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Transformer-based architectures have achieved remarkable success in natural language processing and computer vision. However, their performance in multivariate long-term forecasting often falls short compared to simpler linear baselines.…

Machine Learning · Computer Science 2025-07-09 Dizhen Liang

Data-driven societal event forecasting methods exploit relevant historical information to predict future events. These methods rely on historical labeled data and cannot accurately predict events when data are limited or of poor quality.…

Machine Learning · Computer Science 2021-12-13 Songgaojun Deng , Huzefa Rangwala , Yue Ning

Spatio-temporal data, prevalent in real-world applications such as traffic monitoring, financial transactions, and ride-share demands, represents a specialized case of multivariate time series characterized by high dimensionality. This high…

Time series forecasting is a critical task for artificial intelligence with numerous real-world applications. Traditional approaches primarily rely on historical time series data to predict the future values. However, in practical…

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…

Methodology · Statistics 2014-08-13 Wen-Hsi Yang , Scott H. Holan , Christopher K. Wikle

Multivariate time series imputation is fundamental in applications such as healthcare, traffic forecasting, and biological modeling, where sensor failures and irregular sampling lead to pervasive missing values. However, existing…

Machine Learning · Computer Science 2025-12-18 Runze Li , Hanchen Wang , Wenjie Zhang , Binghao Li , Yu Zhang , Xuemin Lin , Ying Zhang

While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

Machine Learning · Computer Science 2026-02-09 Haoran Zhang , Haixuan Liu , Yong Liu , Yunzhong Qiu , Yuxuan Wang , Jianmin Wang , Mingsheng Long

Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.…

Machine Learning · Computer Science 2026-02-19 Xu Zhang , Peng Wang , Yichen Li , Wei Wang

Prior-data fitted networks (PFNs) have emerged as powerful foundation models for tabular causal inference, yet their extension to time series remains limited by the absence of synthetic data generators that provide interventional targets.…

Machine Learning · Computer Science 2026-04-09 Dennis Thumm , Ying Chen

We introduce Forecasting Argumentation Frameworks (FAFs), a novel argumentation-based methodology for forecasting informed by recent judgmental forecasting research. FAFs comprise update frameworks which empower (human or artificial) agents…

Artificial Intelligence · Computer Science 2022-05-25 Benjamin Irwin , Antonio Rago , Francesca Toni

Predicting crash events is crucial for understanding crash distributions and their contributing factors, thereby enabling the design of proactive traffic safety policy interventions. However, existing methods struggle to interpret the…

Computation and Language · Computer Science 2025-05-22 Yang Zhao , Pu Wang , Yibo Zhao , Hongru Du , Hao Frank Yang

Humans' internal states play a key role in human-machine interaction, leading to the rise of human state estimation as a prominent field. Compared to swift state changes such as surprise and irritation, modeling gradual states like trust…

Human-Computer Interaction · Computer Science 2024-01-18 Minxue Niu , Zhaobo Zheng , Kumar Akash , Teruhisa Misu

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Recent years have witnessed the rapid development of deep-learning-based, graph-neural-network-based forecasting methods for modern intelligent transportation systems. However, most existing work focuses exclusively on capturing…

Machine Learning · Computer Science 2026-04-08 Lixiang Fan , Bohao Li , Tao Zou , Junchen Ye , Bowen Du

Existing conformal prediction methods for time-to-event outcomes leverage only baseline covariates, producing prediction intervals that are insufficiently informative to facilitate decision making. We propose History-Aware Prediction Sets…

Methodology · Statistics 2026-05-08 Yuyao Wang , Alexander W. Levis , Shu Yang , Larry Han

This paper proposes a novel hybrid model, termed GARCH-FIS, for recursive rolling multi-step forecasting of financial time series. It integrates a Fuzzy Inference System (FIS) with a Generalized Autoregressive Conditional Heteroskedasticity…

Machine Learning · Computer Science 2026-03-17 Wen-Jing Li , Da-Qing Zhang

Long-term satellite image time series (SITS) analysis in heterogeneous landscapes faces significant challenges, particularly in Mediterranean regions where complex spatial patterns, seasonal variations, and multi-decade environmental…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Ido Faran , Nathan S. Netanyahu , Maxim Shoshany

Due to the non-stationary nature, the distribution of real-world multivariate time series (MTS) changes over time, which is known as distribution drift. Most existing MTS forecasting models greatly suffer from distribution drift and degrade…

Machine Learning · Computer Science 2024-04-03 Hui He , Qi Zhang , Kun Yi , Kaize Shi , Zhendong Niu , Longbing Cao

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga