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Relational databases are extensively utilized in a variety of modern information system applications, and they always carry valuable data patterns. There are a huge number of data mining or machine learning tasks conducted on relational…

Machine Learning · Computer Science 2023-12-05 Han Zhang , Quan Gan , David Wipf , Weinan Zhang

The key problem in multivariate time series (MTS) analysis and forecasting aims to disclose the underlying couplings between variables that drive the co-movements. Considerable recent successful MTS methods are built with graph neural…

Machine Learning · Computer Science 2022-10-11 Kun Yi , Qi Zhang , Liang Hu , Hui He , Ning An , LongBing Cao , ZhenDong Niu

Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

Machine Learning · Computer Science 2019-11-26 Xianfeng Tang , Huaxiu Yao , Yiwei Sun , Charu Aggarwal , Prasenjit Mitra , Suhang Wang

Systematic generalization aims to evaluate reasoning about novel combinations from known components, an intrinsic property of human cognition. In this work, we study systematic generalization of NNs in forecasting future time series of…

Machine Learning · Computer Science 2021-03-09 Hritik Bansal , Gantavya Bhatt , Pankaj Malhotra , Prathosh A. P

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

Machine Learning · Computer Science 2024-11-06 Zhenwei Zhang , Linghang Meng , Yuantao Gu

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 many data-driven applications, collecting data from different sources is increasingly desirable for enhancing performance. In this paper, we are interested in the problem of probabilistic forecasting with multi-source time series. We…

Machine Learning · Computer Science 2023-02-23 Tian Guo

Rapid development of big data and high-performance computing have encouraged explosive studies of deep learning in geoscience. However, most studies only take single-type data as input, frittering away invaluable multisource, multi-scale…

Machine Learning · Computer Science 2020-05-19 Zhenyu Yuan , Yuxin Jiang , Jingjing Li , Handong Huang

Can meta-learning discover generic ways of processing time series (TS) from a diverse dataset so as to greatly improve generalization on new TS coming from different datasets? This work provides positive evidence to this using a broad…

Machine Learning · Computer Science 2020-12-16 Boris N. Oreshkin , Dmitri Carpov , Nicolas Chapados , Yoshua Bengio

Accurately predicting stock market movements remains a formidable challenge due to the inherent volatility and complex interdependencies among stocks. Although multi-scale Graph Neural Networks (GNNs) hold potential for modeling these…

Machine Learning · Computer Science 2025-11-04 Xiaosha Xue , Peibo Duan , Zhipeng Liu , Qi Chu , Changsheng Zhang , Bin zhang

This study proposes a unified forecasting framework for high-dimensional multi-task time series to meet the prediction demands of cloud native backend systems operating under highly dynamic loads, coupled metrics, and parallel tasks. The…

Machine Learning · Computer Science 2025-12-25 Zixiao Huang , Jixiao Yang , Sijia Li , Chi Zhang , Jinyu Chen , Chengda Xu

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

The nonlinear nature of chaotic systems results in extreme sensitivity to initial conditions and highly intricate dynamical behaviors, posing fundamental challenges for accurately predicting their evolution. To overcome the limitation that…

Machine Learning · Computer Science 2026-03-18 Junwen Ma , Mingyu Ge , Yisen Wang , Yong Zhang , Weicheng Fu

Forecasting over Temporal Knowledge Graphs (TKGs) which predicts future facts based on historical ones has received much attention. Recent studies have introduced Large Language Models (LLMs) for this task to enhance the models'…

Computation and Language · Computer Science 2025-06-03 Long Bai , Zixuan Li , Xiaolong Jin , Jiafeng Guo , Xueqi Cheng , Tat-Seng Chua

Predicting the future of Graph-supported Time Series (GTS) is a key challenge in many domains, such as climate monitoring, finance or neuroimaging. Yet it is a highly difficult problem as it requires to account jointly for time and graph…

Signal Processing · Electrical Eng. & Systems 2019-08-20 Myriam Bontonou , Carlos Lassance , Vincent Gripon , Nicolas Farrugia

We consider the commonly encountered situation (e.g., in weather forecasting) where the goal is to predict the time evolution of a large, spatiotemporally chaotic dynamical system when we have access to both time series data of previous…

Multivariate Long Sequence Time-series Forecasting (LSTF) has been a critical task across various real-world applications. Recent advancements focus on the application of transformer architectures attributable to their ability to capture…

Machine Learning · Computer Science 2024-11-19 Shubham Tanaji Kakde , Rony Mitra , Jasashwi Mandal , Manoj Kumar Tiwari

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Pre-trained models exhibit strong generalization to various downstream tasks. However, given the numerous models available in the model hub, identifying the most suitable one by individually fine-tuning is time-consuming. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Tengxue Zhang , Biao Ouyang , Yang Shu , Xinyang Chen , Chenjuan Guo , Bin Yang

Multivariate geo-sensory time series prediction is challenging because of the complex spatial and temporal correlation. In urban water distribution systems (WDS), numerous spatial-correlated sensors have been deployed to continuously…

Machine Learning · Computer Science 2020-04-15 Ziqing Ma , Shuming Liu , Guancheng Guo , Xipeng Yu