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Time series forecasting is crucial for various applications, such as weather forecasting, power load forecasting, and financial analysis. In recent studies, MLP-mixer models for time series forecasting have been shown as a promising…

Machine Learning · Computer Science 2024-12-24 Md Mahmuddun Nabi Murad , Mehmet Aktukmak , Yasin Yilmaz

Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…

Machine Learning · Computer Science 2020-10-06 Yang Jiao , Kai Yang , Shaoyu Dou , Pan Luo , Sijia Liu , Dongjin Song

Compared to frequent pattern mining, sequential pattern mining emphasizes the temporal aspect and finds broad applications across various fields. However, numerous studies treat temporal events as single time points, neglecting their…

Databases · Computer Science 2025-07-18 Shuang Liang , Lili Chen , Wensheng Gan , Philip S. Yu , Shengjie Zhao

Time series data is fundamental to decision-making across many domains including healthcare, finance, power systems, and logistics. However, analyzing this data correctly often requires incorporating unstructured contextual information,…

Machine Learning · Computer Science 2026-03-17 Felix Parker , Nimeesha Chan , Chi Zhang , Kimia Ghobadi

Irregularly sampled time series are increasingly prevalent, particularly in medical domains. While various specialized methods have been developed to handle these irregularities, effectively modeling their complex dynamics and pronounced…

Machine Learning · Computer Science 2023-11-01 Zekun Li , Shiyang Li , Xifeng Yan

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Machine Learning · Computer Science 2025-06-13 Zhe Li , Xiangfei Qiu , Peng Chen , Yihang Wang , Hanyin Cheng , Yang Shu , Jilin Hu , Chenjuan Guo , Aoying Zhou , Christian S. Jensen , Bin Yang

Time-series data is critical across many scientific and industrial domains, including environmental analysis, agriculture, transportation, and finance. However, mining insights from this data typically requires deep domain expertise, a…

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

Time series analysis is crucial in diverse scenarios. Beyond forecasting, considerable real-world tasks are categorized into classification, imputation, and anomaly detection, underscoring different capabilities termed time series…

Machine Learning · Computer Science 2025-03-03 Haoran Zhang , Yong Liu , Yunzhong Qiu , Haixuan Liu , Zhongyi Pei , Jianmin Wang , Mingsheng Long

Recently, deep learning has driven significant advancements in multivariate time series forecasting (MTSF) tasks. However, much of the current research in MTSF tends to evaluate models from a holistic perspective, which obscures the…

Machine Learning · Computer Science 2025-09-23 Shuang Liang , Chaochuan Hou , Xu Yao , Shiping Wang , Minqi Jiang , Songqiao Han , Hailiang Huang

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

In this paper, we propose a novel method of model-based time series clustering with mixtures of general state space models (MSSMs). Each component of MSSMs is associated with each cluster. An advantage of the proposed method is that it…

Machine Learning · Computer Science 2024-08-23 Ryoichi Ishizuka , Takashi Imai , Kaoru Kawamoto

Time series forecasting is vital across many domains, yet existing models struggle with fixed-length inputs and inadequate multi-scale modeling. We propose MR-CDM, a framework combining hierarchical multi-resolution trend decomposition, an…

Machine Learning · Computer Science 2026-04-09 Xianyong Xu , Yuanjun Zuo , Zhihong Huang , Yihan Qin , Haoxian Xu , Leilei Du , Haotian Wang

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

Many of today's data is time-series data originating from various sources, such as sensors, transaction systems, or production systems. Major challenges with such data include privacy and business sensitivity. Generative time-series models…

Machine Learning · Computer Science 2024-06-19 David Bergström , Mattias Tiger , Fredrik Heintz

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

Machine Learning · Computer Science 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Time series classification (TSC), the problem of predicting class labels of time series, has been around for decades within the community of data mining and machine learning, and found many important applications such as biomedical…

Computer Vision and Pattern Recognition · Computer Science 2016-05-12 Zhicheng Cui , Wenlin Chen , Yixin Chen

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have…

Machine Learning · Computer Science 2024-06-19 Yuxuan Liang , Haomin Wen , Yuqi Nie , Yushan Jiang , Ming Jin , Dongjin Song , Shirui Pan , Qingsong Wen

Time series analysis is crucial in fields like finance, transportation, and industry. However, traditional models often focus solely on temporal features, limiting their ability to capture underlying information. This paper proposes a novel…

Machine Learning · Computer Science 2025-03-12 Shule Hao , Junpeng Bao , Chuncheng Lu