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Related papers: Towards Robust Real-World Multivariate Time Series…

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Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To…

Irregularly sampled time series data with missing values is observed in many fields like healthcare, astronomy, and climate science. Interpolation of these types of time series is crucial for tasks such as root cause analysis and medical…

Machine Learning · Computer Science 2024-01-15 Vijaya Krishna Yalavarthi , Johannes Burchert , Lars Schmidt-thieme

The past few years have witnessed the rapid development in multivariate time series forecasting. The key to accurate forecasting results is capturing the long-term dependency between each time step (cross-time dependency) and modeling the…

Machine Learning · Computer Science 2023-06-06 Donghao Luo , Xue Wang

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Machine Learning · Computer Science 2024-11-06 Kun Yi , Jingru Fei , Qi Zhang , Hui He , Shufeng Hao , Defu Lian , Wei Fan

Vision Transformers face a fundamental limitation: standard self-attention jointly processes spatial and channel dimensions, leading to entangled representations that prevent independent modeling of structural and semantic dependencies.…

Computer Vision and Pattern Recognition · Computer Science 2025-12-05 Jiashu Liao , Pietro Liò , Marc de Kamps , Duygu Sarikaya

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one…

Machine Learning · Computer Science 2022-12-07 Zanwei Zhou , Ruizhe Zhong , Chen Yang , Yan Wang , Xiaokang Yang , Wei Shen

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

Multivariate time series forecasting is critical in many real-world systems, and thus modeling cross-channel dependencies is essential. Although existing methods improve overall accuracy by enhancing representations and cross-channel…

Machine Learning · Computer Science 2026-05-12 Fan Zhang , Shiming Fan , Hua Wang

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

Time-series data are critical in diverse applications, such as industrial monitoring, medical diagnostics, and climate research. However, effectively integrating these high-dimensional temporal signals with natural language for dynamic,…

Computation and Language · Computer Science 2025-06-26 Yilin Wang , Peixuan Lei , Jie Song , Yuzhe Hao , Tao Chen , Yuxuan Zhang , Lei Jia , Yuanxiang Li , Zhongyu Wei

While Transformers excel in language and vision-where inputs are semantically rich and exhibit univariate dependency structures-their architectural complexity leads to diminishing returns in time series forecasting. Time series data is…

Machine Learning · Computer Science 2025-06-09 Yash Vijay , Harini Subramanyan

Many real-world problems can be naturally described by mathematical formulas. The task of finding formulas from a set of observed inputs and outputs is called symbolic regression. Recently, neural networks have been applied to symbolic…

Machine Learning · Computer Science 2022-10-24 Martin Vastl , Jonáš Kulhánek , Jiří Kubalík , Erik Derner , Robert Babuška

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim

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

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

Non-stationarity is an intrinsic property of real-world time series and plays a crucial role in time series forecasting. Previous studies primarily adopt instance normalization to attenuate the non-stationarity of original series for better…

Machine Learning · Computer Science 2025-03-05 Tianyu Jia , Zongxia Xie , Yanru Sun , Dilfira Kudrat , Qinghua Hu

Long-term time series forecasting (LTSF) has been widely applied in finance, traffic prediction, and other domains. Recently, patch-based transformers have emerged as a promising approach, segmenting data into sub-level patches that serve…

Machine Learning · Computer Science 2024-08-06 Ruixin Ding , Yuqi Chen , Yu-Ting Lan , Wei Zhang

Long-term weather forecasting is critical for socioeconomic planning and disaster preparedness. While recent approaches employ finetuning to extend prediction horizons, they remain constrained by the issues of catastrophic forgetting, error…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Hao Chen , Tao Han , Jie Zhang , Song Guo , Fenghua Ling , Lei Bai

Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…

Machine Learning · Computer Science 2025-09-23 Kai Zhang , Siming Sun , Zhengyu Fan , Qinmin Yang , Xuejun Jiang