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Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Time series imputation remains a significant challenge across many fields due to the potentially significant variability in the type of data being modelled. Whilst traditional imputation methods often impose strong assumptions on the…

Machine Learning · Statistics 2023-07-04 Tom Bamford , Elizabeth Fons , Yousef El-Laham , Svitlana Vyetrenko

Cultivation experiments often produce sparse and irregular time series. Classical approaches based on mechanistic models, like Maximum Likelihood fitting or Monte-Carlo Markov chain sampling, can easily account for sparsity and time-grid…

Machine Learning · Computer Science 2023-12-07 Maxim Borisyak , Stefan Born , Peter Neubauer , Mariano Nicolas Cruz-Bournazou

Time series imputation is one of the most fundamental tasks for time series. Real-world time series datasets are frequently incomplete (or irregular with missing observations), in which case imputation is strongly required. Many different…

Machine Learning · Computer Science 2024-06-25 Hyowon Wi , Yehjin Shin , Noseong Park

Real-world clinical time series data sets exhibit a high prevalence of missing values. Hence, there is an increasing interest in missing data imputation. Traditional statistical approaches impose constraints on the data-generating process…

Machine Learning · Computer Science 2020-01-13 Yang Guo , Zhengyuan Liu , Pavitra Krishnswamy , Savitha Ramasamy

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

Machine Learning · Computer Science 2026-05-21 Zesen Wang , Lijuan Lan , Yonggang Li

Current time-series forecasting problems use short-term weather attributes as exogenous inputs. However, in specific time-series forecasting solutions (e.g., demand prediction in the supply chain), seasonal climate predictions are crucial…

Machine Learning · Computer Science 2023-09-06 Smit Marvaniya , Jitendra Singh , Nicolas Galichet , Fred Ochieng Otieno , Geeth De Mel , Kommy Weldemariam

Implicit neural representations (INRs) have recently emerged as a powerful tool that provides an accurate and resolution-independent encoding of data. Their robustness as general approximators has been shown in a wide variety of data…

Machine Learning · Computer Science 2022-08-12 Elizabeth Fons , Alejandro Sztrajman , Yousef El-laham , Alexandros Iosifidis , Svitlana Vyetrenko

Irregularly sampled time series forecasting, characterized by non-uniform intervals, is prevalent in practical applications. However, previous research have been focused on regular time series forecasting, typically relying on transformer…

Machine Learning · Computer Science 2024-10-01 Byunghyun Kim , Jae-Gil Lee

An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…

Machine Learning · Computer Science 2021-10-12 Fan-Keng Sun , Christopher I. Lang , Duane S. Boning

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we introduce temporal Wasserstein imputation, a novel method for imputing missing data in time series. Unlike…

Methodology · Statistics 2025-08-15 Shuo-Chieh Huang , Tengyuan Liang , Ruey S. Tsay

Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for time series prediction highlight the critical need for…

Machine Learning · Computer Science 2026-03-23 Junghwan Lee , Chen Xu , Yao Xie

Time series data with missing values is common across many domains. Healthcare presents special challenges due to prolonged periods of sensor disconnection. In such cases, having a confidence measure for imputed values is critical. Most…

Machine Learning · Computer Science 2025-07-15 Addison Weatherhead , Anna Goldenberg

Time series imputation is a fundamental task for understanding time series with missing data. Existing methods either do not directly handle irregularly-sampled data or degrade severely with sparsely observed data. In this work, we…

Machine Learning · Computer Science 2021-05-28 Siyuan Shan , Yang Li , Junier B. Oliva

Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…

Machine Learning · Computer Science 2026-03-26 Jiacheng Wang , Liang Fan , Baihua Li , Luyan Zhang

Data augmentation in time series forecasting plays a crucial role in enhancing model performance by introducing variability while maintaining the underlying temporal patterns. However, time series data offers fewer augmentation strategies…

Machine Learning · Computer Science 2025-11-12 Dang Nha Nguyen , Hai Dang Nguyen , Khoa Tho Anh Nguyen

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

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

Building a predictive model that rapidly adapts to real-time condition monitoring (CM) signals is critical for engineering systems/units. Unfortunately, many current methods suffer from a trade-off between representation power and agility…

Machine Learning · Computer Science 2025-08-25 Seokhyun Chung , Raed Al Kontar