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Distributed lag models (DLMs) express the cumulative and delayed dependence between pairs of time-indexed response and explanatory variables. In practical application, users of DLMs examine the estimated influence of a series of lagged…

Applications · Statistics 2018-01-23 Alastair Rushworth

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

Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…

Methodology · Statistics 2020-08-14 Ping Zhou , Zhen Yu , Jingyi Ma , Maozai Tian , Ye Fan

The proliferation of mobile devices generates a massive volume of time series across various domains, where effective time series forecasting enables a variety of real-world applications. This study focuses on a new problem of source-free…

Machine Learning · Computer Science 2025-11-03 Kangjia Yan , Chenxi Liu , Hao Miao , Xinle Wu , Yan Zhao , Chenjuan Guo , Bin Yang

Current approaches for time series forecasting, whether in the time or frequency domain, predominantly use deep learning models based on linear layers or transformers. They often encode time series data in a black-box manner and rely on…

Machine Learning · Computer Science 2025-10-14 Cheng He , Xijie Liang , Zengrong Zheng , Patrick P. C. Lee , Xu Huang , Zhaoyi Li , Hong Xie , Defu Lian , Enhong Chen

Recent works on parameter-efficient transfer learning (PETL) show the potential to adapt a pre-trained Vision Transformer to downstream recognition tasks with only a few learnable parameters. However, since they usually insert new…

Computer Vision and Pattern Recognition · Computer Science 2024-07-16 Taolin Zhang , Jiawang Bai , Zhihe Lu , Dongze Lian , Genping Wang , Xinchao Wang , Shu-Tao Xia

Despite the popularity of Model Compression and Multitask Learning, how to effectively compress a multitask model has been less thoroughly analyzed due to the challenging entanglement of tasks in the parameter space. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2022-06-10 Xinglong Sun , Ali Hassani , Zhangyang Wang , Gao Huang , Humphrey Shi

Dimensionality reduction is essential in simulation-based shape design, where high-dimensional parameterizations hinder optimization, surrogate modeling, and systematic design-space exploration. Parametric Model Embedding (PME) addresses…

Computational Engineering, Finance, and Science · Computer Science 2026-05-13 Andrea Serani , Giorgio Palma , Matteo Diez

Continual learning aims to incrementally acquire new concepts in data streams while resisting forgetting previous knowledge. With the rise of powerful pre-trained models (PTMs), there is a growing interest in training incremental learning…

Machine Learning · Computer Science 2024-11-05 Linglan Zhao , Xuerui Zhang , Ke Yan , Shouhong Ding , Weiran Huang

Long-term time series forecasting (LTSF) is a crucial aspect of modern society, playing a pivotal role in facilitating long-term planning and developing early warning systems. While many Transformer-based models have recently been…

Machine Learning · Computer Science 2023-05-31 Jiaxin Gao , Wenbo Hu , Yuntian Chen

Short fixed-length inputs are the main bottleneck of deep learning methods in long time-series forecasting tasks. Prolonging input length causes overfitting, rapidly deteriorating accuracy. Our research indicates that the overfitting is a…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu

Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…

Machine Learning · Computer Science 2024-09-05 Hafizh Raihan Kurnia Putra , Novanto Yudistira , Tirana Noor Fatyanosa

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…

Machine Learning · Computer Science 2025-11-19 Niklas Erdmann , Lars Bentsen , Roy Stenbro , Heine Nygard Riise , Narada Dilp Warakagoda , Paal E. Engelstad

This paper presents $\mathbf{OLinear}$, a $\mathbf{linear}$-based multivariate time series forecasting model that operates in an $\mathbf{o}$rthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast…

Machine Learning · Computer Science 2025-05-15 Wenzhen Yue , Yong Liu , Haoxuan Li , Hao Wang , Xianghua Ying , Ruohao Guo , Bowei Xing , Ji Shi

Deep learning (DL) approaches are being increasingly used for time-series forecasting, with many efforts devoted to designing complex DL models. Recent studies have shown that the DL success is often attributed to effective data…

Human-Computer Interaction · Computer Science 2023-07-28 Jianing Hao , Qing Shi , Yilin Ye , Wei Zeng

Standard Transformer architectures rely heavily on dense linear transformations, treating feature projection as a monolithic, full-rank operation. We argue that this formulation is inefficient and lacks the structural inductive bias…

Machine Learning · Computer Science 2026-02-10 Vladimer Khasia

Existing research largely attributes the global sequence modeling capability of Transformers to the explicit computation of attention weights, a process that inherently incurs quadratic computational complexity. In this work, we offer a…

Computer Vision and Pattern Recognition · Computer Science 2026-05-07 Ruize He , Dongchen Han , Gao Huang

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Machine Learning · Computer Science 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

Time-series representation learning is a fundamental task for time-series analysis. While significant progress has been made to achieve accurate representations for downstream applications, the learned representations often lack…

Machine Learning · Computer Science 2021-05-24 Yuening Li , Zhengzhang Chen , Daochen Zha , Mengnan Du , Denghui Zhang , Haifeng Chen , Xia Hu
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