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Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang

Time series analysis is widely used in many fields such as power energy, economics, and transportation, including different tasks such as forecasting, anomaly detection, classification, etc. Missing values are widely observed in these…

Machine Learning · Computer Science 2024-10-11 Zhixian Wang , Linxiao Yang , Liang Sun , Qingsong Wen , Yi Wang

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

Machine Learning · Computer Science 2019-03-26 Samuel Arcadinho , Paulo Mateus

Stock prediction aims to predict the future trends of a stock in order to help investors to make good investment decisions. Traditional solutions for stock prediction are based on time-series models. With the recent success of deep neural…

Computational Engineering, Finance, and Science · Computer Science 2019-12-17 Fuli Feng , Xiangnan He , Xiang Wang , Cheng Luo , Yiqun Liu , Tat-Seng Chua

The application of deep learning to time series forecasting is one of the major challenges in present machine learning. We propose a novel methodology that combines machine learning and image processing methods to define and predict market…

Computational Finance · Quantitative Finance 2020-08-19 Bairui Du , Delmiro Fernandez-Reyes , Paolo Barucca

The classification of time-series data is pivotal for streaming data and comes with many challenges. Although the amount of publicly available datasets increases rapidly, deep neural models are only exploited in a few areas. Traditional…

Machine Learning · Computer Science 2021-09-27 Dominique Mercier , Andreas Dengel , Sheraz Ahmed

Process mining gains increasing popularity in business process analysis, also in heavy industry. It requires a specific data format called an event log, with the basic structure including a case identifier (case ID), activity (event) name,…

Databases · Computer Science 2024-11-01 Edyta Brzychczy , Tomasz Pełech-Pilichowski , Ziemowit Dworakowski

This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time…

Machine Learning · Computer Science 2023-06-21 Xinli Yu , Zheng Chen , Yuan Ling , Shujing Dong , Zongyi Liu , Yanbin Lu

Despite the popularisation of machine learning models, more often than not, they still operate as black boxes with no insight into what is happening inside the model. There exist a few methods that allow to visualise and explain why a model…

Machine Learning · Computer Science 2021-06-18 Błażej Leporowski , Alexandros Iosifidis

Stock market indices serve as fundamental market measurement that quantify systematic market dynamics. However, accurate index price prediction remains challenging, primarily because existing approaches treat indices as isolated time series…

Statistical Finance · Quantitative Finance 2025-06-05 Junzhe Jiang , Chang Yang , Xinrun Wang , Bo Li

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Early classification of time series has been extensively studied for minimizing class prediction delay in time-sensitive applications such as healthcare and finance. A primary task of an early classification approach is to classify an…

Machine Learning · Computer Science 2020-10-19 Ashish Gupta , Hari Prabhat Gupta , Bhaskar Biswas , Tanima Dutta

In the era of rapid globalization and digitalization, accurate identification of similar stocks has become increasingly challenging due to the non-stationary nature of financial markets and the ambiguity in conventional regional and sector…

Computational Finance · Quantitative Finance 2024-07-19 Yoontae Hwang , Stefan Zohren , Yongjae Lee

This paper describes the development of a causal diagnosis approach for troubleshooting an industrial environment on the basis of the technical language expressed in Return on Experience records. The proposed method leverages the vectorized…

Artificial Intelligence · Computer Science 2024-07-31 Alexandre Trilla , Ossee Yiboe , Nenad Mijatovic , Jordi Vitrià

Despite the excelling performance of machine learning models, understanding their decisions remains a long-standing goal. Although commonly used attribution methods from explainable AI attempt to address this issue, they typically rely on…

Machine Learning · Computer Science 2025-11-20 Juan Miguel Lopez Alcaraz , Nils Strodthoff

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Time series classification (TSC) is the most import task in time series mining as it has several applications in medicine, meteorology, finance cyber security, and many others. With the ever increasing size of time series datasets, several…

Machine Learning · Computer Science 2023-12-12 Muhammad Marwan Muhammad Fuad

In finance, economics and many other fields, observations in a matrix form are often observed over time. For example, many economic indicators are obtained in different countries over time. Various financial characteristics of many…

Methodology · Statistics 2017-06-22 Dong Wang , Xialu Liu , Rong Chen

Micro-segmentation of customers in the finance sector is a non-trivial task and has been an atypical omission from recent scientific literature. Where traditional segmentation classifies customers based on coarse features such as…

Machine Learning · Computer Science 2021-12-13 Charl Maree , Christian W. Omlin

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