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Disentangled representations, where the higher level data generative factors are reflected in disjoint latent dimensions, offer several benefits such as ease of deriving invariant representations, transferability to other tasks,…

Machine Learning · Computer Science 2018-12-31 Abhishek Kumar , Prasanna Sattigeri , Avinash Balakrishnan

Multivariate time series data provide a robust framework for future predictions by leveraging information across multiple dimensions, ensuring broad applicability in practical scenarios. However, their high dimensionality and mixing…

Machine Learning · Computer Science 2024-11-28 Xuanbing Zhu , Dunbin Shen , Zhongwen Rao , Huiyi Ma , Yingguang Hao , Hongyu Wang

Irregularly sampled multivariate time series (ISMTS) are prevalent in reality. Due to their non-uniform intervals between successive observations and varying sampling rates among series, the channel-independent (CI) strategy, which has been…

Machine Learning · Computer Science 2024-12-18 Jiexi Liu , Meng Cao , Songcan Chen

Accurate Multivariate Time Series (MTS) forecasting is crucial for collaborative design of complex systems, Digital Twin building, and maintenance ahead of time. However, the collaborative industrial environment presents new challenges for…

Machine Learning · Computer Science 2025-12-02 Shaoxun Wang , Xingjun Zhang , Kun Xia , Qianyang Li , Jiawei Cao , Zhendong Tan

Time Series foundation models (TSFMs) deliver strong forecasting performance through large-scale pretraining, but their large parameter sizes make deployment costly. While knowledge distillation offers a natural and effective approach for…

Machine Learning · Computer Science 2026-01-21 Yuqi Li , Kuiye Ding , Chuanguang Yang , Szu-Yu Chen , Yingli Tian

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

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

Machine Learning · Computer Science 2024-03-05 Shiyi Qi , Liangjian Wen , Yiduo Li , Yuanhang Yang , Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

Time series forecasting poses significant challenges in non-stationary environments where underlying patterns evolve over time. In this work, we propose a novel framework that enhances deep neural network (DNN) performance by leveraging…

Machine Learning · Computer Science 2025-08-12 Amal Saadallah , Abdulaziz Al-Ademi

Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

Machine Learning · Computer Science 2025-03-25 Davide Villaboni , Alberto Castellini , Ivan Luciano Danesi , Alessandro Farinelli

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…

Machine Learning · Computer Science 2024-08-14 Lifan Zhao , Yanyan Shen

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Machine Learning · Computer Science 2022-06-14 Benhan Li , Shengdong Du , Tianrui Li , Jie Hu , Zhen Jia

Long-term Time Series Forecasting (LTSF) is crucial across various domains, but complex deep models like Transformers are often prone to overfitting on extended sequences. Linear Fully Connected models have emerged as a powerful…

Machine Learning · Computer Science 2026-02-10 Yuang Zhao , Tianyu Li , Jiadong Chen , Shenrong Ye , Fuxin Jiang , Xiaofeng Gao

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their…

Machine Learning · Computer Science 2024-07-18 Ching Chang , Chiao-Tung Chan , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang