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Influence function, a technique rooted in robust statistics, has been adapted in modern machine learning for a novel application: data attribution -- quantifying how individual training data points affect a model's predictions. However, the…

Machine Learning · Computer Science 2024-12-03 Junwei Deng , Weijing Tang , Jiaqi W. Ma

The imputation of missing values represents a significant obstacle for many real-world data analysis pipelines. Here, we focus on time series data and put forward SSSD, an imputation model that relies on two emerging technologies,…

Machine Learning · Computer Science 2023-05-09 Juan Miguel Lopez Alcaraz , Nils Strodthoff

Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ''GAME,'' where models are ranked, compared, and declared…

Machine Learning · Computer Science 2026-03-10 Thanapol Phungtua-eng , Yoshitaka Yamamoto

Effective imputation is a crucial preprocessing step for time series analysis. Despite the development of numerous deep learning algorithms for time series imputation, the community lacks standardized and comprehensive benchmark platforms…

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are…

Machine Learning · Computer Science 2025-06-03 Minbo Ma , Kai Tang , Huan Li , Fei Teng , Dalin Zhang , Tianrui Li

The imputation of missing values in multivariate time series (MTS) data is critical in ensuring data quality and producing reliable data-driven predictive models. Apart from many statistical approaches, a few recent studies have proposed…

Machine Learning · Computer Science 2023-05-17 Maksims Kazijevs , Manar D. Samad

Forecast combination involves using multiple forecasts to create a single, more accurate prediction. Recently, feature-based forecasting has been employed to either select the most appropriate forecasting models or to optimize the weights…

Machine Learning · Computer Science 2023-12-14 Giovanni Felici , Antonio M. Sudoso

Missing values are common in real-world time series, and multivariate time series forecasting with missing values (MTSF-M) has become a crucial area of research for ensuring reliable predictions. To address the challenge of missing data,…

Machine Learning · Computer Science 2026-02-03 Jie Yang , Yifan Hu , Kexin Zhang , Luyang Niu , Philip S. Yu , Kaize Ding

Missing data are a concern in many real world data sets and imputation methods are often needed to estimate the values of missing data, but data sets with excessive missingness and high dimensionality challenge most approaches to…

Machine Learning · Statistics 2021-04-22 Andrew J. Becker , James P. Bagrow

Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several operations management activities, predominantly in supporting…

Methodology · Statistics 2020-11-18 Xiaoqian Wang , Yanfei Kang , Fotios Petropoulos , Feng Li

In Long-term Time Series Forecasting (LTSF), the lookback window is a critical hyperparameter often set arbitrarily, undermining the validity of model evaluations. We argue that the lookback window must be tuned on a per-task basis to…

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

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Machine Learning · Computer Science 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we introduce temporal Wasserstein imputation, a novel method for imputing missing data in time series. Unlike…

Methodology · Statistics 2025-08-15 Shuo-Chieh Huang , Tengyuan Liang , Ruey S. Tsay

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

Deep learning has shown strong performance in time series forecasting tasks. However, issues such as missing values and anomalies in sequential data hinder its further development in prediction tasks. Previous research has primarily focused…

Machine Learning · Computer Science 2025-12-17 Hua Wang , Jinghao Lu , Fan Zhang

Spatiotemporal data mining plays an important role in air quality monitoring, crowd flow modeling, and climate forecasting. However, the originally collected spatiotemporal data in real-world scenarios is usually incomplete due to sensor…

Machine Learning · Computer Science 2023-02-21 Mingzhe Liu , Han Huang , Hao Feng , Leilei Sun , Bowen Du , Yanjie Fu

Trajectory prediction is critical for autonomous driving, enabling safe and efficient planning in dense, dynamic traffic. Most existing methods optimize prediction accuracy under fixed-length observations. However, real-world driving often…

Robotics · Computer Science 2026-03-12 Hao Zhou , Lu Qi , Jason Li , Jie Zhang , Yi Liu , Xu Yang , Mingyu Fan , Fei Luo

Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by…

Machine Learning · Computer Science 2025-05-21 Jun Wang , Wenjie Du , Yiyuan Yang , Linglong Qian , Wei Cao , Keli Zhang , Wenjia Wang , Yuxuan Liang , Qingsong Wen