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Variable Subset Forecasting (VSF) refers to a unique scenario in multivariate time series forecasting, where available variables in the inference phase are only a subset of the variables in the training phase. VSF presents significant…

Machine Learning · Computer Science 2024-11-18 Qi Hao , Runchang Liang , Yue Gao , Hao Dong , Wei Fan , Lu Jiang , Pengyang Wang

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

We aim to construct a class of learning algorithms that are of practical value to applied researchers in fields such as biostatistics, epidemiology and econometrics, where the need to learn from incompletely observed information is…

Methodology · Statistics 2021-02-09 Alicia Curth , Ahmed M. Alaa , Mihaela van der Schaar

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…

Machine Learning · Computer Science 2023-07-24 Shibo Feng , Chunyan Miao , Ke Xu , Jiaxiang Wu , Pengcheng Wu , Yang Zhang , Peilin Zhao

Driving a system from one state to another through targeted interventions is a fundamental challenge in science, yet most predictive models offer limited mechanistic insight and no principled framework for decision-making. Here we present…

Machine Learning · Computer Science 2026-05-29 Zixuan Song , Uwe Mueller , Dimitris V. Manatakis

Irregular multivariate time series (IMTS) are prevalent in critical domains like healthcare and finance, where accurate forecasting is vital for proactive decision-making. However, the asynchronous sampling and irregular intervals inherent…

Machine Learning · Computer Science 2026-03-16 Xvyuan Liu , Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Chenjuan Guo , Bin Yang , Jilin Hu

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

Risk Management · Quantitative Finance 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen

Interventional effects have been proposed as a solution to the unidentifiability of natural (in)direct effects under mediator-outcome confounders affected by the exposure. Such confounders are an intrinsic characteristic of studies with…

Methodology · Statistics 2022-03-30 Iván Díaz , Nicholas Williams , Kara E. Rudolph

Early-warning models built from Learning Management System (LMS) logs aim to predict end-of-course outcomes early enough to enable timely learner support. However, reported "early" performance is often inflated by temporal leakage. This…

Artificial Intelligence · Computer Science 2026-05-26 Ngoc Luyen Le , Marie-Hélène Abel , Bertrand Laforge

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Machine Learning · Computer Science 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

Smooth handling of pedestrian interactions is a key requirement for Autonomous Vehicles (AV) and Advanced Driver Assistance Systems (ADAS). Such systems call for early and accurate prediction of a pedestrian's crossing/not-crossing…

Computer Vision and Pattern Recognition · Computer Science 2020-09-16 Satyajit Neogi , Michael Hoy , Kang Dang , Hang Yu , Justin Dauwels

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

In long-term time series forecasting (LTSF) tasks, an increasing number of models have acknowledged that discrete time series originate from continuous dynamic systems and have attempted to model their dynamical structures. Recognizing the…

Machine Learning · Computer Science 2024-11-05 Jiaxi Hu , Yuehong Hu , Wei Chen , Ming Jin , Shirui Pan , Qingsong Wen , Yuxuan Liang

Time series forecasting has become increasingly critical in real-world scenarios, where future sequences are influenced not only by historical patterns but also by forthcoming events. In this context, forecasting must dynamically adapt to…

Machine Learning · Computer Science 2026-05-15 Shuqi Gu , Yongxiang Zhao , Baoyu Jing , Kan Ren

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Time series forecasting plays a crucial role in decision-making across many real-world applications. Despite substantial progress, most existing methods still treat forecasting as a static, single-pass regression problem. In contrast, human…

Artificial Intelligence · Computer Science 2026-04-13 Xiaohan Zhang , Tian Gao , Mingyue Cheng , Bokai Pan , Ze Guo , Yaguo Liu , Xiaoyu Tao , Qi Liu

Time-to-event analysis, also known as survival analysis, aims to predict the time of occurrence of an event, given a set of features. One of the major challenges in this area is dealing with censored data, which can make learning algorithms…

Machine Learning · Computer Science 2023-07-25 Hyunjun Lee , Junhyun Lee , Taehwa Choi , Jaewoo Kang , Sangbum Choi
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