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Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency…

Machine Learning · Computer Science 2025-06-16 Kun Yi , Qi Zhang , Wei Fan , Longbing Cao , Shoujin Wang , Guodong Long , Liang Hu , Hui He , Qingsong Wen , Hui Xiong

Data summarization is the process of generating interpretable and representative subsets from a dataset. Existing time series summarization approaches often search for recurring subsequences using a set of manually devised similarity…

Machine Learning · Computer Science 2023-08-29 Alireza Ghods , Trong Nghia Hoang , Diane Cook

Time series forecasting (TSF) plays a crucial role in various applications, including medical monitoring and crop growth. Despite the advancements in deep learning methods for TSF, their capacity to predict long-term series remains…

Artificial Intelligence · Computer Science 2024-11-05 Rujia Shen , Yang Yang , Yaoxion Lin , Liangliang Liu , Boran Wang , Yi Guan , Jingchi Jiang

Parameter-efficient fine-tuning methods introduce a small number of training parameters, enabling pre-trained models to adapt rapidly to new data distributions. While these methods have shown promising results, they exhibit notable…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Weicai Yan , Xinhua Ma , Wang Lin , Tao Jin

Modeling human-human interactions from text remains challenging because it requires not only realistic individual dynamics but also precise, text-consistent spatiotemporal coupling between agents. Currently, progress is hindered by 1)…

Computer Vision and Pattern Recognition · Computer Science 2025-10-09 Qingxuan Wu , Zhiyang Dou , Chuan Guo , Yiming Huang , Qiao Feng , Bing Zhou , Jian Wang , Lingjie Liu

We introduce M2VN: Multi-Modal Volatility Network, a novel deep learning-based framework for financial volatility forecasting that unifies time series features with unstructured news data. M2VN leverages the representational power of deep…

Computational Finance · Quantitative Finance 2025-10-24 Yaxuan Kong , Yoontae Hwang , Marcus Kaiser , Chris Vryonides , Roel Oomen , Stefan Zohren

Heterogeneity in time series data is more pronounced than in vision or language, as temporal dynamics vary substantially across domains and tasks. Existing efforts on training time series foundation models (TSFMs) from scratch are often…

Machine Learning · Computer Science 2026-04-09 Shengchao Chen , Guodong Long , Dikai Liu , Jing Jiang

Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models…

Machine Learning · Computer Science 2025-04-09 Peiyuan Liu , Hang Guo , Tao Dai , Naiqi Li , Jigang Bao , Xudong Ren , Yong Jiang , Shu-Tao Xia

Sequence-to-Sequence (seq2seq) modeling has rapidly become an important general-purpose NLP tool that has proven effective for many text-generation and sequence-labeling tasks. Seq2seq builds on deep neural language modeling and inherits…

Computation and Language · Computer Science 2016-11-11 Sam Wiseman , Alexander M. Rush

Edit-based approaches have recently shown promising results on multiple monolingual sequence transduction tasks. In contrast to conventional sequence-to-sequence (Seq2Seq) models, which learn to generate text from scratch as they are…

Computation and Language · Computer Science 2022-05-11 Kostiantyn Omelianchuk , Vipul Raheja , Oleksandr Skurzhanskyi

Time series foundation models (TSFMs) have recently achieved remarkable success in universal forecasting by leveraging large-scale pretraining on diverse time series data. Complementing this progress, incorporating frequency-domain…

Machine Learning · Computer Science 2026-04-14 Shunyu Wu , Jiawei Huang , Weibin Feng , Boxin Li , Xiao Zhang , Erli Meng , Dan Li , Jian Lou , See-Kiong Ng

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed…

Machine Learning · Computer Science 2021-09-15 Wentao Xu , Weiqing Liu , Jiang Bian , Jian Yin , Tie-Yan Liu

In recent years, Deep Learning has been successfully applied to multimodal learning problems, with the aim of learning useful joint representations in data fusion applications. When the available modalities consist of time series data such…

Computer Vision and Pattern Recognition · Computer Science 2017-04-12 Xitong Yang , Palghat Ramesh , Radha Chitta , Sriganesh Madhvanath , Edgar A. Bernal , Jiebo Luo

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

We present a probabilistic language model for time-stamped text data which tracks the semantic evolution of individual words over time. The model represents words and contexts by latent trajectories in an embedding space. At each moment in…

Machine Learning · Statistics 2017-07-19 Robert Bamler , Stephan Mandt

Transformer-based models, despite their promise for long-term time series forecasting (LTSF), suffer from an inherent low-pass filtering effect that limits their effectiveness. This issue arises due to undifferentiated propagation of…

Machine Learning · Computer Science 2026-01-23 Jingjing Bai , Yoshinobu Kawahara