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Missing values are pervasive in large-scale time-series data, posing challenges for reliable analysis and decision-making. Many neural architectures have been designed to model and impute the complex and heterogeneous missingness patterns…

Machine Learning · Computer Science 2026-02-26 Joseph Arul Raj , Linglong Qian , Zina Ibrahim

Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…

Machine Learning · Computer Science 2023-05-09 Yungi Jeong , Eunseok Yang , Jung Hyun Ryu , Imseong Park , Myungjoo Kang

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

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

Multivariate time series classification is an important computational task arising in applications where data is recorded over time and over multiple channels. For example, a smartwatch can record the acceleration and orientation of a…

Machine Learning · Computer Science 2023-09-08 Davide Italo Serramazza , Thu Trang Nguyen , Thach Le Nguyen , Georgiana Ifrim

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Kangjia Yan , Xvyuan Liu , Xingjian Wu , Jilin Hu

Inverse problems aim to determine parameters from observations, a crucial task in engineering and science. Lately, generative models, especially diffusion models, have gained popularity in this area for their ability to produce realistic…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Gabriel della Maggiora , Luis Alberto Croquevielle , Nikita Deshpande , Harry Horsley , Thomas Heinis , Artur Yakimovich

In several practical applications, particularly healthcare, clinical data of each patient is individually recorded in a database at irregular intervals as required. This causes a sparse and irregularly sampled time series, which makes it…

Machine Learning · Computer Science 2025-04-09 Mincheol Kim , Soo-Yong Shin

Supervised learning with irregularly sampled time series have been a challenge to Machine Learning methods due to the obstacle of dealing with irregular time intervals. Some papers introduced recently recurrent neural network models that…

Machine Learning · Computer Science 2020-03-23 Rafael T. Sousa , Lucas A. Pereira , Anderson S. Soares

Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…

Databases · Computer Science 2025-12-23 Ding Jia , Jingyu Zhu , Yu Sun , Aoqian Zhang , Shaoxu Song , Haiwei Zhang , Xiaojie Yuan

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Machine Learning · Statistics 2024-08-19 Sarbojit Roy , Malik Shahid Sultan , Hernando Ombao

Multivariate spatial-statistical models are often used when modeling environmental and socio-demographic processes. The most commonly used models for multivariate spatial covariances assume both stationarity and symmetry for the…

Methodology · Statistics 2021-05-11 Quan Vu , Andrew Zammit-Mangion , Noel Cressie

Analyzing temporal developments is crucial for the accurate prognosis of many medical conditions. Temporal changes that occur over short time scales are key to assessing the health of physiological functions, such as the cardiac cycle.…

Computer Vision and Pattern Recognition · Computer Science 2024-10-29 Chengzhi Shen , Martin J. Menten , Hrvoje Bogunović , Ursula Schmidt-Erfurth , Hendrik Scholl , Sobha Sivaprasad , Andrew Lotery , Daniel Rueckert , Paul Hager , Robbie Holland

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

Time series analysis is crucial in fields like finance, economics, environmental science, and biomedical engineering, aiding in forecasting, pattern identification, and understanding underlying mechanisms. While traditional time-domain…

Methodology · Statistics 2024-08-21 Jonathan de Souza Matias , Valderio Anselmo Reisen

Due to the inherent complexity, temporal patterns in real-world time series often evolve across multiple intertwined scales, including long-term periodicity, short-term fluctuations, and abrupt regime shifts. While existing literature has…

Machine Learning · Computer Science 2025-11-25 Yubo Wang , Hui He , Chaoxi Niu , Zhendong Niu

In the continual effort to improve product quality and decrease operations costs, computational modeling is increasingly being deployed to determine feasibility of product designs or configurations. Surrogate modeling of these computer…

Machine Learning · Statistics 2021-11-10 Nathan Wycoff , Mickaël Binois , Robert B. Gramacy

Irregular multivariate time series (IMTS) is characterized by the lack of synchronized observations across its different channels. In this paper, we point out that this channel-wise asynchrony can lead to poor channel-wise modeling of…

Machine Learning · Computer Science 2025-09-23 Shuhan Zhong , Weipeng Zhuo , Sizhe Song , Guanyao Li , Zhongyi Yu , S. -H. Gary Chan