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Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Financial market analysis, especially the prediction of movements of stock prices, is a challenging problem. The nature of financial time-series data, being non-stationary and nonlinear, is the main cause of these challenges. Deep learning…

Machine Learning · Computer Science 2021-07-16 Mostafa Shabani , Alexandros Iosifidis

Multivariate time series forecasting is of great importance to many scientific disciplines and industrial sectors. The evolution of a multivariate time series depends on the dynamics of its variables and the connectivity network of causal…

Machine Learning · Computer Science 2020-09-03 Christos Koutlis , Symeon Papadopoulos , Manos Schinas , Ioannis Kompatsiaris

Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…

Machine Learning · Computer Science 2025-03-18 Liran Nochumsohn , Hedi Zisling , Omri Azencot

Clustering temporal and dynamically changing multivariate time series from real-world fields, called temporal clustering for short, has been a major challenge due to inherent complexities. Although several deep temporal clustering…

Machine Learning · Computer Science 2026-01-13 Zhi Wang , Yanni Li , Pingping Zheng , Yiyuan Jiao

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Time series prediction is a prevalent issue across various disciplines, such as meteorology, traffic surveillance, investment, and energy production and consumption. Many statistical and machine-learning strategies have been developed to…

Machine Learning · Computer Science 2023-05-26 Wei Wang , Yang Liu , Hao Sun

Temporal modeling still remains challenging for action recognition in videos. To mitigate this issue, this paper presents a new video architecture, termed as Temporal Difference Network (TDN), with a focus on capturing multi-scale temporal…

Computer Vision and Pattern Recognition · Computer Science 2021-04-02 Limin Wang , Zhan Tong , Bin Ji , Gangshan Wu

Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows. Retrieval-augmented forecasting addresses this by retrieving historical segments from memory, but existing approaches…

Machine Learning · Computer Science 2026-04-08 Junhyeok Kang , Jun Seo , Soyeon Park , Sangjun Han , Seohui Bae , Hyeokjun Choe , Soonyoung Lee

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Changze Lv , Yansen Wang , Dongqi Han , Xiaoqing Zheng , Xuanjing Huang , Dongsheng Li

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

Machine Learning · Computer Science 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

We introduce TimeMCL, a method leveraging the Multiple Choice Learning (MCL) paradigm to forecast multiple plausible time series futures. Our approach employs a neural network with multiple heads and utilizes the Winner-Takes-All (WTA) loss…

Machine Learning · Computer Science 2025-08-12 Adrien Cortés , Rémi Rehm , Victor Letzelter

This paper introduces FANTF (Fuzzy Attention Network-Based Transformers), a novel approach that integrates fuzzy logic with existing transformer architectures to advance time series forecasting, classification, and anomaly detection tasks.…

Machine Learning · Computer Science 2025-04-02 Sanjay Chakraborty , Fredrik Heintz

Space-time video super-resolution (STVSR) aims to increase the spatial and temporal resolutions of low-resolution and low-frame-rate videos. Recently, deformable convolution based methods have achieved promising STVSR performance, but they…

Computer Vision and Pattern Recognition · Computer Science 2021-05-03 Gang Xu , Jun Xu , Zhen Li , Liang Wang , Xing Sun , Ming-Ming Cheng

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

The ability to identify and temporally segment fine-grained human actions throughout a video is crucial for robotics, surveillance, education, and beyond. Typical approaches decouple this problem by first extracting local spatiotemporal…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Colin Lea , Michael D. Flynn , Rene Vidal , Austin Reiter , Gregory D. Hager

Time series analysis is of immense importance in extensive applications, such as weather forecasting, anomaly detection, and action recognition. This paper focuses on temporal variation modeling, which is the common key problem of extensive…

Machine Learning · Computer Science 2023-04-13 Haixu Wu , Tengge Hu , Yong Liu , Hang Zhou , Jianmin Wang , Mingsheng Long

This study addresses the problem of convolutional kernel learning in univariate, multivariate, and multidimensional time series data, which is crucial for interpreting temporal patterns in time series and supporting downstream machine…

Machine Learning · Computer Science 2025-04-17 Xinyu Chen , HanQin Cai , Fuqiang Liu , Jinhua Zhao