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Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Machine Learning · Computer Science 2020-09-09 Francisco J. Baldán , José M. Benítez

We introduce a generalization of temporal-difference (TD) learning to networks of interrelated predictions. Rather than relating a single prediction to itself at a later time, as in conventional TD methods, a TD network relates each…

Machine Learning · Computer Science 2015-04-22 Richard S. Sutton , Brian Tanner

In the last decade neural network have made huge impact both in industry and research due to their ability to extract meaningful features from imprecise or complex data, and by achieving super human performance in several domains. However,…

Artificial Intelligence · Computer Science 2022-02-09 Dominique Mercier , Jwalin Bhatt , Andreas Dengel , Sheraz Ahmed

In this work, a novel approach for the construction and training of time series models is presented that deals with the problem of learning on large time series with non-equispaced observations, which at the same time may possess features…

Machine Learning · Computer Science 2020-11-25 Charilaos Mylonas , Eleni Chatzi

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

Learning behavioral patterns from observational data has been a de-facto approach to motion forecasting. Yet, the current paradigm suffers from two shortcomings: brittle under distribution shifts and inefficient for knowledge transfer. In…

Machine Learning · Computer Science 2022-04-06 Yuejiang Liu , Riccardo Cadei , Jonas Schweizer , Sherwin Bahmani , Alexandre Alahi

A wide variety of model explanation approaches have been proposed in recent years, all guided by very different rationales and heuristics. In this paper, we take a new route and cast interpretability as a statistical inference problem. We…

Machine Learning · Computer Science 2024-01-01 Hugo Henri Joseph Senetaire , Damien Garreau , Jes Frellsen , Pierre-Alexandre Mattei

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time…

Machine Learning · Computer Science 2025-07-02 Sixun Dong , Wei Fan , Teresa Wu , Yanjie Fu

Neural predictive models have achieved remarkable performance improvements in various natural language processing tasks. However, most neural predictive models suffer from the lack of explainability of predictions, limiting their practical…

Computation and Language · Computer Science 2021-06-01 Dongfang Li , Jingcong Tao , Qingcai Chen , Baotian Hu

Most forecasting methods use recent past observations (lags) to model the future values of univariate time series. Selecting an adequate number of lags is important for training accurate forecasting models. Several approaches and heuristics…

Machine Learning · Statistics 2024-05-21 José Leites , Vitor Cerqueira , Carlos Soares

Explainability in time series forecasting is essential for improving model transparency and supporting informed decision-making. In this work, we present CrossScaleNet, an innovative architecture that combines a patch-based cross-attention…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Ibrahim Delibasoglu , Fredrik Heintz

Applying machine learning (ML) on multivariate time series data has growing popularity in many application domains, including in computer system management. For example, recent high performance computing (HPC) research proposes a variety of…

Machine Learning · Computer Science 2021-08-20 Emre Ates , Burak Aksar , Vitus J. Leung , Ayse K. Coskun

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

Statistic modeling and data-driven learning are the two vital fields that attract many attentions. Statistic models intend to capture and interpret the relationships among variables, while data-based learning attempt to extract information…

Machine Learning · Computer Science 2021-12-22 Jingwei Li

We focus on the robustness of neural networks for classification. To permit a fair comparison between methods to achieve robustness, we first introduce a standard based on the mensuration of a classifier's degradation. Then, we propose…

Computer Vision and Pattern Recognition · Computer Science 2021-03-23 Sadaf Gulshad , Arnold Smeulders

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Identifying temporal relations between events is an essential step towards natural language understanding. However, the temporal relation between two events in a story depends on, and is often dictated by, relations among other events.…

Computation and Language · Computer Science 2019-06-13 Qiang Ning , Zhili Feng , Dan Roth

Given key performance indicators collected with fine granularity as time series, our aim is to predict and explain failures in storage environments. Although explainable predictive modeling based on spiky telemetry data is key in many…

Machine Learning · Computer Science 2019-01-25 Ioana Giurgiu , Anika Schumann

Learning controllable and generalizable representation of multivariate data with desired structural properties remains a fundamental problem in machine learning. In this paper, we present a novel framework for learning generative models…

Machine Learning · Computer Science 2020-10-05 Ruixiang Zhang , Masanori Koyama , Katsuhiko Ishiguro