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Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate relationships, CD captures all dependencies without distinction,…

Machine Learning · Computer Science 2025-05-21 Yifan Hu , Guibin Zhang , Peiyuan Liu , Disen Lan , Naiqi Li , Dawei Cheng , Tao Dai , Shu-Tao Xia , Shirui Pan

Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…

Machine Learning · Computer Science 2025-04-01 Chenxi Liu , Qianxiong Xu , Hao Miao , Sun Yang , Lingzheng Zhang , Cheng Long , Ziyue Li , Rui Zhao

Modeling of high-dimensional data is very important to categorize different classes. We develop a new mixture model called Multinomial cluster-weighted model (MCWM). We derive the identifiability of a general class of MCWM. We estimate the…

Methodology · Statistics 2022-08-25 Kehinde Olobatuyi , Oludare Ariyo

Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the…

Machine Learning · Computer Science 2025-09-26 Jintao Zhang , Mingyue Cheng , Xiaoyu Tao , Zhiding Liu , Daoyu Wang

Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…

Machine Learning · Computer Science 2020-10-13 Nuno Mota Goncalves , Ioana Giurgiu , Anika Schumann

Clustering high-dimensional multivariate spatiotemporal climate data is challenging due to complex temporal dependencies, evolving spatial interactions, and non-stationary dynamics. Conventional clustering methods, including recurrent and…

Machine Learning · Computer Science 2025-09-17 Francis Ndikum Nji , Vandana Janaja , Jianwu Wang

Climate models (CM) are used to evaluate the impact of climate change on the risk of floods and strong precipitation events. However, these numerical simulators have difficulties representing precipitation events accurately, mainly due to…

Computational Engineering, Finance, and Science · Computer Science 2021-02-15 Rilwan Adewoyin , Peter Dueben , Peter Watson , Yulan He , Ritabrata Dutta

Through Ecological Momentary Assessment (EMA) studies, a number of time-series data is collected across multiple individuals, continuously monitoring various items of emotional behavior. Such complex data is commonly analyzed in an…

Machine Learning · Computer Science 2023-10-12 Mandani Ntekouli , Gerasimos Spanakis , Lourens Waldorp , Anne Roefs

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local…

Machine Learning · Computer Science 2026-01-06 Kuiye Ding , Fanda Fan , Chunyi Hou , Zheya Wang , Lei Wang , Zhengxin Yang , Jianfeng Zhan

In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…

Machine Learning · Computer Science 2023-02-23 Ryohei Umatani , Takashi Imai , Kaoru Kawamoto , Shutaro Kunimasa

Anomaly detection in multivariate time series is challenging as heterogeneous subsequence anomalies may occur. Reconstruction-based methods, which focus on learning normal patterns in the frequency domain to detect diverse abnormal…

Machine Learning · Computer Science 2025-05-09 Xingjian Wu , Xiangfei Qiu , Zhengyu Li , Yihang Wang , Jilin Hu , Chenjuan Guo , Hui Xiong , Bin Yang

Accurate short-term precipitation forecasting is critical for weather-sensitive decision-making in agriculture, transportation, and disaster response. Existing deep learning approaches often struggle to balance global structural consistency…

Computer Vision and Pattern Recognition · Computer Science 2026-02-16 Penghui Wen , Mengwei He , Patrick Filippi , Na Zhao , Feng Zhang , Thomas Francis Bishop , Zhiyong Wang , Kun Hu

Time-series forecasting is crucial for numerous real-world applications including weather prediction and financial market modeling. While temporal-domain methods remain prevalent, frequency-domain approaches can effectively capture…

Machine Learning · Computer Science 2025-08-05 Zhixuan Li , Naipeng Chen , Seonghwa Choi , Sanghoon Lee , Weisi Lin

Multivariate time series forecasting tasks are usually conducted in a channel-dependent (CD) way since it can incorporate more variable-relevant information. However, it may also involve a lot of irrelevant variables, and this even leads to…

Machine Learning · Computer Science 2024-05-15 Qinshuo Liu , Yanwen Fang , Pengtao Jiang , Guodong Li

Weather forecasting is crucial for public safety, disaster prevention and mitigation, agricultural production, and energy management, with global relevance. Although deep learning has significantly advanced weather prediction, current…

Machine Learning · Computer Science 2025-02-18 Shixuan Li , Wei Yang , Peiyu Zhang , Xiongye Xiao , Defu Cao , Yuehan Qin , Xiaole Zhang , Yue Zhao , Paul Bogdan

Time series forecasting is vital across many domains, yet existing models struggle with fixed-length inputs and inadequate multi-scale modeling. We propose MR-CDM, a framework combining hierarchical multi-resolution trend decomposition, an…

Machine Learning · Computer Science 2026-04-09 Xianyong Xu , Yuanjun Zuo , Zhihong Huang , Yihan Qin , Haoxian Xu , Leilei Du , Haotian Wang

Clustering is a powerful tool which has been used in several forecasting works, such as time series forecasting, real time storm detection, flood forecasting and so on. In this paper, a generic methodology for weather forecasting is…

Computers and Society · Computer Science 2014-06-19 Sanjay Chakraborty , N. K. Nagwani , Lopamudra Dey

Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

Machine Learning · Computer Science 2025-03-25 Davide Villaboni , Alberto Castellini , Ivan Luciano Danesi , Alessandro Farinelli

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Multivariate time series forecasting is widely applied in fields such as transportation, energy, and finance. However, the data commonly suffers from issues of multi-scale characteristics, weak correlations, and noise interference, which…

Machine Learning · Computer Science 2026-03-02 Xiang Ao