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Irregular multivariate time series (IMTS) are prevalent in real-world applications across many fields, where varying sensor frequencies and asynchronous measurements pose significant modeling challenges. Existing solutions often rely on a…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Xiaofeng Hu , Xiaojian Cui , Kai Wang

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Short term Load Forecasting (STLF) plays an important role in traditional and modern power systems. Most STLF models predominantly exploit temporal dependencies from historical data to predict future consumption. Nowadays, with the…

Machine Learning · Computer Science 2025-02-19 Quoc Viet Nguyen , Joaquin Delgado Fernandez , Sergio Potenciano Menci

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

In recent years, there has been an increasing interest in the use of graph neural networks (GNNs) for analyzing dynamic graphs, which are graphs that evolve over time. However, there is still a lack of understanding of how different…

Machine Learning · Computer Science 2023-05-03 Rishu Verma , Ashmita Bhattacharya , Sai Naveen Katla

The growing interest in Temporal Graph Neural Networks (TGNNs) stems from their ability to model complex dynamics and deliver superior performance. However, TGNNs encounter fundamental challenges in capturing long-term dependencies and…

Machine Learning · Computer Science 2026-05-26 Hongjiang Chen , Pengfei Jiao , Ming Du , Xuan Guo , Zhidong Zhao , Di Jin , Xiao Liu

Multivariate time series forecasting is a challenging task because the data involves a mixture of long- and short-term patterns, with dynamic spatio-temporal dependencies among variables. Existing graph neural networks (GNN) typically model…

Machine Learning · Computer Science 2021-12-08 Zhuoling Li , Gaowei Zhang , Lingyu Xu , Jie Yu

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis

Exogenous variables offer valuable supplementary information for predicting future endogenous variables. Forecasting with exogenous variables needs to consider both past-to-future dependencies (i.e., temporal correlations) and the influence…

Machine Learning · Computer Science 2026-05-04 Zhengyu Li , Xiangfei Qiu , Yuhan Zhu , Xingjian Wu , Jilin Hu , Chenjuan Guo , Bin Yang

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

Machine Learning · Computer Science 2026-02-17 Aitian Ma , Dongsheng Luo , Mo Sha

Accurate forecasting of multivariate time series is an extensively studied subject in finance, transportation, and computer science. Fully mining the correlation and causation between the variables in a multivariate time series exhibits…

Machine Learning · Computer Science 2022-05-25 Weijun Chen , Yanze Wang , Chengshuo Du , Zhenglong Jia , Feng Liu , Ran Chen

Spatiotemporal prediction plays a critical role in numerous real-world applications such as urban planning, transportation optimization, disaster response, and pandemic control. In recent years, researchers have made significant progress by…

Machine Learning · Computer Science 2025-09-03 Dahai Yu , Dingyi Zhuang , Lin Jiang , Rongchao Xu , Xinyue Ye , Yuheng Bu , Shenhao Wang , Guang Wang

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

Deep learning methods achieve remarkable predictive performance in modeling complex, large-scale data. However, assessing the quality of derived models has become increasingly challenging, as more classical statistical assumptions may no…

Machine Learning · Statistics 2026-03-02 Daniele Zambon , Cesare Alippi

With the advancement of sensing technology, multivariate time series classification (MTSC) has recently received considerable attention. Existing deep learning-based MTSC techniques, which mostly rely on convolutional or recurrent neural…

Machine Learning · Computer Science 2021-11-09 Ziheng Duan , Haoyan Xu , Yueyang Wang , Yida Huang , Anni Ren , Zhongbin Xu , Yizhou Sun , Wei Wang

Spiking Neural Networks (SNNs), as one of the algorithmic models in neuromorphic computing, have gained a great deal of research attention owing to temporal information processing capability, low power consumption, and high biological…

Neural and Evolutionary Computing · Computer Science 2023-06-07 Chengting Yu , Zheming Gu , Da Li , Gaoang Wang , Aili Wang , Erping Li

Traffic forecasting has attracted widespread attention recently. In reality, traffic data usually contains missing values due to sensor or communication errors. The Spatio-temporal feature in traffic data brings more challenges for…

Machine Learning · Computer Science 2022-12-14 Jingwei Zuo , Karine Zeitouni , Yehia Taher , Sandra Garcia-Rodriguez

Multivariate time series (MTS) forecasting has attracted much attention in many intelligent applications. It is not a trivial task, as we need to consider both intra-variable dependencies and inter-variable dependencies. However, existing…

Machine Learning · Computer Science 2021-12-15 Donghui Chen , Ling Chen , Zongjiang Shang , Youdong Zhang , Bo Wen , Chenghu Yang

While classical time series forecasting considers individual time series in isolation, recent advances based on deep learning showed that jointly learning from a large pool of related time series can boost the forecasting accuracy. However,…

Machine Learning · Computer Science 2021-11-15 Riccardo Grazzi , Valentin Flunkert , David Salinas , Tim Januschowski , Matthias Seeger , Cedric Archambeau