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Out-of-distribution (OOD) detection is an important task in machine learning systems for ensuring their reliability and safety. Deep probabilistic generative models facilitate OOD detection by estimating the likelihood of a data sample.…

Machine Learning · Computer Science 2021-06-16 Jaemoo Choi , Changyeon Yoon , Jeongwoo Bae , Myungjoo Kang

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Machine Learning · Computer Science 2026-03-05 Hiroki Tomioka , Genta Yoshimura

Accurate time series forecasting models are often compromised by data drift, where underlying data distributions change over time, leading to significant declines in prediction performance. To address this challenge, this study proposes an…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Nikhil Pawar , Guilherme Vieira Hollweg , Akhtar Hussain , Wencong Su , Van-Hai Bui

Time Series foundation models (TSFMs) deliver strong forecasting performance through large-scale pretraining, but their large parameter sizes make deployment costly. While knowledge distillation offers a natural and effective approach for…

Machine Learning · Computer Science 2026-01-21 Yuqi Li , Kuiye Ding , Chuanguang Yang , Szu-Yu Chen , Yingli Tian

With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…

Artificial Intelligence · Computer Science 2025-07-09 Robert Leppich , Michael Stenger , André Bauer , Samuel Kounev

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Artificial Intelligence · Computer Science 2022-09-28 Baoyu Jing , Si Zhang , Yada Zhu , Bin Peng , Kaiyu Guan , Andrew Margenot , Hanghang Tong

The time series classification literature has expanded rapidly over the last decade, with many new classification approaches published each year. Prior research has mostly focused on improving the accuracy and efficiency of classifiers,…

Machine Learning · Computer Science 2020-06-03 Thach Le Nguyen , Severin Gsponer , Iulia Ilie , Martin O'Reilly , Georgiana Ifrim

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…

Machine Learning · Computer Science 2021-03-04 Yinjun Wu , Jingchao Ni , Wei Cheng , Bo Zong , Dongjin Song , Zhengzhang Chen , Yanchi Liu , Xuchao Zhang , Haifeng Chen , Susan Davidson

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Accurately forecasting extreme rainfall is notoriously difficult, but is also ever more crucial for society as climate change increases the frequency of such extremes. Global numerical weather prediction models often fail to capture…

Machine Learning · Statistics 2022-03-24 Ilan Price , Stephan Rasp

Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…

Machine Learning · Computer Science 2025-11-04 Zixuan Ma , Chenfeng Huang

Generative models have demonstrated remarkable potential in time series analysis tasks, like synthesis, forecasting, imputation, etc. However, offering limited coverage for generative models, existing time series libraries are mainly…

Machine Learning · Computer Science 2026-05-20 Chenxi Wang , Xiaorong Wang , Peiyang Li , Yi Wang

Diffusion-based models have significant achievements in time series generation but suffer from inefficient computation: solving high-dimensional ODEs/SDEs via iterative numerical solvers demands hundreds to thousands of drift function…

Machine Learning · Computer Science 2025-02-11 Yang Hu , Xiao Wang , Zezhen Ding , Lirong Wu , Huatian Zhang , Stan Z. Li , Sheng Wang , Jiheng Zhang , Ziyun Li , Tianlong Chen

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

Probabilistic time series forecasting has played critical role in decision-making processes due to its capability to quantify uncertainties. Deep forecasting models, however, could be prone to input perturbations, and the notion of such…

Machine Learning · Computer Science 2022-02-25 TaeHo Yoon , Youngsuk Park , Ernest K. Ryu , Yuyang Wang

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

Improving the accuracy of deep neural networks (DNNs) on out-of-distribution (OOD) data is critical to an acceptance of deep learning (DL) in real world applications. It has been observed that accuracies on in-distribution (ID) versus OOD…

Machine Learning · Computer Science 2022-07-12 Sara Fridovich-Keil , Brian R. Bartoldson , James Diffenderfer , Bhavya Kailkhura , Peer-Timo Bremer

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

Machine learning models often fail to generalize well under distributional shifts. Understanding and overcoming these failures have led to a research field of Out-of-Distribution (OOD) generalization. Despite being extensively studied for…

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