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Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Machine Learning · Computer Science 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

Researchers have been persistently working to address the issue of missing values in time series data. Numerous models have been proposed, striving to estimate the distribution of the data. The Radial Basis Functions Neural Network (RBFNN)…

Machine Learning · Computer Science 2024-08-01 Chanyoung Jung , Yun Jang

Currently, iTransformer is one of the most popular and effective models for multivariate time series (MTS) forecasting. Thanks to its inverted framework, iTransformer effectively captures multivariate correlation. However, the inverted…

Machine Learning · Computer Science 2025-07-17 Hongming Tan , Ting Chen , Ruochong Jin , Wai Kin Chan

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

Machine Learning · Computer Science 2023-06-02 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Dzung Phan , Roman Vaculin , Jayant Kalagnanam

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data. We propose SpectraNet, a novel multivariate time-series…

Machine Learning · Computer Science 2022-10-26 Cristian Challu , Peihong Jiang , Ying Nian Wu , Laurent Callot

Irregular multivariate time series (IMTS), characterized by uneven sampling and inter-variate asynchrony, fuel many forecasting applications yet remain challenging to model efficiently. Canonical Pre-Alignment (CPA) has been widely adopted…

Machine Learning · Computer Science 2025-12-02 Ziyu Zhou , Yiming Huang , Yanyun Wang , Yuankai Wu , James Kwok , Yuxuan Liang

Time series forecasting (TSF) is crucial in fields like economic forecasting, weather prediction, traffic flow analysis, and public health surveillance. Real-world time series data often include noise, outliers, and missing values, making…

Machine Learning · Computer Science 2024-07-09 Quangao Liu , Ruiqi Li , Maowei Jiang , Wei Yang , Chen Liang , LongLong Pang , Zhuozhang Zou

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…

Machine Learning · Computer Science 2025-11-19 Niklas Erdmann , Lars Bentsen , Roy Stenbro , Heine Nygard Riise , Narada Dilp Warakagoda , Paal E. Engelstad

Real-world clinical time series data sets exhibit a high prevalence of missing values. Hence, there is an increasing interest in missing data imputation. Traditional statistical approaches impose constraints on the data-generating process…

Machine Learning · Computer Science 2020-01-13 Yang Guo , Zhengyuan Liu , Pavitra Krishnswamy , Savitha Ramasamy

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Machine Learning · Computer Science 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

Conformal prediction provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…

Methodology · Statistics 2025-09-09 Jingsen Kong , YIming Liu , Guangren Yang

Missing values are prevalent in multivariate time series, compromising the integrity of analyses and degrading the performance of downstream tasks. Consequently, research has focused on multivariate time series imputation, aiming to…

Machine Learning · Computer Science 2024-08-13 Jianping Zhou , Junhao Li , Guanjie Zheng , Xinbing Wang , Chenghu Zhou

Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Kangjia Yan , Xvyuan Liu , Xingjian Wu , Jilin Hu

Multivariate time series classification (MTSC) plays a crucial role in various domains, including biomedical signal analysis and motion monitoring. However, existing approaches, particularly deep learning models, often require high…

Machine Learning · Computer Science 2026-04-20 Fernando Moro , Vinicius M. A. Souza

Accurate forecasting of the grid carbon intensity factor (CIF) is critical for enabling demand-side management and reducing emissions in modern electricity systems. Leveraging multiple interrelated time series, CIF prediction is typically…

Machine Learning · Computer Science 2026-01-13 Bowen Zhang , Hongda Tian , Adam Berry , A. Craig Roussac

Multivariate time series forecasting (MTSF) is crucial for decision-making to precisely forecast the future values/trends, based on the complex relationships identified from historical observations of multiple sequences. Recently,…

Machine Learning · Computer Science 2024-05-21 Chengqing Yu , Fei Wang , Zezhi Shao , Tangwen Qian , Zhao Zhang , Wei Wei , Yongjun Xu

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

Due to detector malfunctions and communication failures, missing data is ubiquitous during the collection of traffic data. Therefore, it is of vital importance to impute the missing values to facilitate data analysis and decision-making for…

Machine Learning · Computer Science 2024-06-07 Jianping Zhou , Bin Lu , Zhanyu Liu , Siyu Pan , Xuejun Feng , Hua Wei , Guanjie Zheng , Xinbing Wang , Chenghu Zhou