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Time series forecasting is a significant problem in many applications, e.g., financial predictions and business optimization. Modern datasets can have multiple correlated time series, which are often generated with global (shared)…

Machine Learning · Computer Science 2021-11-10 Ling Chen , Weiqi Chen , Binqing Wu , Youdong Zhang , Bo Wen , Chenghu Yang

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Machine Learning · Computer Science 2022-06-14 Benhan Li , Shengdong Du , Tianrui Li , Jie Hu , Zhen Jia

Real-world time series are often governed by complex nonlinear dynamics. Understanding these underlying dynamics is crucial for precise future prediction. While deep learning has achieved major success in time series forecasting, many…

Machine Learning · Computer Science 2026-05-26 Abrar Majeedi , Viswanatha Reddy Gajjala , Satya Sai Srinath Namburi GNVV , Nada Magdi Elkordi , Yin Li

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Signal Processing · Electrical Eng. & Systems 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mechanism in recurrent neural networks mostly focuses on the…

Machine Learning · Computer Science 2018-04-17 Tian Guo , Tao Lin , Yao Lu

With the increased deployment of face recognition systems in our daily lives, face presentation attack detection (PAD) is attracting much attention and playing a key role in securing face recognition systems. Despite the great performance…

Computer Vision and Pattern Recognition · Computer Science 2021-11-03 Meiling Fang , Naser Damer , Florian Kirchbuchner , Arjan Kuijper

Time series forecasting is an important problem across many domains, playing a crucial role in multiple real-world applications. In this paper, we propose a forecasting architecture that combines deep autoregressive models with a Spectral…

Machine Learning · Statistics 2021-12-28 Fernando Moreno-Pino , Pablo M. Olmos , Antonio Artés-Rodríguez

Time series anomaly detection is important in modern large-scale systems and is applied in a variety of domains to analyze and monitor the operation of diverse systems. Unsupervised approaches have received widespread interest, as they do…

Machine Learning · Computer Science 2025-10-23 Buang Zhang , Tung Kieu , Xiangfei Qiu , Chenjuan Guo , Jilin Hu , Aoying Zhou , Christian S. Jensen , Bin Yang

Multivariate functional data present theoretical and practical complications which are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are…

Methodology · Statistics 2023-03-09 Cody Carroll , Hans-Georg Müller

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Residential electricity demand forecasting is critical for efficient energy management and grid stability. Accurate predictions enable utility companies to optimize planning and operations. However, real-world residential electricity demand…

Machine Learning · Computer Science 2025-03-31 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

The widespread adoption of mobile and wearable sensing technologies has enabled continuous and personalized monitoring of affect, mood disorders, and stress. When combined with ecological self-report questionnaires, these systems offer a…

Machine Learning · Computer Science 2025-09-03 Louis Simon , Mohamed Chetouani

A new paradigm for large-scale spectrum occupancy learning based on long short-term memory (LSTM) recurrent neural networks is proposed. Studies have shown that spectrum usage is a highly correlated time series. Moreover, there is a…

Signal Processing · Electrical Eng. & Systems 2019-05-14 Mohsen Joneidi , Ismail Alkhouri , Nazanin Rahnavard

Multimodal regression aims to predict a continuous target from heterogeneous input sources and typically relies on fusion strategies such as early or late fusion. However, existing methods lack principled tools to disentangle and quantify…

Machine Learning · Computer Science 2025-12-29 Zhaozhao Ma , Shujian Yu

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…

Machine Learning · Computer Science 2026-02-16 Xingyu Zhang , Hanyun Du , Zeen Song , Siyu Zhao , Changwen Zheng , Wenwen Qiang

Modeling dynamic temporal dependencies is a critical challenge in time series pre-training, which evolve due to distribution shifts and multi-scale patterns. This temporal variability severely impairs the generalization of pre-trained…

Machine Learning · Computer Science 2025-09-19 Yuemin Wu , Zhongze Wu , Xiu Su , Feng Yang , Hongyan Xu , Xi Lin , Wenti Huang , Shan You , Chang Xu

Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…

Machine Learning · Computer Science 2025-11-18 Ziling Fan , Ruijia Liang , Yiwen Hu

Forecasting models are pivotal in a data-driven world with vast volumes of time series data that appear as a compound of vast Linear and Nonlinear patterns. Recent deep time series forecasting models struggle to utilize seasonal and trend…

Machine Learning · Computer Science 2025-02-26 Guoqi Yu , Yaoming Li , Xiaoyu Guo , Dayu Wang , Zirui Liu , Shujun Wang , Tong Yang

Depression has been the leading cause of mental-health illness worldwide. Major depressive disorder (MDD), is a common mental health disorder that affects both psychologically as well as physically which could lead to loss of lives. Due to…

Computer Vision and Pattern Recognition · Computer Science 2019-09-05 Anupama Ray , Siddharth Kumar , Rutvik Reddy , Prerana Mukherjee , Ritu Garg