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Time series modeling presents unique challenges due to autocorrelation in both historical data and future sequences. While current research predominantly addresses autocorrelation within historical data, the correlations among future labels…

Machine Learning · Computer Science 2025-05-07 Hao Wang , Licheng Pan , Zhichao Chen , Degui Yang , Sen Zhang , Yifei Yang , Xinggao Liu , Haoxuan Li , Dacheng Tao

We adopted an approach based on an LSTM neural network to monitor and detect faults in industrial multivariate time series data. To validate the approach we created a Modelica model of part of a real gasoil plant. By introducing hacks into…

Machine Learning · Computer Science 2016-12-28 Pavel Filonov , Andrey Lavrentyev , Artem Vorontsov

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

Time Series Forecasting (TSF) is a crucial task in various domains, yet existing TSF models rely heavily on high-quality data and insufficiently exploit all available data. This paper explores a novel self-supervised approach to re-label…

Machine Learning · Computer Science 2025-12-17 Yuxuan Yang , Dalin Zhang , Yuxuan Liang , Hua Lu , Gang Chen , Huan Li

Given data with label noise (i.e., incorrect data), deep neural networks would gradually memorize the label noise and impair model performance. To relieve this issue, curriculum learning is proposed to improve model performance and…

Machine Learning · Computer Science 2022-08-23 Tingting Wu , Xiao Ding , Hao Zhang , Jinglong Gao , Li Du , Bing Qin , Ting Liu

Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.…

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

In this work the significance of treating a set of measurements as a time series is being explored. Time Series Analysis (TSA) techniques, part of the Exploratory Data Analysis (EDA) approach, can provide much insight regarding the…

Data Analysis, Statistics and Probability · Physics 2012-03-01 Dimitra Georgakaki , Chris Mitsas , Hariton Polatoglou

We derive an online learning algorithm with improved regret guarantees for `easy' loss sequences. We consider two types of `easiness': (a) stochastic loss sequences and (b) adversarial loss sequences with small effective range of the…

Machine Learning · Computer Science 2019-08-28 Tobias Sommer Thune , Yevgeny Seldin

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Machine Learning · Computer Science 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

It is well known that many open-released foundational diffusion models have difficulty in generating images that substantially depart from average brightness, despite such images being present in the training data. This is due to an…

Computer Vision and Pattern Recognition · Computer Science 2023-11-28 Minghui Hu , Jianbin Zheng , Chuanxia Zheng , Chaoyue Wang , Dacheng Tao , Tat-Jen Cham

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Haoxin Liu , B. Aditya Prakash

Industrial machine learning systems face data challenges that are often under-explored in the academic literature. Common data challenges are data distribution shifts, missing values and anomalies. In this paper, we discuss data challenges…

Machine Learning · Computer Science 2022-03-17 Michael Bohlke-Schneider , Shubham Kapoor , Tim Januschowski

Conventional test-time adaptation (TTA) approaches typically adapt the model using only a small fraction of test samples, often those with low-entropy predictions, thereby failing to fully leverage the available information in the test…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Nam Nguyen Phuong , Duc Nguyen The Minh , Phi Le Nguyen , Ehsan Abbasnejad , Minh Hoai

Numerous researches have proved that deep neural networks (DNNs) can fit everything in the end even given data with noisy labels, and result in poor generalization performance. However, recent studies suggest that DNNs tend to gradually…

Machine Learning · Computer Science 2021-04-07 Hao Yang , Youzhi Jin , Ziyin Li , Deng-Bao Wang , Lei Miao , Xin Geng , Min-Ling Zhang

We develop a new method to detect anomalies within time series, which is essential in many application domains, reaching from self-driving cars, finance, and marketing to medical diagnosis and epidemiology. The method is based on…

Machine Learning · Computer Science 2022-02-22 Tim Schneider , Chen Qiu , Marius Kloft , Decky Aspandi Latif , Steffen Staab , Stephan Mandt , Maja Rudolph

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Global Forecasting Models (GFM) that are trained across a set of multiple time series have shown superior results in many forecasting competitions and real-world applications compared with univariate forecasting approaches. One aspect of…

Machine Learning · Computer Science 2021-11-16 Dilini Rajapaksha , Christoph Bergmeir , Rob J Hyndman

Time series forecasting is critical across multiple domains, where time series data exhibit both local patterns and global dependencies. While Transformer-based methods effectively capture global dependencies, they often overlook short-term…

Machine Learning · Computer Science 2026-04-17 Wenjie Ou , Zhishuo Zhao , Cheng Chen , Dongyue Guo , Yi Lin

Time series often contain outliers and level shifts or structural changes. These unexpected events are of the utmost importance in fraud detection, as they may pinpoint suspicious transactions. The presence of such unusual events can easily…

Computation · Statistics 2021-01-13 Peter J. Rousseeuw , Domenico Perrotta , Marco Riani , Mia Hubert
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