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Prognostics or Remaining Useful Life (RUL) Estimation from multi-sensor time series data is useful to enable condition-based maintenance and ensure high operational availability of equipment. We propose a novel deep learning based approach…

Machine Learning · Computer Science 2021-03-05 Vishnu TV , Diksha , Pankaj Malhotra , Lovekesh Vig , Gautam Shroff

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

Machine Learning · Computer Science 2025-05-13 Yuqi Xiong , Yang Wen

Time series forecasting has long been dominated by advances in model architecture, with recent progress driven by deep learning and hybrid statistical techniques. However, as forecasting models approach diminishing returns in accuracy, a…

Machine Learning · Computer Science 2026-01-29 Daojun Liang , Qi Li , Yinglong Wang , Jing Chen , Hu Zhang , Xiaoxiao Cui , Qizheng Wang , Shuo Li

This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…

Systems and Control · Computer Science 2016-11-17 Xiaobin Gao , Emrah Akyol , Tamer Basar

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Subjective time-series regression (STR) tasks have gained increasing attention recently. However, most existing methods overlook the label distribution bias in STR data, which results in biased models. Emerging studies on imbalanced…

Machine Learning · Computer Science 2023-07-18 Wenxin Xu , Hexin Jiang , Xuefeng Liang , Ying Zhou , Yin Zhao , Jie Zhang

Time series prediction, a crucial task across various domains, faces significant challenges due to the inherent complexities of time series data, including non-stationarity, multi-scale periodicity, and transient dynamics, particularly when…

Machine Learning · Computer Science 2025-07-18 Qianru Zhang , Chenglei Yu , Haixin Wang , Yudong Yan , Yuansheng Cao , Siu-Ming Yiu , Tailin Wu , Hongzhi Yin

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

Deep classifiers may encounter significant performance degradation when processing unseen testing data from varying centers, vendors, and protocols. Ensuring the robustness of deep models against these domain shifts is crucial for their…

Computer Vision and Pattern Recognition · Computer Science 2023-06-06 Yuhao Huang , Xin Yang , Xiaoqiong Huang , Xinrui Zhou , Haozhe Chi , Haoran Dou , Xindi Hu , Jian Wang , Xuedong Deng , Dong Ni

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Bearing fault detection is a critical task in predictive maintenance, where accurate and timely fault identification can prevent costly downtime and equipment damage. Traditional attention mechanisms in Transformer neural networks often…

Machine Learning · Computer Science 2024-12-17 Marzieh Mirzaeibonehkhater , Mohammad Ali Labbaf-Khaniki , Mohammad Manthouri

Most forecasting methods use recent past observations (lags) to model the future values of univariate time series. Selecting an adequate number of lags is important for training accurate forecasting models. Several approaches and heuristics…

Machine Learning · Statistics 2024-05-21 José Leites , Vitor Cerqueira , Carlos Soares

Time series encountered in practice are rarely stationary. When the data distribution changes, a forecasting model trained on past observations can lose accuracy. We study a small-footprint test-time adaptation (TTA) framework for causal…

Statistical Finance · Quantitative Finance 2026-02-03 Yurui Wu , Qingying Deng , Wonou Chung , Mairui Li

Cross-frequency transfer learning (CFTL) has emerged as a popular framework for curating large-scale time series datasets to pre-train foundation forecasting models (FFMs). Although CFTL has shown promise, current benchmarking practices…

Time series analysis is crucial in fields like finance, economics, environmental science, and biomedical engineering, aiding in forecasting, pattern identification, and understanding underlying mechanisms. While traditional time-domain…

Methodology · Statistics 2024-08-21 Jonathan de Souza Matias , Valderio Anselmo Reisen

When neural networks are confronted with unfamiliar data that deviate from their training set, this signifies a domain shift. While these networks output predictions on their inputs, they typically fail to account for their level of…

Machine Learning · Computer Science 2025-09-09 Fin Amin , Jung-Eun Kim

Identifying anomalies from time series data plays an important role in various fields such as infrastructure security, intelligent operation and maintenance, and space exploration. Current research focuses on detecting the anomalies after…

Machine Learning · Computer Science 2024-10-17 Sinong Zhao , Wenrui Wang , Hongzuo Xu , Zhaoyang Yu , Qingsong Wen , Gang Wang , xiaoguang Liu , Guansong Pang

Intuitively, a more deterministic time series should be easier to forecast. However, point-wise loss functions (e.g., MSE and MAE), serving as differentiable surrogates for the ideal optimization target, score each timestamp independently…

Machine Learning · Computer Science 2026-05-12 Rongyao Cai , Yuxi Wan , Kexin Zhang , Ming Jin , Zhiqiang Ge , Daoyi Dong , Hang Yu , Yong Liu , Qingsong Wen

Recent advancements have progressively incorporated frequency-based techniques into deep learning models, leading to notable improvements in accuracy and efficiency for time series analysis tasks. However, the Mid-Frequency Spectrum Gap in…

Machine Learning · Computer Science 2025-03-04 Guoqi Yu , Yaoming Li , Juncheng Wang , Xiaoyu Guo , Angelica I. Aviles-Rivero , Tong Yang , Shujun Wang
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