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Diffusion models have recently emerged as powerful frameworks for generating high-quality images. While recent studies have explored their application to time series forecasting, these approaches face significant challenges in cross-modal…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Weilin Ruan , Siru Zhong , Haomin Wen , Yuxuan Liang

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

We introduce a new version of deep state-space models (DSSMs) that combines a recurrent neural network with a state-space framework to forecast time series data. The model estimates the observed series as functions of latent variables that…

Machine Learning · Statistics 2022-05-20 Haoxuan Wu , David S. Matteson , Martin T. Wells

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models.…

Artificial Intelligence · Computer Science 2024-08-20 Jaehoon Lee , Hankook Lee , Sungik Choi , Sungjun Cho , Moontae Lee

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

As environments evolve, temporal distribution shifts can degrade time series forecasting performance. A straightforward solution is to adapt to nonstationary changes while preserving stationary dependencies. Hence, some methods disentangle…

Machine Learning · Computer Science 2025-03-11 Zijian Li , Ruichu Cai , Zhenhui Yang , Haiqin Huang , Guangyi Chen , Yifan Shen , Zhengming Chen , Xiangchen Song , Kun Zhang

The rapid advancement of Intelligent Transportation Systems (ITS) presents challenges, particularly with missing data in multi-modal transportation and the complexity of handling diverse sequential tasks within a centralized framework. To…

Machine Learning · Computer Science 2024-09-11 Zhiqi Shao , Haoning Xi , Haohui Lu , Ze Wang , Michael G. H. Bell , Junbin Gao

Dynamic representation learning plays a pivotal role in understanding the evolution of linguistic content over time. On this front both context and time dynamics as well as their interplay are of prime importance. Current approaches model…

Computation and Language · Computer Science 2024-10-23 Talia Tseriotou , Adam Tsakalidis , Maria Liakata

Conventionally, Earth system (e.g., weather and climate) forecasting relies on numerical simulation with complex physical models and are hence both expensive in computation and demanding on domain expertise. With the explosive growth of the…

Machine Learning · Computer Science 2023-03-02 Zhihan Gao , Xingjian Shi , Hao Wang , Yi Zhu , Yuyang Wang , Mu Li , Dit-Yan Yeung

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the…

Machine Learning · Computer Science 2024-03-14 Kexuan Zhang , Xiaobei Zou , Yang Tang

Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this…

Machine Learning · Computer Science 2026-03-24 Yushan Jiang , Wenchao Yu , Geon Lee , Dongjin Song , Kijung Shin , Wei Cheng , Yanchi Liu , Haifeng Chen

Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…

Machine Learning · Computer Science 2023-08-29 Chaoqun Wang , Yijun Li , Xiangqian Sun , Qi Wu , Dongdong Wang , Zhixiang Huang

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

Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting,…

Machine Learning · Computer Science 2025-02-12 Yanlong Wang , Jian Xu , Fei Ma , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

In exploring Predictive Health Management (PHM) strategies for Proton Exchange Membrane Fuel Cells (PEMFC), the Transformer model, widely used in data-driven approaches, excels in many fields but struggles with time series analysis due to…

Machine Learning · Computer Science 2025-04-15 Zezhi Tang , Xiaoyu Chen , Xin Jin , Benyuan Zhang , Wenyu Liang

Traffic forecasting is an indispensable part of Intelligent transportation systems (ITS), and long-term network-wide accurate traffic speed forecasting is one of the most challenging tasks. Recently, deep learning methods have become…

Artificial Intelligence · Computer Science 2021-04-13 Haoyang Yan , Xiaolei Ma

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Transformer-based models for anomaly detection in multivariate time series can benefit from the self-attention mechanism due to its advantage in modeling long-term dependencies. However, Transformer-based anomaly detection models have…

Machine Learning · Computer Science 2023-12-05 Jie Liu , Qilin Li , Senjian An , Bradley Ezard , Ling Li

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan