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Time series analysis is of immense importance in extensive applications, such as weather forecasting, anomaly detection, and action recognition. This paper focuses on temporal variation modeling, which is the common key problem of extensive…

Machine Learning · Computer Science 2023-04-13 Haixu Wu , Tengge Hu , Yong Liu , Hang Zhou , Jianmin Wang , Mingsheng Long

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Session-based recommendations which predict the next action by understanding a user's interaction behavior with items within a relatively short ongoing session have recently gained increasing popularity. Previous research has focused on…

Information Retrieval · Computer Science 2023-10-23 Eunkyu Oh , Taehun Kim

Although many complex models were proposed to analyze time series data, some studies have demonstrated remarkable performance with simpler structures. A recent study proposed a non-parametric framework for 3D point cloud classification,…

Machine Learning · Computer Science 2026-05-12 Bowen Liu , Haijian Lai , Chan-Tong Lam , Junhao Dong , Benjamin Ng , Wei Ke , Sio-Kei Im

Time series has wide applications in the real world and is known to be difficult to forecast. Since its statistical properties change over time, its distribution also changes temporally, which will cause severe distribution shift problem to…

Machine Learning · Computer Science 2021-08-12 Yuntao Du , Jindong Wang , Wenjie Feng , Sinno Pan , Tao Qin , Renjun Xu , Chongjun Wang

Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data.…

Machine Learning · Computer Science 2024-02-26 Kun Yi , Qi Zhang , Hui He , Kaize Shi , Liang Hu , Ning An , Zhendong Niu

The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…

Econometrics · Economics 2026-01-21 Oliver Snellman

Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…

Machine Learning · Computer Science 2025-09-12 Shengsheng Lin , Haojun Chen , Haijie Wu , Chunyun Qiu , Weiwei Lin

As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A…

Machine Learning · Computer Science 2022-03-03 Fan Jin , Ke Zhang , Yipan Huang , Yifei Zhu , Baiping Chen

Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…

Machine Learning · Computer Science 2026-02-13 Md Rakibul Haque , Vishwa Goudar , Shireen Elhabian , Warren Woodrich Pettine

In recent years, 2D Convolutional Networks-based video action recognition has encouragingly gained wide popularity; However, constrained by the lack of long-range non-linear temporal relation modeling and reverse motion information…

Computer Vision and Pattern Recognition · Computer Science 2021-12-20 Yongkang Zhang , Jun Li , Guoming Wu , Han Zhang , Zhiping Shi , Zhaoxun Liu , Zizhang Wu

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

Covariates provide valuable information on external factors that influence time series and are critical in many real-world time series forecasting tasks. For example, in retail, covariates may indicate promotions or peak dates such as…

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

Machine Learning · Computer Science 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…

Machine Learning · Computer Science 2024-02-16 Jinliang Deng , Xiusi Chen , Renhe Jiang , Du Yin , Yi Yang , Xuan Song , Ivor W. Tsang

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Machine Learning · Computer Science 2025-09-12 Han Yu , Peikun Guo , Akane Sano

Transformer-based models have emerged as promising tools for time series forecasting. However, these model cannot make accurate prediction for long input time series. On the one hand, they failed to capture global dependencies within time…

Machine Learning · Computer Science 2023-08-16 YanJun Zhao , Ziqing Ma , Tian Zhou , Liang Sun , Mengni Ye , Yi Qian