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Traditional saliency map methods, popularized in computer vision, highlight individual points (pixels) of the input that contribute the most to the model's output. However, in time series, they offer limited insights, as semantically…

Machine Learning · Computer Science 2026-05-08 Christodoulos Kechris , Jonathan Dan , David Atienza

The Grey System Theory (GST) is a powerful mathematical framework employed for modeling systems with uncertain or incomplete information. This paper proposes an integration of the GST with time scales, a generalized approach that…

Applications · Statistics 2025-01-17 Wanli Xie

In a real-life setting, little is known regarding the effectiveness of statins for primary prevention among older adults, and analysis of observational data can add crucial information on the benefits of actual patterns of use. Latent class…

Methodology · Statistics 2023-10-18 Awa Diop , Caroline Sirois , Jason Robert Guertin , Denis Talbot

Time Series Forecasting (TSF) has long been a challenge in time series analysis. Inspired by the success of Large Language Models (LLMs), researchers are now developing Large Time Series Models (LTSMs)-universal transformer-based models…

Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…

Machine Learning · Computer Science 2025-11-19 Victoria Hankemeier , Malte Schilling

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

While Transformers have revolutionized machine learning on various data, existing Transformers for temporal graphs face limitations in (1) restricted receptive fields, (2) overhead of subgraph extraction, and (3) suboptimal generalization…

Machine Learning · Computer Science 2024-12-03 Kay Liu , Jiahao Ding , MohamadAli Torkamani , Philip S. Yu

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Time series classification is a field which has drawn much attention over the past decade. A new approach for classification of time series uses classification trees based on shapelets. A shapelet is a subsequence extracted from one of the…

Machine Learning · Computer Science 2012-09-25 Daniel Gordon , Danny Hendler , Lior Rokach

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

Time series data are inherently functions of time, yet current transformers often learn time series by modeling them as mere concatenations of time periods, overlooking their functional properties. In this work, we propose a novel objective…

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

Pre-trained Language Models (PLMs), such as ChatGPT, have significantly advanced the field of natural language processing. This progress has inspired a series of innovative studies that explore the adaptation of PLMs to time series…

Artificial Intelligence · Computer Science 2025-06-06 Weijia Zhang , Chenlong Yin , Hao Liu , Hui Xiong

The majority of real-world processes are spatiotemporal, and the data generated by them exhibits both spatial and temporal evolution. Weather is one of the most essential processes in this domain, and weather forecasting has become a…

Machine Learning · Computer Science 2024-09-24 Shakir Showkat Sofi , Ivan Oseledets

Time series prediction (TSP) has been widely used in various fields, such as life sciences and finance, to forecast future trends based on historical data. However, to date, there has been relatively little research conducted on the TSP for…

Quantum Physics · Physics 2024-01-15 Zhao-Wei Wang , Zhao-Ming Wang

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim