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We introduce a self-consistent deep-learning framework which, for a noisy deterministic time series, provides unsupervised filtering, state-space reconstruction, identification of the underlying differential equations and forecasting.…

Machine Learning · Computer Science 2021-08-05 Zhe Wang , Claude Guet

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

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Machine Learning · Computer Science 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time…

Machine Learning · Computer Science 2025-07-02 Sixun Dong , Wei Fan , Teresa Wu , Yanjie Fu

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

Time series forecasting is a significant problem in many applications, e.g., financial predictions and business optimization. Modern datasets can have multiple correlated time series, which are often generated with global (shared)…

Machine Learning · Computer Science 2021-11-10 Ling Chen , Weiqi Chen , Binqing Wu , Youdong Zhang , Bo Wen , Chenghu Yang

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

Time series data, defined by equally spaced points over time, is essential in fields like medicine, telecommunications, and energy. Analyzing it involves tasks such as classification, clustering, prototyping, and regression. Classification…

Machine Learning · Computer Science 2025-02-27 Ali Ismail-Fawaz

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

Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

Time-series forecasting aims to predict future values by modeling temporal dependencies in historical observations. It is a critical component of many real-world systems, where accurate forecasts improve operational efficiency and help…

Machine Learning · Computer Science 2026-04-15 Gamze Kirman Tokgoz , Onat Gungor , Tajana Rosing , Baris Aksanli

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

Machine Learning · Computer Science 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates

The ability to detect anomalies in time series is considered highly valuable in numerous application domains. The sequential nature of time series objects is responsible for an additional feature complexity, ultimately requiring specialized…

Machine Learning · Computer Science 2021-03-01 Gabriel Rodriguez Garcia , Gabriel Michau , Mélanie Ducoffe , Jayant Sen Gupta , Olga Fink

The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full…

Machine Learning · Computer Science 2025-10-24 Difan Deng , Marius Lindauer

Time-series foundation models (TSFMs) have achieved strong univariate forecasting through large-scale pre-training, yet effectively extending this success to multivariate forecasting remains challenging. To address this, we propose…

Machine Learning · Computer Science 2026-02-26 Jinpeng Li , Zhongyi Pei , Huaze Xue , Bojian Zheng , Chen Wang , Jianmin Wang

Video Shadow Detection (VSD) aims to detect the shadow masks with frame sequence. Existing works suffer from inefficient temporal learning. Moreover, few works address the VSD problem by considering the characteristic (i.e., boundary) of…

Computer Vision and Pattern Recognition · Computer Science 2024-08-22 Haipeng Zhou , Honqiu Wang , Tian Ye , Zhaohu Xing , Jun Ma , Ping Li , Qiong Wang , Lei Zhu

We propose a model-agnostic framework for short-term occupational accident forecasting that leverages safety inspections and models accident occurrences as binary time series. The approach generates daily predictions, which are then…

Machine Learning · Computer Science 2025-12-30 Aho Yapi , Pierre Latouche , Arnaud Guillin , Yan Bailly

Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…

Machine Learning · Computer Science 2025-11-19 Victoria Hankemeier , Malte Schilling

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

Quantum Physics · Physics 2025-03-19 Hari Hara Suthan Chittoor , Paul Robert Griffin , Ariel Neufeld , Jayne Thompson , Mile Gu

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin