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Irregular multivariate time series (IMTS), characterized by uneven sampling and inter-variate asynchrony, fuel many forecasting applications yet remain challenging to model efficiently. Canonical Pre-Alignment (CPA) has been widely adopted…

Machine Learning · Computer Science 2025-12-02 Ziyu Zhou , Yiming Huang , Yanyun Wang , Yuankai Wu , James Kwok , Yuxuan Liang

Irregular multivariate time series forecasting is critical in many real-world applications, where time series are irregularly sampled and exhibit dynamically evolving missingness patterns. Although existing methods perform well in offline…

Machine Learning · Computer Science 2026-05-28 Haonan Wen , Hanyang Chen , Songhe Feng

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Modeling multiscale patterns is crucial for long-term time series forecasting (TSF). However, redundancy and noise in time series, together with semantic gaps between non-adjacent scales, make the efficient alignment and integration of…

Machine Learning · Computer Science 2026-02-19 Xu Zhang , Qitong Wang , Peng Wang , Wei Wang

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Pre-trained Language Models (PLMs), such as ChatGPT, have significantly advanced the field of natural language processing. This progress has inspired a series of innovative studies that explore the adaptation of PLMs to time series…

Artificial Intelligence · Computer Science 2025-06-06 Weijia Zhang , Chenlong Yin , Hao Liu , Hui Xiong

Irregular multivariate time series (IMTS) are prevalent in real-world applications across many fields, where varying sensor frequencies and asynchronous measurements pose significant modeling challenges. Existing solutions often rely on a…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Xiaofeng Hu , Xiaojian Cui , Kai Wang

Recently, multivariate time series forecasting tasks have garnered increasing attention due to their significant practical applications, leading to the emergence of various deep forecasting models. However, real-world time series exhibit…

Machine Learning · Computer Science 2024-07-16 Jiaxi Hu , Qingsong Wen , Sijie Ruan , Li Liu , Yuxuan Liang

In long-term multivariate time series forecasting, effectively capturing both periodic patterns and residual dynamics is essential. To address this within standard deep learning benchmark settings, we propose the Hierarchical Patching Mixer…

Machine Learning · Computer Science 2026-02-20 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

The efficiency of business processes relies on business key performance indicators (Biz-KPIs), that can be negatively impacted by IT failures. Business and IT Observability (BizITObs) data fuses both Biz-KPIs and IT event channels together…

In urban computing, precise and swift forecasting of multivariate time series data from traffic networks is crucial. This data incorporates additional spatial contexts such as sensor placements and road network layouts, and exhibits complex…

Machine Learning · Computer Science 2024-12-19 Tongtong Zhang , Zhiyong Cui , Bingzhang Wang , Yilong Ren , Haiyang Yu , Pan Deng , Yinhai Wang

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

Machine Learning · Computer Science 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability…

Machine Learning · Computer Science 2023-11-15 Onur Poyraz , Pekka Marttinen

Multivariate time series forecasting remains a challenge due to the complexity of local temporal dynamics and global dependencies across multiple variables. In this paper, we propose \textbf{N}eighboring \textbf{P}atching \textbf{Mixer}…

Machine Learning · Computer Science 2026-05-11 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Irregularly sampled time series data with missing values is observed in many fields like healthcare, astronomy, and climate science. Interpolation of these types of time series is crucial for tasks such as root cause analysis and medical…

Machine Learning · Computer Science 2024-01-15 Vijaya Krishna Yalavarthi , Johannes Burchert , Lars Schmidt-thieme

Time series~(TS) modeling is essential in dynamic systems like weather prediction and anomaly detection. Recent studies utilize Large Language Models (LLMs) for TS modeling, leveraging their powerful pattern recognition capabilities. These…

Machine Learning · Computer Science 2024-10-23 Can Chen , Gabriel Oliveira , Hossein Sharifi Noghabi , Tristan Sylvain

Heterogeneity and irregularity of multi-source data sets present a significant challenge to time-series analysis. In the literature, the fusion of multi-source time-series has been achieved either by using ensemble learning models which…

Machine Learning · Computer Science 2021-10-07 Futoon M. Abushaqra , Hao Xue , Yongli Ren , Flora D. Salim

Telemetry streams from large-scale Internet-connected systems (e.g., IoT deployments and online platforms) naturally form an irregular multivariate time series (IMTS) whose accurate forecasting is operationally vital. A closer examination…

Machine Learning · Computer Science 2026-02-04 Ziyu Zhou , Yuchen Fang , Weilin Ruan , Shiyu Wang , James Kwok , Yuxuan Liang

Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

Machine Learning · Computer Science 2019-11-26 Xianfeng Tang , Huaxiu Yao , Yiwei Sun , Charu Aggarwal , Prasenjit Mitra , Suhang Wang