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Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

Machine Learning · Computer Science 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Recent research on time-series self-supervised models shows great promise in learning semantic representations. However, it has been limited to small-scale datasets, e.g., thousands of temporal sequences. In this work, we make key technical…

Machine Learning · Computer Science 2024-07-11 Chenguo Lin , Xumeng Wen , Wei Cao , Congrui Huang , Jiang Bian , Stephen Lin , Zhirong Wu

Deep state space models (SSMs) are an actively researched model class for temporal models developed in the deep learning community which have a close connection to classic SSMs. The use of deep SSMs as a black-box identification model can…

Systems and Control · Electrical Eng. & Systems 2021-06-21 Daniel Gedon , Niklas Wahlström , Thomas B. Schön , Lennart Ljung

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

State space models (SSMs) have shown impressive results on tasks that require modeling long-range dependencies and efficiently scale to long sequences owing to their subquadratic runtime complexity. Originally designed for continuous…

Computation and Language · Computer Science 2023-10-31 Mahan Fathi , Jonathan Pilault , Orhan Firat , Christopher Pal , Pierre-Luc Bacon , Ross Goroshin

Analysis of time-series data allows to identify long-term trends and make predictions that can help to improve our lives. With the rapid development of artificial neural networks, long short-term memory (LSTM) recurrent neural network (RNN)…

Emerging Technologies · Computer Science 2018-09-11 Kazybek Adam , Kamilya Smagulova , Alex Pappachen James

Latent state space systems are ubiquitous in statistical modelling, arising naturally when a time series is observed through a noisy measurement function, however training deep state space models (DSSM) at scale remains difficult. Two…

Machine Learning · Computer Science 2026-05-21 John-Joseph Brady , Nikolas Nusken , Yunpeng Li

State-space models have gained popularity in sequence modelling due to their simple and efficient network structures. However, the absence of nonlinear activation along the temporal direction limits the model's capacity. In this paper, we…

Machine Learning · Computer Science 2023-11-02 Shida Wang , Beichen Xue

Known as low energy consumption networks, spiking neural networks (SNNs) have gained a lot of attention within the past decades. While SNNs are increasing competitive with artificial neural networks (ANNs) for vision tasks, they are rarely…

Computation and Language · Computer Science 2024-12-25 Shuaijie Shen , Chao Wang , Renzhuo Huang , Yan Zhong , Qinghai Guo , Zhichao Lu , Jianguo Zhang , Luziwei Leng

Data-driven methods are emerging as efficient alternatives to traditional numerical forecasting, offering fast inference and lower computational cost. Yet, for complex systems, long-term accuracy often deteriorates due to error…

Machine Learning · Computer Science 2025-09-03 Hao Zhou , Sibo Cheng

The state-space models (SSMs) are widely utilized in the analysis of time-series data. SSMs rely on an explicit definition of the state and observation processes. Characterizing these processes is not always easy and becomes a modeling…

Machine Learning · Computer Science 2023-07-04 Mohammad R. Rezaei , Milos R. Popovic , Milad Lankarany , Ali Yousefi

We consider the problem of performing parameter and state inference in a state-space model (SSM) parametrized by a static parameter $\theta$. A popular idea to address this problem consists of incorporating $\theta$ in the state of the…

Statistics Theory · Mathematics 2025-06-10 Yuan Chen , Mathieu Gerber , Christophe Andrieu , Randal Douc

Although transformers dominate many code-specific tasks, they have significant limitations. This paper explores State Space Models (SSMs) as a promising alternative for code understanding tasks such as retrieval, classification, and clone…

Software Engineering · Computer Science 2025-09-23 Shweta Verma , Abhinav Anand , Mira Mezini

State-space models (SSM) are central to describe time-varying complex systems in countless signal processing applications such as remote sensing, networks, biomedicine, and finance to name a few. Inference and prediction in SSMs are…

Computation · Statistics 2022-10-26 Víctor Elvira , Émilie Chouzenoux

State space models (SSM) have recently been shown to be very effective as a deep learning layer as a promising alternative to sequence models such as RNNs, CNNs, or Transformers. The first version to show this potential was the S4 model,…

Machine Learning · Computer Science 2022-08-08 Albert Gu , Ankit Gupta , Karan Goel , Christopher Ré

Structured State Space Models (SSMs) have emerged as compelling alternatives to Transformer architectures, offering linear-time complexity and superior performance in various sequence modeling tasks. Despite their advantages, SSMs like the…

Computation and Language · Computer Science 2024-08-02 Tian Meng , Yang Tao , Wuliang Yin

Large Vision-Language Models (LVLMs) have demonstrated remarkable performance across a wide range of multimodal tasks. However, fine-tuning these models for domain-specific applications remains a computationally intensive challenge. This…

Computer Vision and Pattern Recognition · Computer Science 2024-12-16 Chee Ng , Yuen Fung

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

Given the remarkable achievements in image generation through diffusion models, the research community has shown increasing interest in extending these models to video generation. Recent diffusion models for video generation have…

Computer Vision and Pattern Recognition · Computer Science 2024-09-05 Yuta Oshima , Shohei Taniguchi , Masahiro Suzuki , Yutaka Matsuo

State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applications, the state-space model is specified through a…

Methodology · Statistics 2020-06-18 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet