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Missing value problem in spatiotemporal traffic data has long been a challenging topic, in particular for large-scale and high-dimensional data with complex missing mechanisms and diverse degrees of missingness. Recent studies based on…

Machine Learning · Statistics 2021-06-15 Xinyu Chen , Yixian Chen , Nicolas Saunier , Lijun Sun

Time series data with missing values is common across many domains. Healthcare presents special challenges due to prolonged periods of sensor disconnection. In such cases, having a confidence measure for imputed values is critical. Most…

Machine Learning · Computer Science 2025-07-15 Addison Weatherhead , Anna Goldenberg

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

Predictive queries over spatiotemporal (ST) stream data pose significant data processing and analysis challenges. ST data streams involve a set of time series whose data distributions may vary in space and time, exhibiting multiple distinct…

Machine Learning · Statistics 2024-10-03 Anderson Chaves , Eduardo Ogasawara , Patrick Valduriez , Fabio Porto

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Despite the exceptional reasoning capabilities of Multimodal Large Language Models (MLLMs), their adaptation into universal embedding models is significantly impeded by task conflict. To address this, we propose TSEmbed, a universal…

Computation and Language · Computer Science 2026-03-06 Yebo Wu , Feng Liu , Ziwei Xie , Zhiyuan Liu , Changwang Zhang , Jun Wang , Li Li

Multivariate time series (MTS) imputation is a widely studied problem in recent years. Existing methods can be divided into two main groups, including (1) deep recurrent or generative models that primarily focus on time series features, and…

Machine Learning · Computer Science 2023-06-27 Dingsu Wang , Yuchen Yan , Ruizhong Qiu , Yada Zhu , Kaiyu Guan , Andrew J Margenot , Hanghang Tong

Modern Internet of Things (IoT) systems generate massive, heterogeneous multivariate time series data. Accurate Multivariate Time Series Forecasting (MTSF) of such data is critical for numerous applications. However, existing methods almost…

Machine Learning · Computer Science 2025-10-14 Yi Ren , Xinjie Yu

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Machine Learning · Computer Science 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

Self-supervised learning approaches provide a promising direction for clustering multivariate time-series data. However, real-world time-series data often include missing values, and the existing approaches require imputing missing values…

Machine Learning · Computer Science 2023-05-30 Hamid Ghaderi , Brandon Foreman , Amin Nayebi , Sindhu Tipirneni , Chandan K. Reddy , Vignesh Subbian

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

Machine Learning · Computer Science 2024-08-09 Xin Zhou , Weiqing Wang , Wray Buntine , Shilin Qu , Abishek Sriramulu , Weicong Tan , Christoph Bergmeir

In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data. We propose SpectraNet, a novel multivariate time-series…

Machine Learning · Computer Science 2022-10-26 Cristian Challu , Peihong Jiang , Ying Nian Wu , Laurent Callot

We introduce and analyze a variant of multivariate singular spectrum analysis (mSSA), a popular time series method to impute and forecast a multivariate time series. Under a spatio-temporal factor model we introduce, given $N$ time series…

Machine Learning · Computer Science 2022-06-22 Anish Agarwal , Abdullah Alomar , Devavrat Shah

Modeling irregularly-sampled time series (ISTS) is challenging because of missing values. Most existing methods focus on handling ISTS by converting irregularly sampled data into regularly sampled data via imputation. These models assume an…

Artificial Intelligence · Computer Science 2024-08-21 Rohit Agarwal , Aman Sinha , Ayan Vishwakarma , Xavier Coubez , Marianne Clausel , Mathieu Constant , Alexander Horsch , Dilip K. Prasad

Learning transferable representations from unlabeled time series is crucial for improving performance in data-scarce classification. Existing self-supervised methods often operate at the point level and rely on unidirectional encoding,…

Machine Learning · Computer Science 2026-03-02 Mingyue Cheng , Xiaoyu Tao , Zhiding Liu , Qi Liu , Hao Zhang , Rujiao Zhang , Enhong Chen

Irregular multivariate time series (IMTS) is characterized by the lack of synchronized observations across its different channels. In this paper, we point out that this channel-wise asynchrony can lead to poor channel-wise modeling of…

Machine Learning · Computer Science 2025-09-23 Shuhan Zhong , Weipeng Zhuo , Sizhe Song , Guanyao Li , Zhongyi Yu , S. -H. Gary Chan

We propose ss-Mamba, a novel foundation model that enhances time series forecasting by integrating semantic-aware embeddings and adaptive spline-based temporal encoding within a selective state-space modeling framework. Building upon the…

Machine Learning · Computer Science 2025-06-19 Zuochen Ye

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

We propose an approach to semantic segmentation that achieves state-of-the-art supervised performance when applied in a zero-shot setting. It thus achieves results equivalent to those of the supervised methods, on each of the major semantic…

Computer Vision and Pattern Recognition · Computer Science 2024-05-01 Wei Yin , Yifan Liu , Chunhua Shen , Baichuan Sun , Anton van den Hengel