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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

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

With the rapid prevalence and explosive development of MOBA esports (Multiplayer Online Battle Arena electronic sports), much research effort has been devoted to automatically predicting game results (win predictions). While this task has…

Artificial Intelligence · Computer Science 2021-04-19 Zelong Yang , Zhufeng Pan , Yan Wang , Deng Cai , Xiaojiang Liu , Shuming Shi , Shao-Lun Huang

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

As time evolves, data within specific domains exhibit predictability that motivates time series forecasting to predict future trends from historical data. However, current deep forecasting methods can achieve promising performance but…

Machine Learning · Computer Science 2025-08-11 Ziran Liang , Rui An , Wenqi Fan , Yanghui Rao , Yuxuan Liang

Time-series forecasts are essential for planning and decision-making in many domains. Explainability is key to building user trust and meeting transparency requirements. Shapley Additive Explanations (SHAP) is a popular explainable AI…

Machine Learning · Computer Science 2025-12-24 Matthias Hertel , Sebastian Pütz , Ralf Mikut , Veit Hagenmeyer , Benjamin Schäfer

Interpretability has arisen as a key desideratum of machine learning models alongside performance. Approaches so far have been primarily concerned with fixed dimensional inputs emphasizing feature relevance or selection. In contrast, we…

Machine Learning · Computer Science 2018-07-03 Guang-He Lee , David Alvarez-Melis , Tommi S. Jaakkola

Modern time series forecasting increasingly relies on complex ensemble models generated by AutoML systems like AutoGluon, delivering superior accuracy but with significant costs to transparency and interpretability. This paper introduces a…

Machine Learning · Computer Science 2025-10-13 Yikai Zhao , Jiekai Ma

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…

The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main…

Machine Learning · Computer Science 2025-11-18 Xvyuan Liu , Xiangfei Qiu , Xingjian Wu , Zhengyu Li , Chenjuan Guo , Jilin Hu , Bin Yang

Data-driven surrogate modeling has surged in capability in recent years with the emergence of graph neural networks (GNNs), which can operate directly on mesh-based representations of data. The goal of this work is to introduce an…

Machine Learning · Computer Science 2024-10-25 Shivam Barwey , Hojin Kim , Romit Maulik

Although neural networks have seen tremendous success as predictive models in a variety of domains, they can be overly confident in their predictions on out-of-distribution (OOD) data. To be viable for safety-critical applications, like…

Robotics · Computer Science 2022-11-17 Masha Itkina , Mykel J. Kochenderfer

Multivariate time series (MTS) forecasting plays an important role in the automation and optimization of intelligent applications. It is a challenging task, as we need to consider both complex intra-variable dependencies and inter-variable…

Machine Learning · Computer Science 2023-04-11 Ling Chen , Donghui Chen , Zongjiang Shang , Binqing Wu , Cen Zheng , Bo Wen , Wei Zhang

We explore the promising performance of a transformer model in predicting outputs of parametric dynamical systems with external time-varying input signals. The outputs of such systems vary not only with physical parameters but also with…

Machine Learning · Computer Science 2025-05-02 Shuwen Sun , Lihong Feng , Peter Benner

Continuous stress forecasting could potentially contribute to lifestyle interventions. This paper presents a novel, explainable, and individualized approach for stress prediction using physiological data from consumer-grade smartwatches. We…

Machine Learning · Computer Science 2026-02-24 Xueyi Wang , Claudine J. C. Lamoth , Elisabeth Wilhelm

As generative AI increasingly mediates learning and decision-making, users often act effectively while struggling to interpret how system outcomes are produced. While Explainable Artificial Intelligence (XAI) research has primarily…

Human-Computer Interaction · Computer Science 2026-04-01 Shuai Guo

Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

Automated predictions require explanations to be interpretable by humans. Past work used attention and rationale mechanisms to find words that predict the target variable of a document. Often though, they result in a tradeoff between noisy…

Computation and Language · Computer Science 2020-12-22 Diego Antognini , Claudiu Musat , Boi Faltings
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