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Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their…

Machine Learning · Computer Science 2024-07-18 Ching Chang , Chiao-Tung Chan , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…

Machine Learning · Computer Science 2023-06-08 Jiewen Deng , Jinliang Deng , Renhe Jiang , Xuan Song

Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are…

Machine Learning · Computer Science 2025-06-03 Minbo Ma , Kai Tang , Huan Li , Fei Teng , Dalin Zhang , Tianrui Li

In this paper, we propose a Siamese sleep transformer (SST) that effectively extracts features from single-channel raw electroencephalogram signals for robust sleep stage scoring. Despite the significant advances in sleep stage scoring in…

Signal Processing · Electrical Eng. & Systems 2022-12-29 Heon-Gyu Kwak , Young-Seok Kweon , Gi-Hwan Shin

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

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…

Machine Learning · Computer Science 2023-12-25 Aiyinsi Zuo , Haixi Zhang , Zirui Li , Ce Zheng

The objective of traffic prediction is to accurately forecast and analyze the dynamics of transportation patterns, considering both space and time. However, the presence of distribution shift poses a significant challenge in this field, as…

Machine Learning · Computer Science 2024-05-29 Zhonghang Li , Lianghao Xia , Yong Xu , Chao Huang

Spatio-Temporal predictive Learning is a self-supervised learning paradigm that enables models to identify spatial and temporal patterns by predicting future frames based on past frames. Traditional methods, which use recurrent neural…

Computer Vision and Pattern Recognition · Computer Science 2024-11-18 Andrea Alfarano , Alberto Alfarano , Linda Friso , Andrea Bacciu , Irene Amerini , Fabrizio Silvestri

As the most representative scenario of spatial-temporal forecasting tasks, the traffic forecasting task attracted numerous attention from machine learning community due to its intricate correlation both in space and time dimension. Existing…

Machine Learning · Computer Science 2024-09-16 Xinyu Ning

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Spatial-Temporal Graph (STG) forecasting on large-scale networks has garnered significant attention. However, existing models predominantly focus on short-horizon predictions and suffer from notorious computational costs and memory…

Machine Learning · Computer Science 2026-01-09 Yiji Zhao , Zihao Zhong , Ao Wang , Haomin Wen , Ming Jin , Yuxuan Liang , Huaiyu Wan , Hao Wu

The Extended Long Short-Term Memory (xLSTM) network has demonstrated strong capability in modeling complex long-term dependencies in time series data. Despite its success, the deterministic architecture of xLSTM limits its representational…

Machine Learning · Computer Science 2026-01-23 Zihao Wang , Yunjie Li , Lingmin Zan , Zheng Gong , Mengtao Zhu

In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some…

Machine Learning · Computer Science 2022-09-30 Yiwei Fu , Honggang Wang , Nurali Virani

High-dimensional time series are common in many domains. Since human cognition is not optimized to work well in high-dimensional spaces, these areas could benefit from interpretable low-dimensional representations. However, most…

Machine Learning · Computer Science 2019-01-07 Vincent Fortuin , Matthias Hüser , Francesco Locatello , Heiko Strathmann , Gunnar Rätsch

Multivariate time-series data are frequently observed in critical care settings and are typically characterized by sparsity (missing information) and irregular time intervals. Existing approaches for learning representations in this domain…

Machine Learning · Computer Science 2022-02-17 Sindhu Tipirneni , Chandan K. Reddy

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

Network estimation from multi-variate point process or time series data is a problem of fundamental importance. Prior work has focused on parametric approaches that require a known parametric model, which makes estimation procedures less…

Machine Learning · Statistics 2021-06-30 Yue Gao , Garvesh Raskutti

Time series analysis is crucial in fields like finance, transportation, and industry. However, traditional models often focus solely on temporal features, limiting their ability to capture underlying information. This paper proposes a novel…

Machine Learning · Computer Science 2025-03-12 Shule Hao , Junpeng Bao , Chuncheng Lu

We present a new representation learning framework, Intensity Profile Projection, for continuous-time dynamic network data. Given triples $(i,j,t)$, each representing a time-stamped ($t$) interaction between two entities ($i,j$), our…

Machine Learning · Computer Science 2024-01-18 Alexander Modell , Ian Gallagher , Emma Ceccherini , Nick Whiteley , Patrick Rubin-Delanchy

In this paper, we propose ShapTST, a framework that enables time-series transformers to efficiently generate Shapley-value-based explanations alongside predictions in a single forward pass. Shapley values are widely used to evaluate the…

Machine Learning · Computer Science 2025-01-28 Qisen Cheng , Jinming Xing , Chang Xue , Xiaoran Yang