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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

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

With the advancement of sensing technology, multivariate time series classification (MTSC) has recently received considerable attention. Existing deep learning-based MTSC techniques, which mostly rely on convolutional or recurrent neural…

Machine Learning · Computer Science 2021-11-09 Ziheng Duan , Haoyan Xu , Yueyang Wang , Yida Huang , Anni Ren , Zhongbin Xu , Yizhou Sun , Wei Wang

Urban flow prediction is a classic spatial-temporal forecasting task that estimates the amount of future traffic flow for a given location. Though models represented by Spatial-Temporal Graph Neural Networks (STGNNs) have established…

Machine Learning · Computer Science 2024-12-10 Haiyang Jiang , Tong Chen , Wentao Zhang , Nguyen Quoc Viet Hung , Yuan Yuan , Yong Li , Lizhen Cui

Time series forecasting is vital in diverse sectors such as energy and transportation, where non-stationary dynamics are deeply intertwined with external events in other modalities such as texts. However, incorporating natural…

Machine Learning · Computer Science 2026-05-12 Yunfeng Ge , Ming Jin , Yiji Zhao , Hongyan Li , Bo Du , Chang Xu , Shirui Pan

In this paper, we present XST-GCNN (eXplainable Spatio-Temporal Graph Convolutional Neural Network), a novel architecture for processing heterogeneous and irregular Multivariate Time Series (MTS) data. Our approach captures temporal and…

Machine Learning · Computer Science 2024-11-05 Óscar Escudero-Arnanz , Cristina Soguero-Ruiz , Antonio G. Marques

In time series classification and regression, signals are typically mapped into some intermediate representation used for constructing models. Since the underlying task is often insensitive to time shifts, these representations are required…

Sound · Computer Science 2019-07-16 Joakim Andén , Vincent Lostanlen , Stéphane Mallat

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos

In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…

Machine Learning · Computer Science 2024-08-26 Jiajie Wang , Zhiyuan Jerry Lin , Wen Chen

Transformers have gained popularity in time series forecasting for their ability to capture long-sequence interactions. However, their high memory and computing requirements pose a critical bottleneck for long-term forecasting. To address…

Machine Learning · Computer Science 2023-12-12 Vijay Ekambaram , Arindam Jati , Nam Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Time series analysis plays a critical role in numerous applications, supporting tasks such as forecasting, classification, anomaly detection, and imputation. In this work, we present the time series pattern machine (TSPM), a model designed…

Machine Learning · Computer Science 2025-05-20 Shiyu Wang , Jiawei Li , Xiaoming Shi , Zhou Ye , Baichuan Mo , Wenze Lin , Shengtong Ju , Zhixuan Chu , Ming Jin

Graph models provide efficient tools to capture the underlying structure of data defined over networks. Many real-world network topologies are subject to change over time. Learning to model the dynamic interactions between entities in such…

Machine Learning · Computer Science 2025-01-03 Amirhossein Javaheri , Jiaxi Ying , Daniel P. Palomar , Farokh Marvasti

Intelligent agents use internal world models to reason and make predictions about different courses of their actions at many scales. Devising learning paradigms and architectures that allow machines to learn world models that operate at…

Machine Learning · Computer Science 2023-12-05 Vaisakh Shaj , Saleh Gholam Zadeh , Ozan Demir , Luiz Ricardo Douat , Gerhard Neumann

The distribution shift in Time Series Forecasting (TSF), indicating series distribution changes over time, largely hinders the performance of TSF models. Existing works towards distribution shift in time series are mostly limited in the…

Machine Learning · Computer Science 2023-03-15 Wei Fan , Pengyang Wang , Dongkun Wang , Dongjie Wang , Yuanchun Zhou , Yanjie Fu

Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space,…

Machine Learning · Computer Science 2023-06-27 Yuan Yuan , Jingtao Ding , Chenyang Shao , Depeng Jin , Yong Li

Spatio-temporal graph neural networks (STGNN) have emerged as the dominant model for spatio-temporal graph (STG) forecasting. Despite their success, they fail to model intrinsic uncertainties within STG data, which cripples their…

Machine Learning · Computer Science 2024-03-12 Haomin Wen , Youfang Lin , Yutong Xia , Huaiyu Wan , Qingsong Wen , Roger Zimmermann , Yuxuan Liang

Spatial-temporal graphs are widely used in a variety of real-world applications. Spatial-Temporal Graph Neural Networks (STGNNs) have emerged as a powerful tool to extract meaningful insights from this data. However, in real-world…

Machine Learning · Computer Science 2024-12-18 Zhenyu Lei , Yushun Dong , Jundong Li , Chen Chen

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series…

Machine Learning · Computer Science 2024-07-02 Wei Fan , Kun Yi , Hangting Ye , Zhiyuan Ning , Qi Zhang , Ning An

Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task is a phase-shifted periodic time series. In particular, we…

Machine Learning · Computer Science 2015-03-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas