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We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…

Machine Learning · Computer Science 2014-10-08 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

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

Time series analysis plays a vital role in various applications, for instance, healthcare, weather prediction, disaster forecast, etc. However, to obtain sufficient shapelets by a feature network is still challenging. To this end, we…

Machine Learning · Computer Science 2021-01-01 Zhiwen Xiao , Xin Xu , Huanlai Xing , Juan Chen

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

Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable…

Machine Learning · Statistics 2016-11-17 Jie Ding , Mohammad Noshad , Vahid Tarokh

Time series forecasting is a subject of significant scientific and industrial importance. Despite the widespread utilization of forecasting methods, there is a dearth of research aimed at comprehending the conditions under which these…

Machine Learning · Computer Science 2024-10-23 Moisés Santos , André de Carvalho , Carlos Soares

Neural networks and tree ensembles are state-of-the-art learners, each with its unique statistical and computational advantages. We aim to combine these advantages by introducing a new layer for neural networks, composed of an ensemble of…

Machine Learning · Computer Science 2020-07-14 Hussein Hazimeh , Natalia Ponomareva , Petros Mol , Zhenyu Tan , Rahul Mazumder

Time series (TS) occur in many scientific and commercial applications, ranging from earth surveillance to industry automation to the smart grids. An important type of TS analysis is classification, which can, for instance, improve energy…

Data Structures and Algorithms · Computer Science 2017-12-19 Patrick Schäfer , Ulf Leser

Irregularly sampled multivariate event streams remain a stubbornly difficult modality for generative modeling: tokenization-based approaches break down when inter-event intervals vary by orders of magnitude, and neural temporal point…

Machine Learning · Computer Science 2026-05-15 Mohammad R. Rezaei , Tejas Balaji , Rahul G. Krishnan

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

Anomaly detection on time series data is increasingly common across various industrial domains that monitor metrics in order to prevent potential accidents and economic losses. However, a scarcity of labeled data and ambiguous definitions…

Machine Learning · Computer Science 2022-12-29 Lawrence Wong , Dongyu Liu , Laure Berti-Equille , Sarah Alnegheimish , Kalyan Veeramachaneni

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

Machine Learning · Computer Science 2025-05-13 Yuqi Xiong , Yang Wen

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Machine Learning · Computer Science 2022-06-14 Benhan Li , Shengdong Du , Tianrui Li , Jie Hu , Zhen Jia

This paper compares the performances of three supervised machine learning algorithms in terms of predictive ability and model interpretation on structured or tabular data. The algorithms considered were scikit-learn implementations of…

Machine Learning · Statistics 2022-05-06 Alice J. Liu , Arpita Mukherjee , Linwei Hu , Jie Chen , Vijayan N. Nair

We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent…

Machine Learning · Computer Science 2016-07-04 Kush Bhatia , Prateek Jain , Parameswaran Kamalaruban , Purushottam Kar

Time series motif discovery has been a fundamental task to identify meaningful repeated patterns in time series. Recently, time series chains were introduced as an expansion of time series motifs to identify the continuous evolving patterns…

Machine Learning · Computer Science 2022-11-07 Li Zhang , Yan Zhu , Yifeng Gao , Jessica Lin

Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using…

Machine Learning · Computer Science 2017-06-28 Pankaj Malhotra , Vishnu TV , Lovekesh Vig , Puneet Agarwal , Gautam Shroff

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

Machine Learning · Statistics 2023-10-06 Mingxuan Zhang , Yan Sun , Faming Liang

A critical bottleneck in robot learning is the scarcity of task-labeled, segmented training data, despite the abundance of large-scale robotic datasets recorded as long, continuous interaction logs. Existing datasets contain vast amounts of…

Robotics · Computer Science 2026-03-09 Zillur Rahman , Eddison Pham , Alejandro Daniel Noel , Cristian Meo

Tree search has recently emerged as a powerful framework for aligning generative models with task-specific rewards at test time. Applying tree search to Masked Diffusion Language Models, however, introduces two key challenges: (i) parallel…

Computation and Language · Computer Science 2025-09-30 Zichao Yu , Ming Li , Wenyi Zhang , Weiguo Gao