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Forecast reconciliation has attracted significant research interest in recent years, with most studies taking the hierarchy of time series as given. We extend existing work that uses time series clustering to construct hierarchies, with the…

Methodology · Statistics 2024-09-10 Bohan Zhang , Anastasios Panagiotelis , Han Li

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted via pooling by considering the series pertaining to each…

Machine Learning · Statistics 2023-05-02 Ángel López Oriona , Pablo Montero Manso , José Antonio Vilar Fernández

Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales. Despite recent advances leveraging different decomposition operations and novel architectures based on CNN, MLP…

Machine Learning · Computer Science 2025-10-24 Haonan Yang , Jianchao Tang , Zhuo Li , Long Lan

Time series, as one of the most fundamental representations of sequential data, has been extensively studied across diverse disciplines, including computer science, biology, geology, astronomy, and environmental sciences. The advent of…

Machine Learning · Computer Science 2024-12-31 John Paparrizos , Fan Yang , Haojun Li

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

The majority of real-world processes are spatiotemporal, and the data generated by them exhibits both spatial and temporal evolution. Weather is one of the most essential processes in this domain, and weather forecasting has become a…

Machine Learning · Computer Science 2024-09-24 Shakir Showkat Sofi , Ivan Oseledets

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data. We propose SpectraNet, a novel multivariate time-series…

Machine Learning · Computer Science 2022-10-26 Cristian Challu , Peihong Jiang , Ying Nian Wu , Laurent Callot

Despite extensive research, time series classification and forecasting on noisy data remain highly challenging. The main difficulties lie in finding suitable mathematical concepts to describe time series and effectively separate noise from…

Machine Learning · Computer Science 2024-11-26 Chandrajit Bajaj , Minh Nguyen

Processing and analyzing time series data\-sets have become a central issue in many domains requiring data management systems to support time series as a native data type. A crucial prerequisite of these systems is time series matching,…

Databases · Computer Science 2021-10-12 Lars Kegel , Claudio Hartmann , Maik Thiele , Wolfgang Lehner

Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term…

Machine Learning · Computer Science 2019-02-05 Reza Asadi , Amelia Regan

Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex…

Machine Learning · Computer Science 2025-03-10 Yang Mu , Muhammad Shahzad , Xiao Xiang Zhu

Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and…

Machine Learning · Computer Science 2024-07-10 Alexander Nikitin , Letizia Iannucci , Samuel Kaski

Time-series data presents limitations stemming from data quality issues, bias and vulnerabilities, and generalization problem. Integrating universal data synthesis methods holds promise in improving generalization. However, current methods…

Machine Learning · Computer Science 2024-02-02 Fanzhe Fu , Junru Chen , Jing Zhang , Carl Yang , Lvbin Ma , Yang Yang

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Noise simulation is a very powerful tool in signal analysis helping to foresee the system performance in real experimental situations. Time series generation is however a hard challenge when a robust model of the noise sources is missing.…

Data Analysis, Statistics and Probability · Physics 2015-05-19 M. Carrettoni , O. Cremonesi

Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…

Machine Learning · Computer Science 2023-09-12 Si-An Chen , Chun-Liang Li , Nate Yoder , Sercan O. Arik , Tomas Pfister

Time series analysis is of immense importance in extensive applications, such as weather forecasting, anomaly detection, and action recognition. This paper focuses on temporal variation modeling, which is the common key problem of extensive…

Machine Learning · Computer Science 2023-04-13 Haixu Wu , Tengge Hu , Yong Liu , Hang Zhou , Jianmin Wang , Mingsheng Long

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf