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Time series widely exists in real-world applications and many deep learning models have performed well on it. Current research has shown the importance of learning strategy for models, suggesting that the benefit is the order and size of…

Machine Learning · Computer Science 2023-12-27 Chenxi Sun , Hongyan Li , Moxian Song , Derun Cai , Shenda Hong

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

In this paper we explore different regression models based on Clusterwise Linear Regression (CLR). CLR aims to find the partition of the data into $k$ clusters, such that linear regressions fitted to each of the clusters minimize overall…

Machine Learning · Computer Science 2018-05-01 Igor Gitman , Jieshi Chen , Eric Lei , Artur Dubrawski

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

Real-world time-series data often exhibit non-stationarity, including changing trends, irregular seasonality, and residuals. In terms of changing trends, recently proposed multi-layer perceptron (MLP)-based models have shown excellent…

Machine Learning · Computer Science 2025-09-26 Gawon Lee , Hanbyeol Park , Minseop Kim , Dohee Kim , Hyerim Bae

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Machine Learning · Computer Science 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

Large-scale self-supervised pre-training Transformer architecture have significantly boosted the performance for various tasks in natural language processing (NLP) and computer vision (CV). However, there is a lack of researches on…

Machine Learning · Computer Science 2022-10-06 Peiwang Tang , Xianchao Zhang

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…

Machine Learning · Computer Science 2025-03-18 Liran Nochumsohn , Hedi Zisling , Omri Azencot

A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…

Quantitative Methods · Quantitative Biology 2017-04-11 Myrl G. Marmarelis

Time series forecasting has traditionally focused on univariate and multivariate numerical data, often overlooking the benefits of incorporating multimodal information, particularly textual data. In this paper, we propose a novel framework…

Artificial Intelligence · Computer Science 2025-01-14 Xin Zhou , Weiqing Wang , Shilin Qu , Zhiqiang Zhang , Christoph Bergmeir

In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…

Machine Learning · Computer Science 2023-02-23 Ryohei Umatani , Takashi Imai , Kaoru Kawamoto , Shutaro Kunimasa

Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper extends forecast reconciliation to the open question of…

Methodology · Statistics 2025-10-27 Daniele Girolimetto , Anastasios Panagiotelis , Tommaso Di Fonzo , Han Li

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Artificial Intelligence · Computer Science 2022-09-28 Baoyu Jing , Si Zhang , Yada Zhu , Bin Peng , Kaiyu Guan , Andrew Margenot , Hanghang Tong

In time series forecasting, effectively disentangling intricate temporal patterns is crucial. While recent works endeavor to combine decomposition techniques with deep learning, multiple frequencies may still be mixed in the decomposed…

Artificial Intelligence · Computer Science 2024-03-27 Xiaobing Yuan , Ling Chen

We propose a novel multi-task method for quantile forecasting with shared Linear layers. Our method is based on the Implicit quantile learning approach, where samples from the Uniform distribution $\mathcal{U}(0, 1)$ are reparameterized to…

Machine Learning · Computer Science 2022-12-07 Shayan Jawed , Lars Schmidt-Thieme

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

Machine Learning · Computer Science 2026-03-17 Wentao Gao , Xiaojing Du , Wenjun Yu , Xiongren Chen , Yifan Guo , Feiyu Yang

Over the past several decades, many different types of computational imaging approaches have been proposed for improving MRI. In this paper, we provide an overview of methods that assume that MRI Fourier data is linearly predictable. Linear…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Justin P. Haldar , Kawin Setsompop