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Real-world time series data are inherently multivariate, often exhibiting complex inter-channel dependencies. Each channel is typically sampled at its own period and is prone to missing values due to various practical and operational…

Machine Learning · Computer Science 2026-03-11 Jinkwan Jang , Hyungjin Park , Jinmyeong Choi , Taesup Kim

We propose Variational Heteroscedastic Volatility Model (VHVM) -- an end-to-end neural network architecture capable of modelling heteroscedastic behaviour in multivariate financial time series. VHVM leverages recent advances in several…

Statistical Finance · Quantitative Finance 2022-04-13 Zexuan Yin , Paolo Barucca

Connectionist temporal classification (CTC) is commonly adopted for sequence modeling tasks like speech recognition, where it is necessary to preserve order between the input and target sequences. However, CTC is only applied to…

Machine Learning · Computer Science 2023-12-18 Zheng Nan , Ting Dang , Vidhyasaharan Sethu , Beena Ahmed

Feature shifts have been shown to be useful for action recognition with CNN-based models since Temporal Shift Module (TSM) was proposed. It is based on frame-wise feature extraction with late fusion, and layer features are shifted along the…

Computer Vision and Pattern Recognition · Computer Science 2022-11-15 Ryota Hashiguchi , Toru Tamaki

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

Accurate wind power forecasting can help formulate scientific dispatch plans, which is of great significance for maintaining the safety, stability, and efficient operation of the power system. In recent years, wind power forecasting methods…

Machine Learning · Computer Science 2025-05-05 Yajuan Zhang , Jiahai Jiang , Yule Yan , Liang Yang , Ping Zhang

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

Machine Learning · Computer Science 2024-11-06 Zhenwei Zhang , Linghang Meng , Yuantao Gu

Existing work in multilingual pretraining has demonstrated the potential of cross-lingual transferability by training a unified Transformer encoder for multiple languages. However, much of this work only relies on the shared vocabulary and…

Computation and Language · Computer Science 2021-06-03 Fuli Luo , Wei Wang , Jiahao Liu , Yijia Liu , Bin Bi , Songfang Huang , Fei Huang , Luo Si

Machine learning and data processing techniques relying on covariance information are widespread as they identify meaningful patterns in unsupervised and unlabeled settings. As a prominent example, Principal Component Analysis (PCA)…

Machine Learning · Computer Science 2025-12-04 Andrea Cavallo , Ayushman Raghuvanshi , Sundeep Prabhakar Chepuri , Elvin Isufi

Time series data in real-world scenarios contain a substantial amount of nonlinear information, which significantly interferes with the training process of models, leading to decreased prediction performance. Therefore, during the time…

Machine Learning · Computer Science 2024-06-05 Dandan Zhang , Zhiqiang Zhang , Nanguang Chen , Yun Wang

The forecasting of Multivariate Time Series (MTS) has long been an important but challenging task. Due to the non-stationary problem across long-distance time steps, previous studies primarily adopt stationarization method to attenuate the…

Machine Learning · Computer Science 2024-03-11 Muyao Wang , Wenchao Chen , Bo Chen

Designing effective models for learning time series representations is foundational for time series analysis. Many previous works have explored time series representation modeling approaches and have made progress in this area. Despite…

Machine Learning · Computer Science 2024-12-17 Mingyue Cheng , Jiqian Yang , Tingyue Pan , Qi Liu , Zhi Li

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

The progression of deep learning and the widespread adoption of sensors have facilitated automatic multi-view fusion (MVF) about the cardiovascular system (CVS) signals. However, prevalent MVF model architecture often amalgamates CVS…

Machine Learning · Computer Science 2024-06-14 Qihan Hu , Daomiao Wang , Hong Wu , Jian Liu , Cuiwei Yang

Transformer framework has been showing superior performances in visual object tracking for its great strength in information aggregation across the template and search image with the well-known attention mechanism. Most recent advances…

Computer Vision and Pattern Recognition · Computer Science 2023-01-27 Zikai Song , Run Luo , Junqing Yu , Yi-Ping Phoebe Chen , Wei Yang

Multivariate forecasting with Transformers faces a core scalability challenge: modeling cross-channel dependencies via attention compounds attention's quadratic sequence complexity with quadratic channel scaling, making full cross-channel…

Machine Learning · Computer Science 2026-05-12 Willa Potosnak , Nina Żukowska , Michał Wiliński , Dan Howarth , Ignacy Stępka , Mononito Goswami , Artur Dubrawski

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

Transformers are built upon multi-head scaled dot-product attention and positional encoding, which aim to learn the feature representations and token dependencies. In this work, we focus on enhancing the distinctive representation by…

Computer Vision and Pattern Recognition · Computer Science 2022-07-12 Litao Yu , Jian Zhang

Transformer-based models have gained large popularity and demonstrated promising results in long-term time-series forecasting in recent years. In addition to learning attention in time domain, recent works also explore learning attention in…

In recent years, transformer-based methods have achieved remarkable progress in medical image segmentation due to their superior ability to capture long-range dependencies. However, these methods typically suffer from two major limitations.…

Computer Vision and Pattern Recognition · Computer Science 2025-08-07 Zunhui Xia , Hongxing Li , Libin Lan