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To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

Complex systems such as aircraft engines, turbines, and industrial machinery often operate under dynamically changing conditions. These varying operating conditions can substantially influence degradation behavior and make prognostic…

Machine Learning · Computer Science 2026-04-14 Yuqi Su , Xiaolei Fang

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and…

Machine Learning · Computer Science 2025-05-22 Jeremy Qin

Temporal non-stationarity, the phenomenon that time series distributions change over time, poses fundamental challenges to reliable time series forecasting. Intuitively, the complex time series can be decomposed into two factors, \ie…

Machine Learning · Computer Science 2025-10-21 Mingyuan Xia , Chunxu Zhang , Zijian Zhang , Hao Miao , Qidong Liu , Yuanshao Zhu , Bo Yang

We study the problem of traffic forecasting, aiming to predict the inflow and outflow of a region in the subsequent time slot. The problem is complex due to the intricate spatial and temporal interdependence among regions. Prior works study…

Artificial Intelligence · Computer Science 2025-11-12 Zheng Chenghong , Zongyin Deng , Liu Cheng , Xiong Simin , Di Deshi , Li Guanyao

Real-world multichannel time series prediction faces growing demands for efficiency across edge and cloud environments, making channel compression a timely and essential problem. Motivated by the success of Multiple-Input Multiple-Output…

Machine Learning · Computer Science 2026-01-30 Ziqi Liu , Pei Zeng , Yi Ding

Time series forecasting represents a significant and challenging task across various fields. Recently, methods based on mode decomposition have dominated the forecasting of complex time series because of the advantages of capturing local…

Methodology · Statistics 2023-11-30 Zhengtao Gui , Haoyuan Li , Sijie Xu , Yu Chen

Detecting anomalies in real-world multivariate time series data is challenging due to complex temporal dependencies and inter-variable correlations. Recently, reconstruction-based deep models have been widely used to solve the problem.…

Machine Learning · Computer Science 2023-12-06 Junho Song , Keonwoo Kim , Jeonglyul Oh , Sungzoon Cho

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

Machine Learning · Computer Science 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

There is increasing interest in the use of multimodal data in various web applications, such as digital advertising and e-commerce. Typical methods for extracting important information from multimodal data rely on a mid-fusion architecture…

Multimedia · Computer Science 2022-11-23 Shunsuke Kitada , Yuki Iwazaki , Riku Togashi , Hitoshi Iyatomi

Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…

Machine Learning · Computer Science 2018-12-06 Qingsong Wen , Jingkun Gao , Xiaomin Song , Liang Sun , Huan Xu , Shenghuo Zhu

Time series forecasting is an important challenge with significant applications in areas such as weather prediction, stock market analysis, scientific simulations and industrial process analysis. In this work, we introduce LMS-AutoTSF, a…

Machine Learning · Computer Science 2025-01-08 Ibrahim Delibasoglu , Sanjay Chakraborty , Fredrik Heintz

In many sequential tasks, a model needs to remember relevant events from the distant past to make correct predictions. Unfortunately, a straightforward application of gradient based training requires intermediate computations to be stored…

Machine Learning · Computer Science 2023-08-14 Artyom Sorokin , Nazar Buzun , Leonid Pugachev , Mikhail Burtsev

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

Accurate beam prediction is essential for mitigating signalling overhead and latency in integrated sensing and communication-enabled massive multi-input multi-output systems. With the aid of multimodal learning, the prediction accuracy can…

Signal Processing · Electrical Eng. & Systems 2026-05-15 Zijian Zheng , Wenqiang Yi , Hyundong Shin , Arumugam Nallanathan

In time series forecasting, effectively disentangling intricate temporal patterns is crucial. While recent works endeavor to combine decomposition techniques with deep learning, multiple frequencies may still be mixed in the decomposed…

Artificial Intelligence · Computer Science 2024-03-27 Xiaobing Yuan , Ling Chen

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

Machine Learning · Computer Science 2024-03-26 Shuhan Zhong , Sizhe Song , Weipeng Zhuo , Guanyao Li , Yang Liu , S. -H. Gary Chan