…

Machine Learning · Computer Science 2024-07-29 Ming-Chang Lee , Jia-Chun Lin , Sokratis Katsikas

Efficient time series forecasting has become critical for real-world applications, particularly with deep neural networks (DNNs). Efficiency in DNNs can be achieved through sparse connectivity and reducing the model size. However, finding…

Machine Learning · Computer Science 2024-06-13 Zahra Atashgahi , Mykola Pechenizkiy , Raymond Veldhuis , Decebal Constantin Mocanu

Deep learning models, particularly Transformers, have achieved impressive results in various domains, including time series forecasting. While existing time series literature primarily focuses on model architecture modifications and data…

Machine Learning · Computer Science 2023-12-01 Valentino Assandri , Sam Heshmati , Burhaneddin Yaman , Anton Iakovlev , Ariel Emiliano Repetur

Accurate prediction of atmospheric optical turbulence in localized environments is essential for estimating the performance of free-space optical systems. Macro-meteorological models developed to predict turbulent effects in one environment…

Atmospheric and Oceanic Physics · Physics 2023-10-30 Christopher Jellen , Charles Nelson , John Burkhardt , Cody Brownell

The adoption of deep learning across various fields has been extensive, yet there is a lack of focus on evaluating the performance of deep learning pipelines. Typically, with the increased use of large datasets and complex models, the…

Machine Learning · Computer Science 2024-05-21 Yewen Fan , Nian Si , Xiangchen Song , Kun Zhang

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on…

Machine Learning · Computer Science 2025-10-24 Qitai Tan , Yiyun Chen , Mo Li , Ruiwen Gu , Yilin Su , Xiao-Ping Zhang

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

Artificial Intelligence · Computer Science 2026-03-13 David Baumgartner , Eliezer de Souza da Silva , Iñigo Urteaga

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

Machine Learning · Computer Science 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun
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