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Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

With the increasing application of deep learning algorithms to time series classification, especially in high-stake scenarios, the relevance of interpreting those algorithms becomes key. Although research in time series interpretability has…

Machine Learning · Computer Science 2022-08-16 Jacqueline Höllig , Cedric Kulbach , Steffen Thoma

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Topological Data Analysis (TDA) has emerged as a powerful tool for extracting meaningful features from complex data structures, driving significant advancements in fields such as neuroscience, biology, machine learning, and financial…

Machine Learning · Computer Science 2025-04-02 ZiXin Lin , Nur Fariha Syaqina Zulkepli

Time series forecasting (TSF) plays a crucial role in various applications, including medical monitoring and crop growth. Despite the advancements in deep learning methods for TSF, their capacity to predict long-term series remains…

Artificial Intelligence · Computer Science 2024-11-05 Rujia Shen , Yang Yang , Yaoxion Lin , Liangliang Liu , Boran Wang , Yi Guan , Jingchi Jiang

Time series forecasting has become an increasingly popular research area due to its critical applications in various real-world domains such as traffic management, weather prediction, and financial analysis. Despite significant…

Machine Learning · Computer Science 2024-08-22 Ninghui Feng , Songning Lai , Jiayu Yang , Fobao Zhou , Zhenxiao Yin , Hang Zhao

Current approaches for time series forecasting, whether in the time or frequency domain, predominantly use deep learning models based on linear layers or transformers. They often encode time series data in a black-box manner and rely on…

Machine Learning · Computer Science 2025-10-14 Cheng He , Xijie Liang , Zengrong Zheng , Patrick P. C. Lee , Xu Huang , Zhaoyi Li , Hong Xie , Defu Lian , Enhong Chen

Sequential Recommender Systems (SRS) aim to model sequential behaviors of users to capture their interests which usually evolve over time. Transformer-based SRS have achieved distinguished successes recently. However, studies reveal…

Information Retrieval · Computer Science 2025-08-04 Sheng Lu , Mingxi Ge , Jiuyi Zhang , Wanli Zhu , Guanjin Li , Fangming Gu

Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex…

Machine Learning · Computer Science 2022-07-05 Tianping Zhang , Yizhuo Zhang , Wei Cao , Jiang Bian , Xiaohan Yi , Shun Zheng , Jian Li

Forecasting long-term time series in IoT environments remains a significant challenge due to the non-stationary and multi-scale characteristics of sensor signals. Furthermore, error accumulation causes a decrease in forecast quality when…

Machine Learning · Computer Science 2025-11-10 Qianyang Li , Xingjun Zhang , Peng Tao , Shaoxun Wang , Yancheng Pan , Jia Wei

The analysis of multivariate time series data is challenging due to the various frequencies of signal changes that can occur over both short and long terms. Furthermore, standard deep learning models are often unsuitable for such datasets,…

Machine Learning · Computer Science 2023-06-21 Iman Deznabi , Madalina Fiterau

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Periodic time series (PTS) forecasting plays a crucial role in a variety of industries to foster critical tasks, such as early warning, pre-planning, resource scheduling, etc. However, the complicated dependencies of the PTS signal on its…

Machine Learning · Computer Science 2022-03-16 Wei Fan , Shun Zheng , Xiaohan Yi , Wei Cao , Yanjie Fu , Jiang Bian , Tie-Yan Liu

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Time series (TS) occur in many scientific and commercial applications, ranging from earth surveillance to industry automation to the smart grids. An important type of TS analysis is classification, which can, for instance, improve energy…

Data Structures and Algorithms · Computer Science 2017-12-19 Patrick Schäfer , Ulf Leser

Wavelet neural network (WNN), which learns an unknown nonlinear mapping from the data, has been widely used in signal processing, and time-series analysis. However, challenges in constructing accurate wavelet bases and high computational…

Machine Learning · Computer Science 2025-07-15 Dunsheng Huang , Dong Shen , Lei Lu , Ying Tan

Time-series modeling in process industries faces the challenge of dealing with complex, multi-faceted, and evolving data characteristics. Conventional single model approaches often struggle to capture the interplay of diverse dynamics,…

Machine Learning · Statistics 2024-03-05 Pål V. Johnsen , Eivind Bøhn , Sølve Eidnes , Filippo Remonato , Signe Riemer-Sørensen

Time series forecasting models often lack interpretability, limiting their adoption in domains requiring explainable predictions. We propose \textsc{FreqLens}, an interpretable forecasting framework that discovers and attributes predictions…

Machine Learning · Computer Science 2026-02-10 Chi-Sheng Chen , Xinyu Zhang , En-Jui Kuo , Guan-Ying Chen , Qiuzhe Xie , Fan Zhang

We introduce the Robustness of Hierarchically Organized Time Series (RHiOTS) framework, designed to assess the robustness of hierarchical time series forecasting models and algorithms on real-world datasets. Hierarchical time series, where…

Machine Learning · Computer Science 2024-08-08 Luis Roque , Carlos Soares , Luís Torgo

Use of generative models and deep learning for physics-based systems is currently dominated by the task of emulation. However, the remarkable flexibility offered by data-driven architectures would suggest to extend this representation to…

Machine Learning · Computer Science 2023-09-12 Guoxiang Grayson Tong , Carlos A. Sing Long , Daniele E. Schiavazzi