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Related papers: Transparent Networks for Multivariate Time Series

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Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Multivariate time-series anomaly detection is critically important in many applications, including retail, transportation, power grid, and water treatment plants. Existing approaches for this problem mostly employ either statistical models…

Machine Learning · Computer Science 2023-11-17 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Khoa T. Phan , Shirui Pan , Yi-Ping Phoebe Chen , Wei Xiang

Latent feature modeling allows capturing the latent structure responsible for generating the observed properties of a set of objects. It is often used to make predictions either for new values of interest or missing information in the…

Machine Learning · Statistics 2018-03-09 Isabel Valera , Melanie F. Pradier , Maria Lomeli , Zoubin Ghahramani

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

Machine Learning · Computer Science 2020-07-09 Le Yu , Leilei Sun , Bowen Du , Chuanren Liu , Hui Xiong , Weifeng Lv

Time series shapelets are discriminative sub-sequences and their similarity to time series can be used for time series classification. Initial shapelet extraction algorithms searched shapelets by complete enumeration of all possible data…

Machine Learning · Computer Science 2017-11-03 Dripta S. Raychaudhuri , Josif Grabocka , Lars Schmidt-Thieme

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

Recent breakthroughs in natural language processing and computer vision, driven by efficient pre-training on large datasets, have enabled foundation models to excel on a wide range of tasks. However, this potential has not yet been fully…

Machine Learning · Computer Science 2025-02-03 Özgün Turgut , Philip Müller , Martin J. Menten , Daniel Rueckert

Very large time series are increasingly available from an ever wider range of IoT-enabled sensors deployed in different environments. Significant insights can be gained by mining temporal patterns from these time series. Unlike traditional…

Databases · Computer Science 2021-11-18 Van Long Ho , Nguyen Ho , Torben Bach Pedersen

Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal…

Machine Learning · Computer Science 2024-10-04 Siyang Li , Yize Chen , Hui Xiong

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

Time Series Forecasting (TSF) is an important application across many fields. There is a debate about whether Transformers, despite being good at understanding long sequences, struggle with preserving temporal relationships in time series…

Machine Learning · Computer Science 2025-10-20 Syed Tahir Hussain Rizvi , Neel Kanwal , Muddasar Naeem

Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…

Machine Learning · Computer Science 2023-06-08 Jiewen Deng , Jinliang Deng , Renhe Jiang , Xuan Song

Accurately predicting the behavior of complex dynamical systems, characterized by high-dimensional multivariate time series(MTS) in interconnected sensor networks, is crucial for informed decision-making in various applications to minimize…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Krishna Sai Sudhir Aripirala , Shivam Gupta , Venkataramana Runkana

Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…

Machine Learning · Computer Science 2022-05-26 Tianjie Wang , Jie Chen , Joel Vaughan , Vijayan N. Nair

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Machine Learning · Computer Science 2019-03-07 Matteo Maggiolo , Gerasimos Spanakis

Time series data is often composed of information at multiple time scales, particularly in biomedical data. While numerous deep learning strategies exist to capture this information, many make networks larger, require more data, are more…

Machine Learning · Computer Science 2025-01-22 Trevor Meyer , Camden Shultz , Najim Dehak , Laureano Moro-Velazquez , Pedro Irazoqui

The introduction of Transformer model has led to tremendous advancements in sequence modeling, especially in text domain. However, the use of attention-based models for video understanding is still relatively unexplored. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2021-03-19 Saurabh Sahu , Palash Goyal

There is nowadays a constant flux of data being generated and collected in all types of real world systems. These data sets are often indexed by time, space or both requiring appropriate approaches to analyze the data. In univariate…

Social and Information Networks · Computer Science 2021-10-20 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

Machine Learning · Computer Science 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates
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