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Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…

Machine Learning · Computer Science 2026-04-21 Pooyan Khosravinia , João Gama , Bruno Veloso

Temporal causal discovery is a crucial task aimed at uncovering the causal relations within time series data. The latest temporal causal discovery methods usually train deep learning models on prediction tasks to uncover the causality…

Machine Learning · Computer Science 2024-06-25 Lingbai Kong , Wengen Li , Hanchen Yang , Yichao Zhang , Jihong Guan , Shuigeng Zhou

This paper focuses on the problem of semi-supervised domain adaptation for time-series forecasting, which is underexplored in literatures, despite being often encountered in practice. Existing methods on time-series domain adaptation mainly…

Machine Learning · Computer Science 2023-09-07 Zijian Li , Ruichu Cai , Tom Z. J Fu , Zhifeng Hao , Kun Zhang

In autonomous driving tasks, trajectory prediction in complex traffic environments requires adherence to real-world context conditions and behavior multimodalities. Existing methods predominantly rely on prior assumptions or generative…

Computer Vision and Pattern Recognition · Computer Science 2024-02-07 Yiming Xu , Hao Cheng , Monika Sester

We introduce a novel framework for temporal causal discovery and inference that addresses two key challenges: complex nonlinear dependencies and spurious correlations. Our approach employs a multi-layer Transformer-based time-series…

Machine Learning · Computer Science 2025-08-25 Jihua Huang , Yi Yao , Ajay Divakaran

Transitions between distinct dynamical regimes are ubiquitous in nonequilibrium systems. As a prototypical example, deposition growth is often accompanied by irreversible morphological instabilities. Forecasting such transitions from…

Chemical Physics · Physics 2026-02-16 Hyunjun Jang , Chung Bin Park , Jeonghoon Kim , Jeongmin Kim

The widespread availability of complex time series data in various domains such as environmental science, epidemiology, and economics demands robust causal discovery methods that can identify intricate contemporaneous and lagged…

Machine Learning · Computer Science 2026-05-12 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

Short-term precipitation forecasting remains challenging due to the difficulty in capturing long-term spatiotemporal dependencies. Current deep learning methods fall short in establishing effective dependencies between conditions and…

Machine Learning · Computer Science 2024-10-18 ChaoRong Li , XuDong Ling , YiLan Xue , Wenjie Luo , LiHong Zhu , FengQing Qin , Yaodong Zhou , Yuanyuan Huang

Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal…

Machine Learning · Computer Science 2024-10-04 Siyang Li , Yize Chen , Hui Xiong

Industrial time-series, as a structural data responds to production process information, can be utilized to perform data-driven decision-making for effective monitoring of industrial production process. However, there are some challenges…

Machine Learning · Computer Science 2024-07-22 Chao Min , Guoquan Wen , Jiangru Yuan , Jun Yi , Xing Guo

Discovering causal relationships in complex multivariate time series is a fundamental scientific challenge. Traditional methods often falter, either by relying on restrictive linear assumptions or on conditional independence tests that…

Machine Learning · Computer Science 2025-08-05 Gian Marco Paldino , Gianluca Bontempi

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

Classical machine learning techniques often struggle with overfitting and unreliable predictions when exposed to novel conditions. Introducing causality into the modelling process offers a promising way to mitigate these challenges by…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 David Zapata Gonzalez , Marcel Meyer , Oliver Mueller

Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may overlook the simultaneous and reciprocal nature of causal interactions observed in real world…

Data Analysis, Statistics and Probability · Physics 2018-10-24 Albert C. Yang , Norden E. Huang , Chung-Kang Peng

We present Timer-XL, a causal Transformer for unified time series forecasting. To uniformly predict multidimensional time series, we generalize next token prediction, predominantly adopted for 1D token sequences, to multivariate next token…

Machine Learning · Computer Science 2025-03-04 Yong Liu , Guo Qin , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Understanding causal relationships in multivariate time series is essential for predicting and controlling dynamic systems in fields like economics, neuroscience, and climate science. However, existing causal discovery methods often assume…

Machine Learning · Computer Science 2025-02-20 Abdellah Rahmani , Pascal Frossard

Causal inference is a critical task across fields such as healthcare, economics, and the social sciences. While recent advances in machine learning, especially those based on the deep-learning architectures, have shown potential in…

Machine Learning · Statistics 2024-12-30 Manqing Liu , David R. Bellamy , Andrew L. Beam

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

Foundational modelling of multi-dimensional time-series data in industrial systems presents a central trade-off: channel-dependent (CD) models capture specific cross-variable dynamics but lack robustness and adaptability as model layers are…

Machine Learning · Computer Science 2025-09-23 Michael Mayr , Georgios C. Chasparis

Recent years have witnessed the success of introducing deep learning models to time series forecasting. From a data generation perspective, we illustrate that existing models are susceptible to distribution shifts driven by temporal…

Machine Learning · Computer Science 2024-06-12 Mouxiang Chen , Lefei Shen , Han Fu , Zhuo Li , Jianling Sun , Chenghao Liu
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