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While Transformers excel in language and vision-where inputs are semantically rich and exhibit univariate dependency structures-their architectural complexity leads to diminishing returns in time series forecasting. Time series data is…

Machine Learning · Computer Science 2025-06-09 Yash Vijay , Harini Subramanyan

Time series modeling presents unique challenges due to autocorrelation in both historical data and future sequences. While current research predominantly addresses autocorrelation within historical data, the correlations among future labels…

Machine Learning · Computer Science 2025-05-07 Hao Wang , Licheng Pan , Zhichao Chen , Degui Yang , Sen Zhang , Yifei Yang , Xinggao Liu , Haoxuan Li , Dacheng Tao

Time series models often deal with extreme events and anomalies, both prevalent in real-world datasets. Such models often need to provide careful probabilistic forecasting, which is vital in risk management for extreme events such as…

Machine Learning · Statistics 2022-08-23 Ashkan Farhangi , Jiang Bian , Arthur Huang , Haoyi Xiong , Jun Wang , Zhishan Guo

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

Recently, large language models (LLMs) have shown great promise in time series forecasting. However, most existing LLM-based forecasting methods still follow a static generative paradigm that directly maps historical observations to future…

Machine Learning · Computer Science 2026-05-05 Bokai Pan , Mingyue Cheng , Zhiding Liu , Shuo Yu , Xiaoyu Tao , Yuchong Wu , Qi Liu , Defu Lian , Enhong Chen

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

AI support of collaborative interactions entails mediating potential misalignment between interlocutor beliefs. Common preference alignment methods like DPO excel in static settings, but struggle in dynamic collaborative tasks where the…

Computation and Language · Computer Science 2025-05-27 Abhijnan Nath , Carine Graff , Andrei Bachinin , Nikhil Krishnaswamy

Learning identifiable representations and models from low-level observations is helpful for an intelligent spacecraft to complete downstream tasks reliably. For temporal observations, to ensure that the data generating process is provably…

Machine Learning · Computer Science 2024-12-05 Congxi Zhang , Yongchun Xie

Time series forecasting (TSF) possesses great practical values in various fields, including power and energy, transportation, etc. TSF methods have been studied based on knowledge from classical statistics to modern deep learning. Yet, all…

Machine Learning · Computer Science 2025-10-27 Luoxiao Yang , Yun Wang , Xinqi Fan , Israel Cohen , Jingdong Chen , Zijun Zhang

Understanding the latent causal factors of a dynamical system from visual observations is considered a crucial step towards agents reasoning in complex environments. In this paper, we propose CITRIS, a variational autoencoder framework that…

Machine Learning · Computer Science 2022-06-16 Phillip Lippe , Sara Magliacane , Sindy Löwe , Yuki M. Asano , Taco Cohen , Efstratios Gavves

Experimental exploration of high-cost systems with safety constraints, common in engineering applications, is a challenging endeavor. Data-driven models offer a promising solution, but acquiring the requisite data remains expensive and is…

Machine Learning · Computer Science 2025-04-17 Markus Lange-Hegermann , Christoph Zimmer

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

Detecting and analyzing complex patterns in multivariate time-series data is crucial for decision-making in urban and environmental system operations. However, challenges arise from the high dimensionality, intricate complexity, and…

Machine Learning · Computer Science 2024-12-25 Haowen Xu , Ali Boyaci , Jianming Lian , Aaron Wilson

Accurate prediction of driving intention is key to enhancing the safety and interactive efficiency of human-machine co-driving systems. It serves as a cornerstone for achieving high-level autonomous driving. However, current approaches…

Computer Vision and Pattern Recognition · Computer Science 2026-01-09 Sirui Wang , Zhou Guan , Bingxi Zhao , Tongjia Gu , Jie Liu

Methods based on implicit neural representation have demonstrated remarkable capabilities in arbitrary-scale super-resolution (ASSR) tasks, but they neglect the potential value of the frequency domain, leading to sub-optimal performance. We…

Machine Learning · Computer Science 2025-04-29 Xufei Wang , Fei Ge , Jinchen Zhu , Mingjian Zhang , Qi Wu , Jifeng Ren Shizhuang Weng

Accurate volatility forecasts are vital in modern finance for risk management, portfolio allocation, and strategic decision-making. However, existing methods face key limitations. Fully multivariate models, while comprehensive, are…

Statistical Finance · Quantitative Finance 2025-10-09 Duo Zhang , Jiayu Li , Junyi Mo , Elynn Chen

Deep learning models for meteorological forecasting often fail in rare but high-impact events such as typhoons, where relevant data is scarce. Existing fine-tuning methods typically face a trade-off between overlooking these extreme events…

Machine Learning · Computer Science 2026-03-23 Shijie Ren , Xinyue Gu , Ziheng Peng , Haifan Zhang , Peisong Niu , Bo Wu , Xiting Wang , Liang Sun , Jirong Wen

Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows. Retrieval-augmented forecasting addresses this by retrieving historical segments from memory, but existing approaches…

Machine Learning · Computer Science 2026-04-08 Junhyeok Kang , Jun Seo , Soyeon Park , Sangjun Han , Seohui Bae , Hyeokjun Choe , Soonyoung Lee

Clinical time-series forecasting is increasingly studied for decision support, yet standard aggregate metrics can obscure whether a model is actually useful for the task it is meant to serve. In safety-critical settings, low average error…

Machine Learning · Computer Science 2026-05-04 Alireza Namazi , Heman Shakeri

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz