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Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle…

Machine Learning · Statistics 2020-01-03 Changwei Hu , Yifan Hu , Sungyong Seo

In regression, conformal prediction is a general methodology to construct prediction intervals in a distribution-free manner. Although conformal prediction guarantees strong statistical property for predictive inference, its inherent…

Statistics Theory · Mathematics 2016-12-01 Wenyu Chen , Zhaokai Wang , Wooseok Ha , Rina Foygel Barber

Modern software-defined networks, such as Open Radio Access Network (O-RAN) systems, rely on artificial intelligence (AI)-powered applications running on controllers interfaced with the radio access network. To ensure that these AI…

Signal Processing · Electrical Eng. & Systems 2025-02-06 Seonghoon Yoo , Sangwoo Park , Petar Popovski , Joonhyuk Kang , Osvaldo Simeone

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

Graph Neural Networks (GNN) have gained significant traction in the forecasting domain, especially for their capacity to simultaneously account for intra-series temporal correlations and inter-series relationships. This paper introduces a…

Machine Learning · Computer Science 2024-05-30 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

Machine learning models have been successfully used in many scientific and engineering fields. However, it remains difficult for a model to simultaneously utilize domain knowledge and experimental observation data. The application of…

Machine Learning · Computer Science 2021-09-15 Yuntian Chen , Dou Huang , Dongxiao Zhang , Junsheng Zeng , Nanzhe Wang , Haoran Zhang , Jinyue Yan

Accurate time series forecasting is crucial for optimizing resource allocation, industrial production, and urban management, particularly with the growth of cyber-physical and IoT systems. However, limited training sample availability in…

Machine Learning · Computer Science 2025-06-24 Yunyao Cheng , Chenjuan Guo , Kaixuan Chen , Kai Zhao , Bin Yang , Jiandong Xie , Christian S. Jensen , Feiteng Huang , Kai Zheng

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

Covariance matrix outcomes arise naturally in neuroimaging experiments to study brain functional connectivity. It is also of interest to understand how brain network organization varies with subject-level covariates. Existing covariance…

Methodology · Statistics 2026-05-08 Michelle Murphy Green , Xi Luo , Brian S. Caffo , Yi Zhao

This paper presents a Wavelet Probabilistic Recurrent Convolutional Network (WPRCN) for Multivariate Time Series Classification (MTSC), especially effective in handling non-stationary environments, data scarcity and noise perturbations. We…

Machine Learning · Computer Science 2025-05-26 Pu Yang , J. A. Barria

Timely accurate traffic forecast is crucial for urban traffic control and guidance. Due to the high nonlinearity and complexity of traffic flow, traditional methods cannot satisfy the requirements of mid-and-long term prediction tasks and…

Machine Learning · Computer Science 2018-07-13 Bing Yu , Haoteng Yin , Zhanxing Zhu

Most feedforward convolutional neural networks spend roughly the same efforts for each pixel. Yet human visual recognition is an interaction between eye movements and spatial attention, which we will have several glimpses of an object in…

Computer Vision and Pattern Recognition · Computer Science 2023-04-13 Sia Huat Tan , Runpei Dong , Kaisheng Ma

The forecasting of multi-variate time processes through graph-based techniques has recently been addressed under the graph signal processing framework. However, problems in the representation and the processing arise when each time series…

Signal Processing · Electrical Eng. & Systems 2020-04-20 Alberto Natali , Elvin Isufi , Geert Leus

Multivariate time series anomaly detection technology plays an important role in many fields including aerospace, water treatment, cloud service providers, etc. Excellent anomaly detection models can greatly improve work efficiency and…

Machine Learning · Computer Science 2024-10-30 Hongyi Xu

Prediction of events such as part replacement and failure events plays a critical role in reliability engineering. Event stream data are commonly observed in manufacturing and teleservice systems. Designing predictive models for individual…

Machine Learning · Statistics 2020-11-09 Salman Jahani , Shiyu Zhou , Dharmaraj Veeramani , Jeff Schmidt

Convolutional Neural Networks are extensively used in a wide range of applications, commonly including computer vision tasks like image and video classification, recognition, and segmentation. Recent research results demonstrate that…

Signal Processing · Electrical Eng. & Systems 2020-05-11 Marco Carreras , Gianfranco Deriu , Luigi Raffo , Luca Benini , Paolo Meloni

Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…

Machine Learning · Computer Science 2025-10-15 Ziqi Zhao , Vivek Sarin

Time series foundation models are pre-trained on large datasets and are able to achieve state-of-the-art performance in diverse tasks. However, to date, there has been limited work demonstrating how well these models perform in medical…

Machine Learning · Computer Science 2024-11-21 Mingzhu Liu , Angela H. Chen , George H. Chen

Deep learning methods are powerful tools in classifying multivariate time series data. Despite their high performance, these methods are hard to interpret, which diminishes their applications in high-risk domains such as healthcare. In this…

Machine Learning · Computer Science 2026-05-11 Bhavesh Kalisetti , Vincent Wang , Gaurav R. Ghosal , Maryam Bijanzadeh , Reza Abbasi-Asl

Most existing Time Series Foundation Models (TSFMs) use channel independent modeling and focus on capturing and generalizing temporal dependencies, while neglecting the correlations among channels or overlooking the different aspects of…

Machine Learning · Computer Science 2026-03-24 Hanyin Cheng , Xingjian Wu , Yang Shu , Zhongwen Rao , Lujia Pan , Bin Yang , Chenjuan Guo