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Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a…

Machine Learning · Computer Science 2021-09-07 Jinliang Deng , Xiusi Chen , Renhe Jiang , Xuan Song , Ivor W. Tsang

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods due to their state-of-the-art…

Machine Learning · Computer Science 2022-08-22 Zezhi Shao , Zhao Zhang , Fei Wang , Wei Wei , Yongjun Xu

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

Machine Learning · Computer Science 2019-11-26 Xianfeng Tang , Huaxiu Yao , Yiwei Sun , Charu Aggarwal , Prasenjit Mitra , Suhang Wang

Multivariate time series (MTS) classification is widely applied in fields such as industry, healthcare, and finance, aiming to extract key features from complex time series data for accurate decision-making and prediction. However, existing…

Machine Learning · Computer Science 2025-06-19 Mingsen Du , Meng Chen , Yongjian Li , Cun Ji , Shoushui Wei

Multivariate time series (MTS) forecasting has a wide range of applications in both industry and academia. Recently, spatial-temporal graph neural networks (STGNNs) have gained popularity as MTS forecasting methods. However, current STGNNs…

Machine Learning · Computer Science 2025-05-20 Huiliang Zhang , Ping Nie , Lijun Sun , Benoit Boulet

Multivariate time series forecasting, which analyzes historical time series to predict future trends, can effectively help decision-making. Complex relations among variables in MTS, including static, dynamic, predictable, and latent…

Machine Learning · Computer Science 2021-12-16 Yueyang Wang , Ziheng Duan , Yida Huang , Haoyan Xu , Jie Feng , Anni Ren

Mixed-type time series (MTTS) is a bimodal data type that is common in many domains, such as healthcare, finance, environmental monitoring, and social media. It consists of regularly sampled continuous time series and irregularly sampled…

Machine Learning · Computer Science 2026-02-04 Simon Dietz , Thomas Altstidl , Dario Zanca , Björn Eskofier , An Nguyen

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…

Machine Learning · Computer Science 2025-03-18 Liran Nochumsohn , Hedi Zisling , Omri Azencot

Multivariate time series (MTS) arise when multiple interconnected sensors record data over time. Dealing with this high-dimensional data is challenging for every classifier for at least two aspects: First, an MTS is not only characterized…

Machine Learning · Computer Science 2018-08-20 Patrick Schäfer , Ulf Leser

Delivering precise point and distributional forecasts across a spectrum of prediction horizons represents a significant and enduring challenge in the application of time-series forecasting within various industries. Prior research on…

Machine Learning · Computer Science 2024-10-22 Jiawen Zhang , Xumeng Wen , Zhenwei Zhang , Shun Zheng , Jia Li , Jiang Bian

Data mining, particularly the analysis of multivariate time series data, plays a crucial role in extracting insights from complex systems and supporting informed decision-making across diverse domains. However, assessing the similarity of…

Machine Learning · Computer Science 2025-07-15 Franck Tonle , Henri Tonnang , Milliam Ndadji , Maurice Tchendji , Armand Nzeukou , Kennedy Senagi , Saliou Niassy

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Machine Learning · Computer Science 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics. This paper proposes CaReTS, a novel…

Machine Learning · Computer Science 2025-11-14 Fulong Yao , Wanqing Zhao , Chao Zheng , Xiaofei Han

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Irregular Multivariate Time Series (IMTS) forecasting is challenging due to the unaligned nature of multi-channel signals and the prevalence of extensive missing data. Existing methods struggle to capture reliable temporal patterns from…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Zhangyi Hu , Jiemin Wu , Hua Xu , Mingqian Liao , Ninghui Feng , Bo Gao , Songning Lai , Yutao Yue

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…

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