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Independent Component Analysis (ICA) is a foundational tool for unsupervised representation learning, yet its high-dimensional theory remains largely limited to single-component recovery. We develop an asymptotically exact mean-field theory…

Machine Learning · Statistics 2026-05-12 Eser Ilke Genc , Samet Demir , Zafer Dogan

There has been an emergence of various models for long-term time series forecasting. Recent studies have demonstrated that a single linear layer, using Channel Dependent (CD) or Channel Independent (CI) modeling, can even outperform a large…

Machine Learning · Computer Science 2023-12-20 Yuan Peiwen , Zhu Changsheng

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Machine Learning · Computer Science 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

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

Time-series representation learning is a fundamental task for time-series analysis. While significant progress has been made to achieve accurate representations for downstream applications, the learned representations often lack…

Machine Learning · Computer Science 2021-05-24 Yuening Li , Zhengzhang Chen , Daochen Zha , Mengnan Du , Denghui Zhang , Haifeng Chen , Xia Hu

Currently, machine learning is widely used across various domains, including time series data analysis. However, some machine learning models function as black boxes, making interpretability a critical concern. One approach to address this…

Machine Learning · Computer Science 2025-12-01 Keita Kinjo

Solar power harbors immense potential in mitigating climate change by substantially reducing CO$_{2}$ emissions. Nonetheless, the inherent variability of solar irradiance poses a significant challenge for seamlessly integrating solar power…

Machine Learning · Computer Science 2023-10-24 Oussama Boussif , Ghait Boukachab , Dan Assouline , Stefano Massaroli , Tianle Yuan , Loubna Benabbou , Yoshua Bengio

Recent advances in nonlinear Independent Component Analysis (ICA) provide a principled framework for unsupervised feature learning and disentanglement. The central idea in such works is that the latent components are assumed to be…

Machine Learning · Statistics 2020-06-23 Hermanni Hälvä , Aapo Hyvärinen

Time series is a collection of data instances that are ordered according to a time stamp. Stock prices, temperature, etc are examples of time series data in real life. Time series data are used for forecasting sales, predicting trends.…

Human-Computer Interaction · Computer Science 2024-04-25 Sathya Krishnan Suresh , Shunmugapriya P

Processing and analyzing time series data\-sets have become a central issue in many domains requiring data management systems to support time series as a native data type. A crucial prerequisite of these systems is time series matching,…

Databases · Computer Science 2021-10-12 Lars Kegel , Claudio Hartmann , Maik Thiele , Wolfgang Lehner

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

Most sequential recommendation models capture the features of consecutive items in a user-item interaction history. Though effective, their representation expressiveness is still hindered by the sparse learning signals. As a result, the…

Information Retrieval · Computer Science 2021-06-30 Xu Yuan , Hongshen Chen , Yonghao Song , Xiaofang Zhao , Zhuoye Ding , Zhen He , Bo Long

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

With the growing availability of multi-domain time series data, there is an increasing demand for general forecasting models pre-trained on multi-source datasets to support diverse downstream prediction scenarios. Existing time series…

Machine Learning · Computer Science 2025-09-09 Yihang Wang , Yuying Qiu , Peng Chen , Kai Zhao , Yang Shu , Zhongwen Rao , Lujia Pan , Bin Yang , Chenjuan Guo

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

Computation and Language · Computer Science 2025-08-05 Taibiao Zhao , Xiaobing Chen , Mingxuan Sun

Forecasting is critical in areas such as finance, biology, and healthcare. Despite the progress in the field, making accurate forecasts remains challenging because real-world time series contain both global trends, local fine-grained…

Machine Learning · Computer Science 2026-01-01 Zihao Chen , Alexandre Andre , Wenrui Ma , Ian Knight , Sergey Shuvaev , Eva Dyer

In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…

Artificial Intelligence · Computer Science 2023-02-01 Yuanpeng He

Although the widespread use of AI systems in today's world is growing, many current AI systems are found vulnerable due to hidden bias and missing information, especially in the most commonly used forecasting system. In this work, we…

Machine Learning · Computer Science 2024-07-30 Zhixuan Chu , Hui Ding , Guang Zeng , Shiyu Wang , Yiming Li

Time Series Classification (TSC) has been an important and challenging task in data mining, especially on multivariate time series and multi-view time series data sets. Meanwhile, transfer learning has been widely applied in computer vision…

Machine Learning · Computer Science 2019-10-18 Donglin Zhan , Shiyu Yi , Dongli Xu , Xiao Yu , Denglin Jiang , Siqi Yu , Haoting Zhang , Wenfang Shangguan , Weihua Zhang