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Multivariate time series (MTS) classification is foundational to pervasive computing and financial analysis, yet existing multi-scale paradigms are often constrained by suboptimal representation fidelity. We identify two critical…

Machine Learning · Computer Science 2026-05-22 Fan Zhang , Yating Cui , Hua Wang

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Machine Learning · Computer Science 2023-10-02 Kevin Roy , Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

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

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle…

Machine Learning · Statistics 2020-01-03 Changwei Hu , Yifan Hu , Sungyong Seo

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

Recent work has shown the efficiency of deep learning models such as Fully Convolutional Networks (FCN) or Recurrent Neural Networks (RNN) to deal with Time Series Regression (TSR) problems. These models sometimes need a lot of data to be…

Machine Learning · Computer Science 2021-11-03 Sebastian Pineda Arango , Felix Heinrich , Kiran Madhusudhanan , Lars Schmidt-Thieme

Similarity measures for time series are important problems for time series classification. To handle the nonlinear time distortions, Dynamic Time Warping (DTW) has been widely used. However, DTW is not learnable and suffers from a trade-off…

Computer Vision and Pattern Recognition · Computer Science 2023-09-14 Shinnosuke Matsuo , Xiaomeng Wu , Gantugs Atarsaikhan , Akisato Kimura , Kunio Kashino , Brian Kenji Iwana , Seiichi Uchida

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

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

In high stakes applications such as healthcare and finance analytics, the interpretability of predictive models is required and necessary for domain practitioners to trust the predictions. Traditional machine learning models, e.g., logistic…

Signal Processing · Electrical Eng. & Systems 2020-03-27 Kaiping Zheng , Shaofeng Cai , Horng Ruey Chua , Wei Wang , Kee Yuan Ngiam , Beng Chin Ooi

We introduce the concept of multiple temporal perspectives, a novel approach applicable to Recurrent Neural Network (RNN) architectures for enhancing their understanding of sequential data. This method involves maintaining diverse temporal…

Machine Learning · Computer Science 2024-07-15 Razvan-Gabriel Dumitru , Darius Peteleaza , Mihai Surdeanu

Traditional saliency map methods, popularized in computer vision, highlight individual points (pixels) of the input that contribute the most to the model's output. However, in time series, they offer limited insights, as semantically…

Machine Learning · Computer Science 2026-05-08 Christodoulos Kechris , Jonathan Dan , David Atienza

Image restoration has witnessed significant advancements with the development of deep learning models. Transformer-based models, particularly those using window-based self-attention, have become a dominant force. However, their performance…

Computer Vision and Pattern Recognition · Computer Science 2025-12-30 Gang Wu , Junjun Jiang , Kui Jiang , Xianming Liu , Liqiang Nie

Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…

Machine Learning · Computer Science 2023-08-29 Chaoqun Wang , Yijun Li , Xiangqian Sun , Qi Wu , Dongdong Wang , Zhixiang Huang

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Video large language models have achieved remarkable performance in tasks such as video question answering, however, their temporal understanding remains suboptimal. To address this limitation, we curate a dedicated instruction fine-tuning…

Computer Vision and Pattern Recognition · Computer Science 2025-08-08 Yunxiao Wang , Meng Liu , Wenqi Liu , Xuemeng Song , Bin Wen , Fan Yang , Tingting Gao , Di Zhang , Guorui Zhou , Liqiang Nie

Time series analysis is crucial in diverse scenarios. Beyond forecasting, considerable real-world tasks are categorized into classification, imputation, and anomaly detection, underscoring different capabilities termed time series…

Machine Learning · Computer Science 2025-03-03 Haoran Zhang , Yong Liu , Yunzhong Qiu , Haixuan Liu , Zhongyi Pei , Jianmin Wang , Mingsheng Long

We propose an efficient fine-tuning method for time series foundation models, termed TRACE: Time Series Parameter Efficient Fine-tuning. While pretrained time series foundation models are gaining popularity, they face the following…

Machine Learning · Computer Science 2025-11-24 Yuze Li , Wei Zhu

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba