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We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and model selection techniques. The paper generalises and extends…

Methodology · Statistics 2026-02-20 Gudmund Hermansen , Nils Lid Hjort , Martin Jullum

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

Multivariate time series naturally exist in many fields, like energy, bioinformatics, signal processing, and finance. Most of these applications need to be able to compare these structured data. In this context, dynamic time warping (DTW)…

Machine Learning · Computer Science 2016-10-18 Maria-Irina Nicolae , Éric Gaussier , Amaury Habrard , Marc Sebban

Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an…

Machine Learning · Computer Science 2024-09-23 Nina Żukowska , Mononito Goswami , Michał Wiliński , Willa Potosnak , Artur Dubrawski

Classification of multi-dimensional time series from real-world systems require fine-grained learning of complex features such as cross-dimensional dependencies and intra-class variations-all under the practical challenge of low training…

Machine Learning · Computer Science 2025-05-16 Anushiya Arunan , Yan Qin , Xiaoli Li , Yuen Chau

Deploying models on target domain data subject to distribution shift requires adaptation. Test-time training (TTT) emerges as a solution to this adaptation under a realistic scenario where access to full source domain data is not available,…

Machine Learning · Computer Science 2023-03-21 Yongyi Su , Xun Xu , Tianrui Li , Kui Jia

Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between…

Machine Learning · Statistics 2017-06-30 Karl Øyvind Mikalsen , Filippo Maria Bianchi , Cristina Soguero-Ruiz , Robert Jenssen

In 2002, the UCR time series classification archive was first released with sixteen datasets. It gradually expanded, until 2015 when it increased in size from 45 datasets to 85 datasets. In October 2018 more datasets were added, bringing…

Machine Learning · Computer Science 2018-11-02 Anthony Bagnall , Hoang Anh Dau , Jason Lines , Michael Flynn , James Large , Aaron Bostrom , Paul Southam , Eamonn Keogh

Test-time adaptation (TTA) seeks to tackle potential distribution shifts between training and testing data by adapting a given model w.r.t. any testing sample. This task is particularly important for deep models when the test environment…

Machine Learning · Computer Science 2022-06-01 Shuaicheng Niu , Jiaxiang Wu , Yifan Zhang , Yaofo Chen , Shijian Zheng , Peilin Zhao , Mingkui Tan

Real-world environments are inherently non-stationary, frequently introducing new classes over time. This is especially common in time series classification, such as the emergence of new disease classification in healthcare or the addition…

Machine Learning · Computer Science 2024-08-06 Zhongzheng Qiao , Quang Pham , Zhen Cao , Hoang H Le , P. N. Suganthan , Xudong Jiang , Ramasamy Savitha

Recent breakthroughs in natural language processing and computer vision, driven by efficient pre-training on large datasets, have enabled foundation models to excel on a wide range of tasks. However, this potential has not yet been fully…

Machine Learning · Computer Science 2025-02-03 Özgün Turgut , Philip Müller , Martin J. Menten , Daniel Rueckert

The study of natural and human-made processes often results in long sequences of temporally-ordered values, aka time series (TS). Such processes often consist of multiple states, e.g. operating modes of a machine, such that state changes in…

Machine Learning · Computer Science 2023-02-17 Arik Ermshaus , Patrick Schäfer , Ulf Leser

Understanding temporal information and how the visual world changes over time is a fundamental ability of intelligent systems. In video understanding, temporal information is at the core of many current challenges, including compression,…

Computer Vision and Pattern Recognition · Computer Science 2019-10-31 Laura Sevilla-Lara , Shengxin Zha , Zhicheng Yan , Vedanuj Goswami , Matt Feiszli , Lorenzo Torresani

The classification of time-series data is pivotal for streaming data and comes with many challenges. Although the amount of publicly available datasets increases rapidly, deep neural models are only exploited in a few areas. Traditional…

Machine Learning · Computer Science 2021-09-27 Dominique Mercier , Andreas Dengel , Sheraz Ahmed

Time series classification problems have drawn increasing attention in the machine learning and statistical community. Closely related is the field of functional data analysis (FDA): it refers to the range of problems that deal with the…

Machine Learning · Statistics 2021-02-25 Florian Pfisterer , Laura Beggel , Xudong Sun , Fabian Scheipl , Bernd Bischl

Class distribution plays an important role in learning deep classifiers. When the proportion of each class in the test set differs from the training set, the performance of classification nets usually degrades. Such a label distribution…

Image and Video Processing · Electrical Eng. & Systems 2022-07-12 Wenao Ma , Cheng Chen , Shuang Zheng , Jing Qin , Huimao Zhang , Qi Dou

While Transformers excel in language and vision-where inputs are semantically rich and exhibit univariate dependency structures-their architectural complexity leads to diminishing returns in time series forecasting. Time series data is…

Machine Learning · Computer Science 2025-06-09 Yash Vijay , Harini Subramanyan

Foundation models pre-trained on large-scale source datasets are reshaping the traditional training paradigm for time series classification. However, existing time series foundation models primarily focus on forecasting tasks and often…

Machine Learning · Computer Science 2026-01-13 Zhen Liu , Yucheng Wang , Boyuan Li , Junhao Zheng , Emadeldeen Eldele , Min Wu , Qianli Ma

Time Series Classification (TSC) is an important and challenging task for many visual computing applications. Despite the extensive range of methods developed for TSC, relatively few utilized Deep Neural Networks (DNNs). In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2023-03-06 Mehryar Abbasi , Parvaneh Saeedi

Time series data is one of the most popular data modalities in critical domains such as industry and medicine. The demand for algorithms that not only exhibit high accuracy but also offer interpretability is crucial in such fields, as…

Machine Learning · Computer Science 2025-11-05 Bartłomiej Małkus , Szymon Bobek , Grzegorz J. Nalepa
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