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In recent years, there has been increasing interest in developing foundation models for time series data that can generalize across diverse downstream tasks. While numerous forecasting-oriented foundation models have been introduced, there…

Data augmentation is gaining importance across various aspects of time series analysis, from forecasting to classification and anomaly detection tasks. We introduce the Latent Generative Transformer Augmentation (L-GTA) model, a generative…

Machine Learning · Computer Science 2025-08-01 Luis Roque , Carlos Soares , Vitor Cerqueira , Luis Torgo

Deep learning methods are powerful tools in classifying multivariate time series data. Despite their high performance, these methods are hard to interpret, which diminishes their applications in high-risk domains such as healthcare. In this…

Machine Learning · Computer Science 2026-05-11 Bhavesh Kalisetti , Vincent Wang , Gaurav R. Ghosal , Maryam Bijanzadeh , Reza Abbasi-Asl

In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series shifted in time relative to one another, and which can be…

Machine Learning · Statistics 2023-09-20 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

We present a representation learning framework for financial time series forecasting. One challenge of using deep learning models for finance forecasting is the shortage of available training data when using small datasets. Direct trend…

Machine Learning · Computer Science 2021-05-10 Hanwei Wu , Ather Gattami , Markus Flierl

Multi-contrast magnetic resonance imaging (MRI) is widely used in clinical practice as each contrast provides complementary information. However, the availability of each imaging contrast may vary amongst patients, which poses challenges to…

Image and Video Processing · Electrical Eng. & Systems 2023-03-31 Jiang Liu , Srivathsa Pasumarthi , Ben Duffy , Enhao Gong , Keshav Datta , Greg Zaharchuk

Discovering causal relationships in complex multivariate time series is a fundamental scientific challenge. Traditional methods often falter, either by relying on restrictive linear assumptions or on conditional independence tests that…

Machine Learning · Computer Science 2025-08-05 Gian Marco Paldino , Gianluca Bontempi

Diffusion models have recently emerged as powerful frameworks for generating high-quality images. While recent studies have explored their application to time series forecasting, these approaches face significant challenges in cross-modal…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Weilin Ruan , Siru Zhong , Haomin Wen , Yuxuan Liang

Dynamic systems in AI are often complex and heterogeneous, so that an internal specification is not accessible and verification techniques such as model checking are not applicable. Monitoring is in such cases an attractive alternative, as…

Artificial Intelligence · Computer Science 2026-05-15 Alessandro Gianola , Marco Montali , Sarah Winkler

We present a unified framework for studying the identifiability of representations learned from simultaneously observed views, such as different data modalities. We allow a partially observed setting in which each view constitutes a…

In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…

Machine Learning · Computer Science 2021-12-16 Himanshi Charotia , Abhishek Garg , Gaurav Dhama , Naman Maheshwari

We present a model that can automatically learn alignments between high-dimensional data in an unsupervised manner. Our proposed method casts alignment learning in a framework where both alignment and data are modelled simultaneously.…

Machine Learning · Statistics 2019-03-04 Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

We consider the setting where a collection of time series, modeled as random processes, evolve in a causal manner, and one is interested in learning the graph governing the relationships of these processes. A special case of wide interest…

Machine Learning · Computer Science 2016-08-30 Hossein Hosseini , Sreeram Kannan , Baosen Zhang , Radha Poovendran

In this paper, we aim at developing new methods to join machine learning techniques and macroscopic differential models for vehicular traffic estimation and forecast. It is well known that data-driven and model-driven approaches have…

Machine Learning · Computer Science 2024-12-06 Maya Briani , Emiliano Cristiani , Elia Onofri

Causal discovery from time series data is a typical problem setting across the sciences. Often, multiple datasets of the same system variables are available, for instance, time series of river runoff from different catchments. The local…

Methodology · Statistics 2023-06-23 Wiebke Günther , Urmi Ninad , Jakob Runge

Contrastive learning, as a self-supervised learning paradigm, becomes popular for Multivariate Time-Series (MTS) classification. It ensures the consistency across different views of unlabeled samples and then learns effective…

Machine Learning · Computer Science 2024-01-11 Yucheng Wang , Yuecong Xu , Jianfei Yang , Min Wu , Xiaoli Li , Lihua Xie , Zhenghua Chen

Human language is often multimodal, which comprehends a mixture of natural language, facial gestures, and acoustic behaviors. However, two major challenges in modeling such multimodal human language time-series data exist: 1) inherent data…

Computation and Language · Computer Science 2019-06-04 Yao-Hung Hubert Tsai , Shaojie Bai , Paul Pu Liang , J. Zico Kolter , Louis-Philippe Morency , Ruslan Salakhutdinov

Time series domain adaptation aims to transfer the complex temporal dependence from the labeled source domain to the unlabeled target domain. Recent advances leverage the stable causal mechanism over observed variables to model the…

Machine Learning · Computer Science 2025-02-25 Ruichu Cai , Junxian Huang , Zhenhui Yang , Zijian Li , Emadeldeen Eldele , Min Wu , Fuchun Sun

Existing methods for multi-modal time series representation learning aim to disentangle the modality-shared and modality-specific latent variables. Although achieving notable performances on downstream tasks, they usually assume an…

Machine Learning · Computer Science 2024-05-28 Ruichu Cai , Zhifang Jiang , Zijian Li , Weilin Chen , Xuexin Chen , Zhifeng Hao , Yifan Shen , Guangyi Chen , Kun Zhang

In this paper, we propose a deep generative time series approach using latent temporal processes for modeling and holistically analyzing complex disease trajectories. We aim to find meaningful temporal latent representations of an…