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Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

In this paper, we address the challenge of multivariate time-series forecasting using quantum machine learning techniques. We introduce adaptation strategies that extend variational quantum circuit models, traditionally limited to…

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Typical deep learning approaches to modeling high-dimensional data often result in complex models that do not easily reveal a new understanding of the data. Research in the deep learning field is very actively pursuing new methods to…

Machine Learning · Computer Science 2022-05-16 Charles Anderson , Jason Stock , David Anderson

Time series prediction aims to predict future values to help stakeholders make proper strategic decisions. This problem is relevant in all industries and areas, ranging from financial data to demand to forecast. However, it remains…

Applications · Statistics 2020-09-09 Aleksandr Pletnev , Rodrigo Rivera-Castro , Evgeny Burnaev

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

Since sequential information plays an important role in modeling user behaviors, various sequential recommendation methods have been proposed. Methods based on Markov assumption are widely-used, but independently combine several most recent…

Information Retrieval · Computer Science 2016-09-20 Qiang Liu , Shu Wu , Diyi Wang , Zhaokang Li , Liang Wang

There is nowadays a constant flux of data being generated and collected in all types of real world systems. These data sets are often indexed by time, space or both requiring appropriate approaches to analyze the data. In univariate…

Social and Information Networks · Computer Science 2021-10-20 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

Continuous-time series is essential for different modern application areas, e.g. healthcare, automobile, energy, finance, Internet of things (IoT) and other related areas. Different application needs to process as well as analyse a massive…

Machine Learning · Computer Science 2024-09-17 Mansura Habiba , Barak A. Pearlmutter , Mehrdad Maleki

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed…

Machine Learning · Computer Science 2021-09-15 Wentao Xu , Weiqing Liu , Jiang Bian , Jian Yin , Tie-Yan Liu

Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…

Machine Learning · Computer Science 2022-05-26 Tianjie Wang , Jie Chen , Joel Vaughan , Vijayan N. Nair

Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle…

Machine Learning · Statistics 2020-01-03 Changwei Hu , Yifan Hu , Sungyong Seo

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

Computation and Language · Computer Science 2025-08-05 Taibiao Zhao , Xiaobing Chen , Mingxuan Sun

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

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

Machine Learning · Statistics 2020-01-15 Shi Zhao , Ying Feng

Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…

Artificial Intelligence · Computer Science 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

This research identifies a gap in weakly-labelled multivariate time-series classification (TSC), where state-of-the-art TSC models do not per-form well. Weakly labelled time-series are time-series containing noise and significant…

Machine Learning · Computer Science 2021-09-20 Surayez Rahman , Chang Wei Tan

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman