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This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

For the advancements of time series classification, scrutinizing previous studies, most existing methods adopt a common learning-to-classify paradigm - a time series classifier model tries to learn the relation between sequence inputs and…

Machine Learning · Computer Science 2024-03-20 Mingyue Cheng , Yiheng Chen , Qi Liu , Zhiding Liu , Yucong Luo

We propose a modular framework for multi-relational learning via tensor decomposition. In our learning setting, the training data contains multiple types of relationships among a set of objects, which we represent by a sparse three-mode…

Machine Learning · Computer Science 2013-06-04 Ben London , Theodoros Rekatsinas , Bert Huang , Lise Getoor

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

We present PSEUDo, an adaptive feature learning technique for exploring visual patterns in multi-track sequential data. Our approach is designed with the primary focus to overcome the uneconomic retraining requirements and inflexible…

Machine Learning · Computer Science 2021-05-11 Yuncong Yu , Dylan Kruyff , Tim Becker , Michael Behrisch

Long-term time series forecasting (LTSF) is a crucial aspect of modern society, playing a pivotal role in facilitating long-term planning and developing early warning systems. While many Transformer-based models have recently been…

Machine Learning · Computer Science 2023-05-31 Jiaxin Gao , Wenbo Hu , Yuntian Chen

Effectively modeling time information and incorporating it into applications or models involving chronologically occurring events is crucial. Real-world scenarios often involve diverse and complex time patterns, which pose significant…

Machine Learning · Computer Science 2025-05-15 Xi Chen , Yateng Tang , Jiarong Xu , Jiawei Zhang , Siwei Zhang , Sijia Peng , Xuehao Zheng , Yun Xiong

In recent years, numerous Transformer-based models have been applied to long-term time-series forecasting (LTSF) tasks. However, recent studies with linear models have questioned their effectiveness, demonstrating that simple linear layers…

Machine Learning · Computer Science 2024-08-20 Jiaheng Yin , Zhengxin Shi , Jianshen Zhang , Xiaomin Lin , Yulin Huang , Yongzhi Qi , Wei Qi

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Sequence models face a fundamental tradeoff between memory capacity and computational efficiency. Transformers achieve expressive context modeling at quadratic cost, while linear attention and state-space models run in linear time by…

Machine Learning · Computer Science 2026-05-11 Yaxita Amin , Helen Zichen Li , Mengfan Zhang , Samet Ayhan

Short fixed-length inputs are the main bottleneck of deep learning methods in long time-series forecasting tasks. Prolonging input length causes overfitting, rapidly deteriorating accuracy. Our research indicates that the overfitting is a…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu

Prediction tasks about students have practical significance for both student and college. Making multiple predictions about students is an important part of a smart campus. For instance, predicting whether a student will fail to graduate…

Machine Learning · Computer Science 2023-09-27 Haobing Liu , Yanmin Zhu , Tianzi Zang , Yanan Xu , Jiadi Yu , Feilong Tang

Making accurate forecasts for a complex system is a challenge in various practical applications. The major difficulty in solving such a problem concerns nonlinear spatiotemporal dynamics with time-varying characteristics. Takens' delay…

Signal Processing · Electrical Eng. & Systems 2024-04-09 Hao Peng , Wei Wang , Pei Chen , Rui Liu

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

Data-driven model interpretability is a requirement to gain the acceptance of process engineers to rely on the prediction of a data-driven model to regulate industrial processes in the ironmaking industry. In the research presented in this…

Machine Learning · Computer Science 2020-07-27 Cedric Schockaert , Reinhard Leperlier , Assaad Moawad

Modern foundation models such as large language models (LLMs) and large multi-modal models (LMMs) require a massive amount of computational and memory resources. We propose a new framework to convert such LLMs/LMMs into a reduced-dimension…

Machine Learning · Computer Science 2025-05-27 Toshiaki Koike-Akino , Xiangyu Chen , Jing Liu , Ye Wang , Pu , Wang , Matthew Brand

Recent years have seen a shift towards learning-based methods for trajectory prediction, with challenges remaining in addressing uncertainty and capturing multi-modal distributions. This paper introduces Temporal Ensembling with…

Computer Vision and Pattern Recognition · Computer Science 2024-10-28 Kai-Yin Hong , Chieh-Chih Wang , Wen-Chieh Lin

In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series shifted in time relative to one another, and which can be…

Machine Learning · Statistics 2023-09-20 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Empirically observed time series in physics, biology, or medicine, are commonly generated by some underlying dynamical system (DS) which is the target of scientific interest. There is an increasing interest to harvest machine learning…

Machine Learning · Computer Science 2022-07-07 Daniel Kramer , Philine Lou Bommer , Carlo Tombolini , Georgia Koppe , Daniel Durstewitz
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