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Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

We propose a novel Transformer-based architecture for the task of generative modelling of 3D human motion. Previous work commonly relies on RNN-based models considering shorter forecast horizons reaching a stationary and often implausible…

Computer Vision and Pattern Recognition · Computer Science 2021-11-30 Emre Aksan , Manuel Kaufmann , Peng Cao , Otmar Hilliges

Trajectory analysis is not only about obtaining movement data, but it is also of paramount importance in understanding the pattern in which an object moves through space and time, as well as in predicting its next move. Due to the…

Machine Learning · Computer Science 2025-06-26 Chanuka Don Samarasinghage , Dhruv Gulabani

Transformer-based methods have recently achieved great advancement on 2D image-based vision tasks. For 3D video-based tasks such as action recognition, however, directly applying spatiotemporal transformers on video data will bring heavy…

Computer Vision and Pattern Recognition · Computer Science 2022-07-28 Wangmeng Xiang , Chao Li , Biao Wang , Xihan Wei , Xian-Sheng Hua , Lei Zhang

While many advances in time series models focus exclusively on numerical data, research on multimodal time series, particularly those involving contextual textual information, remains in its infancy. With recent progress in large language…

Machine Learning · Computer Science 2026-03-10 Zihao Li , Xiao Lin , Zhining Liu , Jiaru Zou , Ziwei Wu , Lecheng Zheng , Dongqi Fu , Yada Zhu , Hendrik Hamann , Hanghang Tong , Jingrui He

A central challenge in neuroscience is understanding how neural system implements computation through its dynamics. We propose a nonlinear time series model aimed at characterizing interpretable dynamics from neural trajectories. Our model…

Quantitative Methods · Quantitative Biology 2016-10-28 Yuan Zhao , Il Memming Park

Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…

Machine Learning · Computer Science 2025-09-23 Kai Zhang , Siming Sun , Zhengyu Fan , Qinmin Yang , Xuejun Jiang

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods due to their state-of-the-art…

Machine Learning · Computer Science 2022-08-22 Zezhi Shao , Zhao Zhang , Fei Wang , Wei Wei , Yongjun Xu

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…

Methodology · Statistics 2017-10-11 Qiuyi Han , Jie Ding , Edoardo Airoldi , Vahid Tarokh

Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…

Machine Learning · Computer Science 2020-10-13 Nuno Mota Goncalves , Ioana Giurgiu , Anika Schumann

Spatiotemporal time series nowcasting should preserve temporal and spatial dynamics in the sense that generated new sequences from models respect the covariance relationship from history. Conventional feature extractors are built with deep…

Machine Learning · Computer Science 2022-01-19 Bo Feng , Geoffrey Fox

Multivariate Time Series (MTS) classification has gained importance over the past decade with the increase in the number of temporal datasets in multiple domains. The current state-of-the-art MTS classifier is a heavyweight deep learning…

Machine Learning · Computer Science 2021-12-10 Kevin Fauvel , Tao Lin , Véronique Masson , Élisa Fromont , Alexandre Termier

Handling anomalies is a critical preprocessing step in multivariate time series prediction. However, existing approaches that separate anomaly preprocessing from model training for multivariate time series prediction encounter significant…

Machine Learning · Computer Science 2025-01-15 Yuanyuan Liang , Tianhao Zhang , Tingyu Xie

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Human language is often multimodal, which comprehends a mixture of natural language, facial gestures, and acoustic behaviors. However, two major challenges in modeling such multimodal human language time-series data exist: 1) inherent data…

Computation and Language · Computer Science 2019-06-04 Yao-Hung Hubert Tsai , Shaojie Bai , Paul Pu Liang , J. Zico Kolter , Louis-Philippe Morency , Ruslan Salakhutdinov

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Fault diagnosis in multimode processes plays a critical role in ensuring the safe operation of industrial systems across multiple modes. It faces a great challenge yet to be addressed - that is, the significant distributional differences…

Machine Learning · Computer Science 2025-07-24 Guangqiang Li , M. Amine Atoui , Xiangshun Li

Multivariate time series (MTS) data, when sampled irregularly and asynchronously, often present extensive missing values. Conventional methodologies for MTS analysis tend to rely on temporal embeddings based on timestamps that necessitate…

Machine Learning · Computer Science 2024-05-28 Chun-Kai Huang , Yi-Hsien Hsieh , Ta-Jung Chien , Li-Cheng Chien , Shao-Hua Sun , Tung-Hung Su , Jia-Horng Kao , Che Lin

Recent advancements in deep learning have led to the development of various models for long-term multivariate time-series forecasting (LMTF), many of which have shown promising results. Generally, the focus has been on…

Machine Learning · Computer Science 2024-02-28 Shiyi Qi , Zenglin Xu , Yiduo Li , Liangjian Wen , Qingsong Wen , Qifan Wang , Yuan Qi

Conventional machine learning methods are predominantly designed to predict outcomes based on a single data type. However, practical applications may encompass data of diverse types, such as text, images, and audio. We introduce…

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