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Many real-world time series, such as in health, have changepoints where the system's structure or parameters change. Since changepoints can indicate critical events such as onset of illness, it is highly important to detect them. However,…

Machine Learning · Computer Science 2019-05-17 Zahra Ebrahimzadeh , Min Zheng , Selcuk Karakas , Samantha Kleinberg

In the domain of sequence modelling, Recurrent Neural Networks (RNN) have been capable of achieving impressive results in a variety of application areas including visual question answering, part-of-speech tagging and machine translation.…

Machine Learning · Computer Science 2018-05-22 Tharindu Fernando , Simon Denman , Aaron McFadyen , Sridha Sridharan , Clinton Fookes

Recurrent neural networks (RNNs) are state-of-the-art in several sequential learning tasks, but they often require considerable amounts of data to generalise well. For many time series forecasting (TSF) tasks, only a few dozens of…

Machine Learning · Computer Science 2020-03-30 Bernardo Pérez Orozco , Stephen J Roberts

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Visual tempo characterizes the dynamics and the temporal scale of an action. Modeling such visual tempos of different actions facilitates their recognition. Previous works often capture the visual tempo through sampling raw videos at…

Computer Vision and Pattern Recognition · Computer Science 2020-06-16 Ceyuan Yang , Yinghao Xu , Jianping Shi , Bo Dai , Bolei Zhou

Forecasting is critical in areas such as finance, biology, and healthcare. Despite the progress in the field, making accurate forecasts remains challenging because real-world time series contain both global trends, local fine-grained…

Machine Learning · Computer Science 2026-01-01 Zihao Chen , Alexandre Andre , Wenrui Ma , Ian Knight , Sergey Shuvaev , Eva Dyer

Forecasting time series data is a critical area of research with applications spanning from stock prices to early epidemic prediction. While numerous statistical and machine learning methods have been proposed, real-life prediction problems…

Machine Learning · Statistics 2023-12-05 Madhurima Panja , Tanujit Chakraborty , Uttam Kumar , Abdenour Hadid

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

Machine Learning · Computer Science 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Time series data are everywhere -- from finance to healthcare -- and each domain brings its own unique complexities and structures. While advanced models like Transformers and graph neural networks (GNNs) have gained popularity in time…

Machine Learning · Computer Science 2025-04-01 Fan-Keng Sun , Yu-Cheng Wu , Duane S. Boning

Efficient processing of large-scale time series data is an intricate problem in machine learning. Conventional sensor signal processing pipelines with hand engineered feature extraction often involve huge computational cost with high…

Multivariate time series (MTS) forecasting plays an important role in the automation and optimization of intelligent applications. It is a challenging task, as we need to consider both complex intra-variable dependencies and inter-variable…

Machine Learning · Computer Science 2023-04-11 Ling Chen , Donghui Chen , Zongjiang Shang , Binqing Wu , Cen Zheng , Bo Wen , Wei Zhang

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

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full…

Machine Learning · Computer Science 2025-10-24 Difan Deng , Marius Lindauer

We address a three-tier numerical framework based on manifold learning for the forecasting of high-dimensional time series. At the first step, we embed the time series into a reduced low-dimensional space using a nonlinear manifold learning…

Numerical Analysis · Mathematics 2023-03-16 Panagiotis Papaioannou , Ronen Talmon , Ioannis Kevrekidis , Constantinos Siettos

In recent years, the prediction of multidimensional time series data has become increasingly important due to its wide-ranging applications. Tensor-based prediction methods have gained attention for their ability to preserve the inherent…

Machine Learning · Computer Science 2025-01-28 Hao Shu , Jicheng Li , Yu Jin , Hailin Wang

Time series forecasting is a relevant task that is performed in several real-world scenarios such as product sales analysis and prediction of energy demand. Given their accuracy performance, currently, Recurrent Neural Networks (RNNs) are…

Machine Learning · Computer Science 2021-07-30 Nils Thoma , Zhongjie Yu , Fabrizio Ventola , Kristian Kersting

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl