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Time series forecasting is crucial for applications in various domains. Conventional methods often rely on global decomposition into trend, seasonal, and residual components, which become ineffective for real-world series dominated by…

Machine Learning · Computer Science 2026-03-06 Xiang Ma , Taihua Chen , Pengcheng Wang , Xuemei Li , Caiming Zhang

Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of…

Machine Learning · Computer Science 2024-03-22 Hajar Emami , Xuan-Hong Dang , Yousaf Shah , Petros Zerfos

In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

Training deep neural network classifiers that are certifiably robust against adversarial attacks is critical to ensuring the security and reliability of AI-controlled systems. Although numerous state-of-the-art certified training methods…

Machine Learning · Computer Science 2022-10-27 Pratik Vaishnavi , Kevin Eykholt , Amir Rahmati

Estimating instruction-level throughput is critical for many applications: multimedia, low-latency networking, medical, automotive, avionic, and industrial control systems all rely on tightly calculable and accurate timing bounds of their…

Programming Languages · Computer Science 2023-05-18 Min-Yih Hsu , Felicitas Hetzelt , David Gens , Michael Maitland , Michael Franz

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…

Machine Learning · Computer Science 2020-01-24 Neo Wu , Bradley Green , Xue Ben , Shawn O'Banion

Labeling LiDAR point clouds is notoriously time-and-energy-consuming, which spurs recent unsupervised 3D representation learning methods to alleviate the labeling burden in LiDAR perception via pretrained weights. Almost all existing work…

Computer Vision and Pattern Recognition · Computer Science 2026-03-02 Runjian Chen , Hyoungseob Park , Bo Zhang , Wenqi Shao , Ping Luo , Alex Wong

Training time-series forecast models presents unique challenges in designing effective learning objectives. Existing methods predominantly utilize the temporal mean squared error, which faces two critical challenges: (1) label…

Machine Learning · Computer Science 2026-03-20 Hao Wang , Licheng Pan , Zhichao Chen , Xu Chen , Qingyang Dai , Lei Wang , Haoxuan Li , Zhouchen Lin

This paper presents the framework \textbf{GUARD} (\textbf{G}uided robot control via \textbf{U}ncertainty attribution and prob\textbf{A}bilistic kernel optimization for \textbf{R}isk-aware \textbf{D}ecision making) that combines traditional…

Robotics · Computer Science 2025-09-30 Johannes A. Gaus , Junheon Yoon , Woo-Jeong Baek , Seungwon Choi , Suhan Park , Jaeheung Park

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…

Machine Learning · Computer Science 2024-08-14 Lifan Zhao , Yanyan Shen

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

Multivariate time series forecasting has drawn increasing attention due to its practical importance. Existing approaches typically adopt either channel-mixing (CM) or channel-independence (CI) strategies. CM strategy can capture…

Machine Learning · Computer Science 2025-12-24 Shusen Ma , Yun-Bo Zhao , Yu Kang

Recent years have witnessed the success of introducing deep learning models to time series forecasting. From a data generation perspective, we illustrate that existing models are susceptible to distribution shifts driven by temporal…

Machine Learning · Computer Science 2024-06-12 Mouxiang Chen , Lefei Shen , Han Fu , Zhuo Li , Jianling Sun , Chenghao Liu

Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…

Machine Learning · Computer Science 2026-02-16 Xingyu Zhang , Hanyun Du , Zeen Song , Siyu Zhao , Changwen Zheng , Wenwen Qiang

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos

Inflation is a major determinant for allocation decisions and its forecast is a fundamental aim of governments and central banks. However, forecasting inflation is not a trivial task, as its prediction relies on low frequency, highly…

Econometrics · Economics 2023-03-30 Maximilian Tschuchnig , Petra Tschuchnig , Cornelia Ferner , Michael Gadermayr

We introduce a novel framework for temporal causal discovery and inference that addresses two key challenges: complex nonlinear dependencies and spurious correlations. Our approach employs a multi-layer Transformer-based time-series…

Machine Learning · Computer Science 2025-08-25 Jihua Huang , Yi Yao , Ajay Divakaran

Finding effective representations for time series data is a useful but challenging task. Several works utilize self-supervised or unsupervised learning methods to address this. However, there still remains the open question of how to…

Machine Learning · Computer Science 2024-03-19 Yuansan Liu , Sudanthi Wijewickrema , Christofer Bester , Stephen O'Leary , James Bailey