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Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…

Machine Learning · Computer Science 2023-06-08 Jiewen Deng , Jinliang Deng , Renhe Jiang , Xuan Song

Recent progress in time-series forecasting has led to rapidly increasing architectural complexity, yet many reported State-of-the-Art gains are statistically fragile or misattributed. We argue that progress requires a shift from model…

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Time series data are central to domains such as finance, healthcare, and cloud computing, yet existing benchmarks for evaluating various large language models (LLMs) on temporal tasks remain scattered and unsystematic. To bridge this gap,…

Databases · Computer Science 2026-02-10 Yao Yin , Zhenyu Xiao , Musheng Li , Yiwen Liu , Sutong Nan , Yiting He , Ruiqi Wang , Zhenwei Zhang , Qingmin Liao , Yuantao Gu

Modern enterprises generate vast streams of time series metrics when monitoring complex systems, known as observability data. Unlike conventional time series from domains such as climate, observability data are zero-inflated, highly…

The explosion of Time Series (TS) data, driven by advancements in technology, necessitates sophisticated analytical methods. Modern management systems increasingly rely on analyzing this data, highlighting the importance of effcient…

Machine Learning · Computer Science 2025-03-27 Seyedeh Azadeh Fallah Mortezanejad , Ruochen Wang

Modeling Irregularly-sampled and Multivariate Time Series (IMTS) is crucial across a variety of applications where different sets of variates may be missing at different time-steps due to sensor malfunctions or high data acquisition costs.…

In many applications, such as physiology and finance, large time series data bases are to be analyzed requiring the computation of linear, nonlinear and other measures. Such measures have been developed and implemented in commercial and…

Computation · Statistics 2010-02-10 Dimitris Kugiumtzis , Alkiviadis Tsimpiris

Time series analysis (TSA) is a longstanding research topic in the data mining community and has wide real-world significance. Compared to "richer" modalities such as language and vision, which have recently experienced explosive…

Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by…

Machine Learning · Computer Science 2025-05-21 Jun Wang , Wenjie Du , Yiyuan Yang , Linglong Qian , Wei Cao , Keli Zhang , Wenjia Wang , Yuxuan Liang , Qingsong Wen

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

We review methods for monitoring multivariate time-between-events (TBE) data. We present some underlying complexities that have been overlooked in the literature. It is helpful to classify multivariate TBE monitoring applications into two…

Applications · Statistics 2019-11-06 Inez Maria Zwetsloot , Tahir Mahmood , William H. Woodall

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

The evaluation of time series forecasting models is hindered by a lack of high-quality benchmarks, leading to overestimated assessments of progress. Existing datasets suffer from issues ranging from small-scale, low-frequency, pre-training…

Machine Learning · Computer Science 2026-05-11 Zhijian Xu , Wanxu Cai , Xilin Dai , Zhaorong Deng , Qiang Xu

Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex…

Machine Learning · Computer Science 2022-07-05 Tianping Zhang , Yizhuo Zhang , Wei Cao , Jiang Bian , Xiaohan Yi , Shun Zheng , Jian Li

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

Machine Learning · Computer Science 2022-05-30 Xing Han , Tongzheng Ren , Jing Hu , Joydeep Ghosh , Nhat Ho

Time series forecasting plays a pivotal role in critical sectors such as finance, energy, transportation, and meteorology. However, Long-term Time Series Forecasting (LTSF) remains a significant challenge because real-world signals contain…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Xiang Ao

The field of time series forecasting is rapidly advancing, with recent large-scale Transformers and lightweight Multilayer Perceptron (MLP) models showing strong predictive performance. However, conventional Transformer models are often…

Machine Learning · Computer Science 2025-08-13 Zheng Zhou , Yu-Jie Xiong , Jia-Chen Zhang , Chun-Ming Xia , Xi-Jiong Xie

Forecasting irregularly sampled multivariate time series with missing values (IMTS) is a fundamental challenge in domains such as healthcare, climate science, and biology. While recent advances in vision and time series forecasting have…

Machine Learning · Computer Science 2026-02-27 Christian Klötergens , Tim Dernedde , Lars Schmidt-Thieme , Vijaya Krishna Yalavarthi