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In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

We propose to meta-learn causal structures based on how fast a learner adapts to new distributions arising from sparse distributional changes, e.g. due to interventions, actions of agents and other sources of non-stationarities. We show…

Multi-dimensional time series data, such as matrix and tensor-variate time series, are increasingly prevalent in fields such as economics, finance, and climate science. Traditional Transformer models, though adept with sequential data, do…

Machine Learning · Computer Science 2024-10-29 Linghang Kong , Elynn Chen , Yuzhou Chen , Yuefeng Han

The process industry's high expectations for Digital Twins require modeling approaches that can generalize across tasks and diverse domains with potentially different data dimensions and distributional shifts i.e., Foundational Models.…

Machine Learning · Computer Science 2024-11-18 Michael Mayr , Georgios C. Chasparis , Josef Küng

Accurate traffic forecasting is essential for intelligent transportation systems, supporting a wide range of real-world applications. However, it remains challenging due to two key factors:~(1) Traffic series contain heterogeneous temporal…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Qitai Tan , Yahao Liu , Xiao-Ping Zhang

Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting,…

Machine Learning · Computer Science 2025-02-12 Yanlong Wang , Jian Xu , Fei Ma , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

The World Wide Web thrives on intelligent services that rely on accurate time series classification, which has recently witnessed significant progress driven by advances in deep learning. However, existing studies face challenges in domain…

Machine Learning · Computer Science 2026-01-16 Zhipeng Liu , Peibo Duan , Xuan Tang , Haodong Jing , Mingyang Geng , Yongsheng Huang , Jialu Xu , Bin Zhang , Binwu Wang

We address causal reasoning in multivariate time series data generated by stochastic processes. Existing approaches are largely restricted to static settings, ignoring the continuity and emission of variations across time. In contrast, we…

Machine Learning · Computer Science 2024-02-29 Mehdi Fatemi , Sindhu Gowda

In vision-based action recognition, spatio-temporal features from different modalities are used for recognizing activities. Temporal modeling is a long challenge of action recognition. However, there are limited methods such as pre-computed…

Computer Vision and Pattern Recognition · Computer Science 2023-02-06 Elham Shabaninia , Hossein Nezamabadi-pour , Fatemeh Shafizadegan

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Statistical Finance · Quantitative Finance 2024-06-10 Agathe Sadeghi , Achintya Gopal , Mohammad Fesanghary

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

Machine Learning · Computer Science 2026-03-05 Hantong Feng , Yonggang Wu , Duxin Chen , Wenwu Yu

Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…

Methodology · Statistics 2022-05-31 Nicolas-Domenic Reiter , Andreas Gerhardus , Jakob Runge

The Transformer architecture has become prominent in developing large causal language models. However, mechanisms to explain its capabilities are not well understood. Focused on the training process, here we establish a meta-learning view…

Machine Learning · Computer Science 2024-03-26 Xinbo Wu , Lav R. Varshney

Multivariate time series long-term prediction, which aims to predict the change of data in a long time, can provide references for decision-making. Although transformer-based models have made progress in this field, they usually do not make…

Machine Learning · Computer Science 2023-08-08 Chengqing Yu , Fei Wang , Zezhi Shao , Tao Sun , Lin Wu , Yongjun Xu

Transformer-based models for anomaly detection in multivariate time series can benefit from the self-attention mechanism due to its advantage in modeling long-term dependencies. However, Transformer-based anomaly detection models have…

Machine Learning · Computer Science 2023-12-05 Jie Liu , Qilin Li , Senjian An , Bradley Ezard , Ling Li

An advanced conceptual validation framework for multimodal multivariate time series defines a multi-level contextual anomaly detection ranging from an univariate context definition, to a multimodal abstract context representation learnt by…

Machine Learning · Computer Science 2020-08-06 Cedric Schockaert

It is a challenging task to learn rich and multi-scale spatiotemporal semantics from high-dimensional videos, due to large local redundancy and complex global dependency between video frames. The recent advances in this research have been…

Computer Vision and Pattern Recognition · Computer Science 2022-02-09 Kunchang Li , Yali Wang , Peng Gao , Guanglu Song , Yu Liu , Hongsheng Li , Yu Qiao

Short-term precipitation forecasting remains challenging due to the difficulty in capturing long-term spatiotemporal dependencies. Current deep learning methods fall short in establishing effective dependencies between conditions and…

Machine Learning · Computer Science 2024-10-18 ChaoRong Li , XuDong Ling , YiLan Xue , Wenjie Luo , LiHong Zhu , FengQing Qin , Yaodong Zhou , Yuanyuan Huang

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Machine Learning · Computer Science 2023-11-27 Yong Liu , Haixu Wu , Jianmin Wang , Mingsheng Long