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Related papers: Transparent Networks for Multivariate Time Series

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Neural networks have become a popular tool in predictive modelling, more commonly associated with machine learning and artificial intelligence than with statistics. Generalised Additive Models (GAMs) are flexible non-linear statistical…

Machine Learning · Statistics 2026-01-06 Jessica Doohan , Lucas Kook , Kevin Burke

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

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

Anomaly detection of time series, especially multivariate time series(time series with multiple sensors), has been focused on for several years. Though existing method has achieved great progress, there are several challenging problems to…

Machine Learning · Computer Science 2022-11-29 Weixuan Xiong , Xiaochen Sun

Generalized additive models (GAMs) have long been a powerful white-box tool for the intelligible analysis of tabular data, revealing the influence of each feature on the model predictions. Despite the success of neural networks (NNs) in…

Machine Learning · Computer Science 2024-10-08 Guangzhi Xiong , Sanchit Sinha , Aidong Zhang

Recently, evolving networks are becoming a suitable form to model many real-world complex systems, due to their peculiarities to represent the systems and their constituting entities, the interactions between the entities and the…

Artificial Intelligence · Computer Science 2017-09-21 Angelo Impedovo , Corrado Loglisci , Michelangelo Ceci

The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…

Machine Learning · Computer Science 2024-11-18 Anton Johansson , Arunselvan Ramaswamy

Time series analysis plays a critical role in numerous applications, supporting tasks such as forecasting, classification, anomaly detection, and imputation. In this work, we present the time series pattern machine (TSPM), a model designed…

Machine Learning · Computer Science 2025-05-20 Shiyu Wang , Jiawei Li , Xiaoming Shi , Zhou Ye , Baichuan Mo , Wenze Lin , Shengtong Ju , Zhixuan Chu , Ming Jin

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

Machine learning is permeating every conceivable domain to promote data-driven decision support. The focus is often on advanced black-box models due to their assumed performance advantages, whereas interpretable models are often associated…

Machine Learning · Computer Science 2024-09-24 Sven Kruschel , Nico Hambauer , Sven Weinzierl , Sandra Zilker , Mathias Kraus , Patrick Zschech

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

Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…

Machine Learning · Computer Science 2025-11-19 Victoria Hankemeier , Malte Schilling

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

Time series synthesis is an important research topic in the field of deep learning, which can be used for data augmentation. Time series data types can be broadly classified into regular or irregular. However, there are no existing…

Machine Learning · Computer Science 2022-10-12 Jinsung Jeon , Jeonghak Kim , Haryong Song , Seunghyeon Cho , Noseong Park

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

Established recurrent neural networks are well-suited to solve a wide variety of prediction tasks involving discrete sequences. However, they do not perform as well in the task of dynamical system identification, when dealing with…

Machine Learning · Computer Science 2019-11-22 Thomas Demeester

Co-evolving time series appears in a multitude of applications such as environmental monitoring, financial analysis, and smart transportation. This paper aims to address the following challenges, including (C1) how to incorporate explicit…

Machine Learning · Computer Science 2021-05-17 Baoyu Jing , Hanghang Tong , Yada Zhu

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

The Transformer architecture, underpinned by the self-attention mechanism, has become the de facto standard for sequence modeling tasks. However, its core computational primitive scales quadratically with sequence length (O(N^2)), creating…

Computation and Language · Computer Science 2025-09-03 Rishiraj Acharya