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Related papers: Interpretable Multivariate Time Series Forecasting…

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Multivariate time series classification is of great importance in practical applications and is a challenging task. However, deep neural network models such as Transformers exhibit high accuracy in multivariate time series classification…

Machine Learning · Computer Science 2024-11-19 Mingsen Du , Yanxuan Wei , Yingxia Tang , Xiangwei Zheng , Shoushui Wei , Cun Ji

Transformers have become the de-facto standard in the natural language processing (NLP) field. They have also gained momentum in computer vision and other domains. Transformers can enable artificial intelligence (AI) models to dynamically…

Machine Learning · Computer Science 2021-11-09 Liya Wang , Amy Mykityshyn , Craig Johnson , Jillian Cheng

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

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

Forecasting multivariate time series remains challenging due to complex cross-variable dependencies and the presence of heterogeneous external influences. This paper presents Spectrogram-Enhanced Multimodal Fusion (SEMF), which combines…

Machine Learning · Computer Science 2026-03-31 Soyeon Park , Doohee Chung , Charmgil Hong

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

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Currently, iTransformer is one of the most popular and effective models for multivariate time series (MTS) forecasting. Thanks to its inverted framework, iTransformer effectively captures multivariate correlation. However, the inverted…

Machine Learning · Computer Science 2025-07-17 Hongming Tan , Ting Chen , Ruochong Jin , Wai Kin Chan

Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Machine Learning · Computer Science 2021-08-19 Radostin Cholakov , Todor Kolev

Point forecasting of univariate time series is a challenging problem with extensive work having been conducted. However, nonparametric probabilistic forecasting of time series, such as in the form of quantiles or prediction intervals is an…

Machine Learning · Statistics 2020-05-15 Kostas Hatalis , Shalinee Kishore

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

Transformer-based models are at the forefront in long time-series forecasting (LTSF). While in many cases, these models are able to achieve state of the art results, they suffer from a bias toward low-frequencies in the data and high…

Machine Learning · Computer Science 2026-05-13 Elisha Dayag , Nhat Thanh Van Tran , Jack Xin

Convolutional Neural Networks (CNNs) are widely used in fault diagnosis of mechanical systems due to their powerful feature extraction and classification capabilities. However, the CNN is a typical black-box model, and the mechanism of…

Artificial Intelligence · Computer Science 2024-03-12 Qian Chen , Xingjian Dong , Guowei Tu , Dong Wang , Baoxuan Zhao , Zhike Peng

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

The problem of forecasting weather has been scientifically studied for centuries due to its high impact on human lives, transportation, food production and energy management, among others. Current operational forecasting models are based on…

This study proposes a Quantum Fourier Transform (QFT)-enhanced quantum kernel for short-term time-series forecasting. Each signal is windowed, amplitude-encoded, transformed by a QFT, then passed through a protective rotation layer to avoid…

Machine Learning · Statistics 2025-11-25 Nawfel Mechiche-Alami , Eduardo Rodriguez , Jose M. Cardemil , Enrique Lopez Droguett

The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation…

Machine Learning · Computer Science 2021-09-22 Chin-Chia Michael Yeh , Zhongfang Zhuang , Wei Zhang , Liang Wang

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu