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Forecasting irregularly sampled multivariate time series with missing values (IMTS) is a fundamental challenge in domains such as healthcare, climate science, and biology. While recent advances in vision and time series forecasting have…

Machine Learning · Computer Science 2026-02-27 Christian Klötergens , Tim Dernedde , Lars Schmidt-Thieme , Vijaya Krishna Yalavarthi

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

Non-stationarity is a fundamental challenge in multivariate long-term time series forecasting, often manifested as rapid changes in amplitude and phase. These variations lead to severe distribution shifts and consequently degrade predictive…

Machine Learning · Computer Science 2026-03-19 Yue Hu , Jialiang Tang , Siwei Yu , Baosheng Yu , Jing Zhang , Dacheng Tao

Irregular multivariate time series (IMTS) are prevalent in critical domains like healthcare and finance, where accurate forecasting is vital for proactive decision-making. However, the asynchronous sampling and irregular intervals inherent…

Machine Learning · Computer Science 2026-03-16 Xvyuan Liu , Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Chenjuan Guo , Bin Yang , Jilin Hu

Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world…

Machine Learning · Computer Science 2025-08-26 Jingge Xiao , Yile Chen , Gao Cong , Wolfgang Nejdl , Simon Gottschalk

Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS…

Machine Learning · Computer Science 2025-05-26 Boyuan Li , Yicheng Luo , Zhen Liu , Junhao Zheng , Jianming Lv , Qianli Ma

Irregular Multivariate Time Series (IMTS) forecasting is challenging due to the unaligned nature of multi-channel signals and the prevalence of extensive missing data. Existing methods struggle to capture reliable temporal patterns from…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Zhangyi Hu , Jiemin Wu , Hua Xu , Mingqian Liao , Ninghui Feng , Bo Gao , Songning Lai , Yutao Yue

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Kangjia Yan , Xvyuan Liu , Xingjian Wu , Jilin Hu

Clinical time-series data are difficult to model with methods designed for regular sequences because they exhibit irregular sampling, frequent missing values, and heterogeneous observation patterns across variables. Existing approaches…

Machine Learning · Computer Science 2026-05-19 Jinwoong Kim , Sangjin Park

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

Data augmentation is a crucial technique for improving model generalization and robustness, particularly in deep learning models where training data is limited. Although many augmentation methods have been developed for time series…

Machine Learning · Computer Science 2026-04-13 Jafar Bakhshaliyev , Johannes Burchert , Niels Landwehr , Lars Schmidt-Thieme

Joint probabilistic modeling is essential for forecasting irregular multivariate time series (IMTS) to accurately quantify uncertainty. Existing approaches often struggle to balance model expressivity with consistent marginalization,…

Machine Learning · Computer Science 2026-05-07 Christian Klötergens , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…

Machine Learning · Computer Science 2022-01-03 Pedro Costa , Vitor Cerqueira , João Vinagre

Multivariate time series forecasting plays a pivotal role in numerous real-world applications, including financial analysis, energy management, and traffic planning. While Transformer-based architectures have gained popularity for this…

Machine Learning · Computer Science 2026-05-01 Pourya Zamanvaziri , Amirhossein Sadr , Aida Pakniyat , Dara Rahmati

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Irregular Multivariate Time Series (IMTS) are characterized by uneven intervals between consecutive timestamps, which carry sampling pattern information valuable and informative for learning temporal and variable dependencies. In addition,…

Machine Learning · Computer Science 2026-02-26 Boyuan Li , Zhen Liu , Yicheng Luo , Qianli Ma

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods due to their state-of-the-art…

Machine Learning · Computer Science 2022-08-22 Zezhi Shao , Zhao Zhang , Fei Wang , Wei Wei , Yongjun Xu

Real-world time series often exhibit a non-stationary nature, degrading the performance of pre-trained forecasting models. Test-Time Adaptation (TTA) addresses this by adjusting models during inference, but existing methods typically update…

Machine Learning · Computer Science 2025-07-01 Heitor R. Medeiros , Hossein Sharifi-Noghabi , Gabriel L. Oliveira , Saghar Irandoust

Time series forecasting in real world environments faces significant challenges non stationarity, multi scale temporal patterns, and distributional shifts that degrade model stability and accuracy. This study propose AdaMamba, a unified…

Machine Learning · Computer Science 2025-12-09 MinCheol Jeon
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