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Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…

Machine Learning · Computer Science 2024-10-10 Xu Yan , Yaoting Jiang , Wenyi Liu , Didi Yi , Jianjun Wei

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…

Machine Learning · Computer Science 2024-11-12 Yuxuan Wang , Haixu Wu , Jiaxiang Dong , Guo Qin , Haoran Zhang , Yong Liu , Yunzhong Qiu , Jianmin Wang , Mingsheng Long

Financial firms commonly process and store billions of time-series data, generated continuously and at a high frequency. To support efficient data storage and retrieval, specialized time-series databases and systems have emerged. These…

Time series forecasting is at the core of important application domains posing significant challenges to machine learning algorithms. Recently neural network architectures have been widely applied to the problem of time series forecasting.…

Machine Learning · Computer Science 2022-07-28 Chrysoula Kosma , Giannis Nikolentzos , Nancy Xu , Michalis Vazirgiannis

Cloud native solutions are widely applied in various fields, placing higher demands on the efficient management and utilization of resource platforms. To achieve the efficiency, load forecasting and elastic scaling have become crucial…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-22 Linfeng Wen , Minxian Xu , Adel N. Toosi , Kejiang Ye

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Machine Learning · Computer Science 2019-09-19 Long H. Nguyen , Zhenhe Pan , Opeyemi Openiyi , Hashim Abu-gellban , Mahdi Moghadasi , Fang Jin

Time-series forecasting remains difficult in real-world settings because temporal patterns operate at multiple scales, from broad contextual trends to fast, fine-grained fluctuations that drive critical decisions. Existing neural models…

Machine Learning · Computer Science 2025-11-26 Sepideh Koohfar

Time-series forecasting plays a critical role in many real-world applications. Although increasingly powerful models have been developed and achieved superior results on benchmark datasets, through a fine-grained sample-level inspection, we…

Machine Learning · Computer Science 2025-05-27 Zhining Liu , Ze Yang , Xiao Lin , Ruizhong Qiu , Tianxin Wei , Yada Zhu , Hendrik Hamann , Jingrui He , Hanghang Tong

Time Series forecasting is critical in diverse domains such as weather forecasting, financial investment, and traffic management. While traditional numerical metrics like mean squared error (MSE) can quantify point-wise accuracy, they fail…

Computer Vision and Pattern Recognition · Computer Science 2025-08-01 Mingyang Yu , Xiahui Guo , Peng chen , Zhenkai Li , Yang Shu

Time series shapelets are discriminative sub-sequences and their similarity to time series can be used for time series classification. Initial shapelet extraction algorithms searched shapelets by complete enumeration of all possible data…

Machine Learning · Computer Science 2017-11-03 Dripta S. Raychaudhuri , Josif Grabocka , Lars Schmidt-Thieme

Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…

Machine Learning · Computer Science 2020-10-13 Nuno Mota Goncalves , Ioana Giurgiu , Anika Schumann

Temporal data, notably time series and spatio-temporal data, are prevalent in real-world applications. They capture dynamic system measurements and are produced in vast quantities by both physical and virtual sensors. Analyzing these data…

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Haibei Zhu , Yousef El-Laham , Elizabeth Fons , Svitlana Vyetrenko

Time series motif discovery has been a fundamental task to identify meaningful repeated patterns in time series. Recently, time series chains were introduced as an expansion of time series motifs to identify the continuous evolving patterns…

Machine Learning · Computer Science 2022-11-07 Li Zhang , Yan Zhu , Yifeng Gao , Jessica Lin

Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…

Computation · Statistics 2025-02-13 Kelly Wang , Steven O. Kimbrough

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

The expanding instrumentation of processes throughout society with sensors yields a proliferation of time series data that may in turn enable important applications, e.g., related to transportation infrastructures or power grids.…

Databases · Computer Science 2024-10-29 Hao Miao , Ziqiao Liu , Yan Zhao , Chenjuan Guo , Bin Yang , Kai Zheng , Christian S. Jensen
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