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We introduce Domain-specific Masks for Generalization, a model for improving both in-domain and out-of-domain generalization performance. For domain generalization, the goal is to learn from a set of source domains to produce a single model…

Computer Vision and Pattern Recognition · Computer Science 2020-09-01 Prithvijit Chattopadhyay , Yogesh Balaji , Judy Hoffman

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural…

Machine Learning · Computer Science 2024-04-03 Defu Cao , Furong Jia , Sercan O Arik , Tomas Pfister , Yixiang Zheng , Wen Ye , Yan Liu

Time-series data is a vital modality within data science communities. This is particularly valuable in financial applications, where it helps in detecting patterns, understanding market behavior, and making informed decisions based on…

Statistical Finance · Quantitative Finance 2025-06-10 Xueying Ding , Aakriti Mittal , Achintya Gopal

Domain shift refers to the well known problem that a model trained in one source domain performs poorly when applied to a target domain with different statistics. {Domain Generalization} (DG) techniques attempt to alleviate this issue by…

Machine Learning · Computer Science 2017-10-11 Da Li , Yongxin Yang , Yi-Zhe Song , Timothy M. Hospedales

Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operation. Yet, it remains largely a dataset-specific task, requiring comprehensive training data,…

Machine Learning · Computer Science 2026-04-27 Marco Obermeier , Marco Pruckner , Florian Haselbeck , Andreas Zeiselmair

Time series forecasting with limited data is a challenging yet critical task. While transformers have achieved outstanding performances in time series forecasting, they often require many training samples due to the large number of…

Machine Learning · Computer Science 2019-10-23 Yunkai Zhang , Qiao Jiang , Shurui Li , Xiaoyong Jin , Xueying Ma , Xifeng Yan

As training datasets grow larger, we aspire to develop models that generalize well to any diverse test distribution, even if the latter deviates significantly from the training data. Various approaches like domain adaptation, domain…

Machine Learning · Computer Science 2024-10-10 Andreas Loukas , Karolis Martinkus , Ed Wagstaff , Kyunghyun Cho

In this work, we focus on robust time series representation learning. Our assumption is that real-world time series is noisy and complementary information from different views of the same time series plays an important role while analyzing…

Machine Learning · Computer Science 2023-08-25 Weiqi Zhang , Jianfeng Zhang , Jia Li , Fugee Tsung

Real-world time series data that commonly reflect sequential human behavior are often uniquely irregularly sampled and sparse, with highly nonuniform sampling over time and entities. Yet, commonly-used pretraining and augmentation methods…

Machine Learning · Computer Science 2023-08-29 Nicasia Beebe-Wang , Sayna Ebrahimi , Jinsung Yoon , Sercan O. Arik , Tomas Pfister

Self-supervised foundation models have achieved remarkable success across domains, including time series. However, the potential of non-contrastive methods, a paradigm that has driven significant advances in computer vision, remains…

Machine Learning · Computer Science 2026-03-03 Yessin Moakher , Youssef Attia El Hili , Vasilii Feofanov

Time series data plays a critical role across diverse domains such as healthcare, energy, and finance, where tasks like classification, anomaly detection, and forecasting are essential for informed decision-making. Recently, large language…

Machine Learning · Computer Science 2024-12-18 Francis Tang , Ying Ding

Frequency domain representation of time series feature offers a concise representation for handling real-world time series data with inherent complexity and dynamic nature. However, current frequency-based methods with complex operations…

Computer Vision and Pattern Recognition · Computer Science 2024-07-22 Xianing Chen , Hanting Chen , Hailin Hu

Time series analysis is widely used in extensive areas. Recently, to reduce labeling expenses and benefit various tasks, self-supervised pre-training has attracted immense interest. One mainstream paradigm is masked modeling, which…

Machine Learning · Computer Science 2023-10-24 Jiaxiang Dong , Haixu Wu , Haoran Zhang , Li Zhang , Jianmin Wang , Mingsheng Long

Using pre-trained large language models (LLMs) as a backbone for time series prediction has recently attracted growing research interest. Existing approaches typically split time series into patches, map them to the token space of LLMs via…

Machine Learning · Computer Science 2026-03-09 Xinyu Zhang , Shanshan Feng , Xutao Li , Kenghong Lin , Fan Li , Pengfei Jia

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

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

Time series anomaly detection presents various challenges due to the sequential and dynamic nature of time-dependent data. Traditional unsupervised methods frequently encounter difficulties in generalization, often overfitting to known…

Machine Learning · Statistics 2025-07-30 Aitor Sánchez-Ferrera , Borja Calvo , Jose A. Lozano

This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…

Machine Learning · Computer Science 2024-10-10 Xu Yan , Yaoting Jiang , Wenyi Liu , Didi Yi , Jianjun Wei

The present study explores the interpretability of latent spaces produced by time series foundation models, focusing on their potential for visual analysis tasks. Specifically, we evaluate the MOMENT family of models, a set of…

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu
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