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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

Time series forecasting is a critical task in domains such as energy, finance, and meteorology, where accurate long-term predictions are essential. While Transformer-based models have shown promise in capturing temporal dependencies, their…

Machine Learning · Computer Science 2024-12-10 Zhenkai Qin , Baozhong Wei , Caifeng Gao , Jianyuan Ni

Modeling continuous-time dynamics on irregular time series is critical to account for data evolution and correlations that occur continuously. Traditional methods including recurrent neural networks or Transformer models leverage inductive…

Machine Learning · Computer Science 2024-02-19 Yuqi Chen , Kan Ren , Yansen Wang , Yuchen Fang , Weiwei Sun , Dongsheng Li

Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…

Machine Learning · Computer Science 2025-11-18 Ziling Fan , Ruijia Liang , Yiwen Hu

An Anomaly Detection (AD) System for Self-diagnosis has been developed for Multiphase Flow Meter (MPFM). The system relies on machine learning algorithms for time series forecasting, historical data have been used to train a model and to…

Machine Learning · Computer Science 2023-01-03 Tommaso Barbariol , Davide Masiero , Enrico Feltresi , Gian Antonio Susto

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…

Long-term time series forecasting (LTSF) is hampered by the challenge of modeling complex dependencies that span multiple temporal scales and frequency resolutions. Existing methods, including Transformer and MLP-based models, often…

Machine Learning · Computer Science 2025-09-22 Qianyang Li , Xingjun Zhang , Shaoxun Wang , Jia Wei

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

Machine Learning · Computer Science 2024-03-26 Shuhan Zhong , Sizhe Song , Weipeng Zhuo , Guanyao Li , Yang Liu , S. -H. Gary Chan

This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…

Machine Learning · Computer Science 2017-10-03 Ben D. Fulcher

We consider the mathematical background of the wavefront sensor type that is widely used in Adaptive Optics systems for astronomy, microscopy, and ophthalmology. The theoretical analysis of the pyramid sensor forward operators presented in…

Instrumentation and Methods for Astrophysics · Physics 2019-05-01 Victoria Hutterer , Ronny Ramlau , Iuliia Shatokhina

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Many real-world time series exhibit multiple seasonality with different lengths. The removal of seasonal components is crucial in numerous applications of time series, including forecasting and anomaly detection. However, many…

Applications · Statistics 2021-09-21 Linxiao Yang , Qingsong Wen , Bo Yang , Liang Sun

Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large…

Machine Learning · Statistics 2018-05-15 Anthony Tompkins , Fabio Ramos

With the proliferation of mobile sensing techniques, huge amounts of time series data are generated and accumulated in various domains, fueling plenty of real-world applications. In this setting, time series anomaly detection is practically…

Machine Learning · Computer Science 2024-07-08 Ronghui Xu , Hao Miao , Senzhang Wang , Philip S. Yu , Jianxin Wang

We develop methodology and theory for the detection of a phase transition in a time-series of high-dimensional random matrices. In the model we study, at each time point \( t = 1,2,\ldots \), we observe a deformed Wigner matrix \(…

Statistics Theory · Mathematics 2025-07-08 Nina Dörnemann , Piotr Kokoszka , Tim Kutta , Sunmin Lee

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

What can we learn about a scene by watching it for months or years? A video recorded over a long timespan will depict interesting phenomena at multiple timescales, but identifying and viewing them presents a challenge. The video is too long…

Computer Vision and Pattern Recognition · Computer Science 2023-05-02 Melissa E. Swift , Wyatt Ayers , Sophie Pallanck , Scott Wehrwein

It is imperative to discern the relationships between multiple time series for accurate forecasting. In particular, for stock prices, components are often divided into groups with the same characteristics, and a model that extracts…

Machine Learning · Computer Science 2023-05-16 Ryo Umagami , Yu Ono , Yusuke Mukuta , Tatsuya Harada

Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system…

Machine Learning · Computer Science 2024-09-04 Zahra Zamanzadeh Darban , Geoffrey I. Webb , Shirui Pan , Charu C. Aggarwal , Mahsa Salehi