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Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Machine Learning · Computer Science 2024-10-18 Zezhi Shao , Fei Wang , Yongjun Xu , Wei Wei , Chengqing Yu , Zhao Zhang , Di Yao , Tao Sun , Guangyin Jin , Xin Cao , Gao Cong , Christian S. Jensen , Xueqi Cheng

Time series classification (TSC) is the most import task in time series mining as it has several applications in medicine, meteorology, finance cyber security, and many others. With the ever increasing size of time series datasets, several…

Machine Learning · Computer Science 2023-12-12 Muhammad Marwan Muhammad Fuad

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Machine Learning · Computer Science 2025-03-14 Xiangjie Kong , Zhenghao Chen , Weiyao Liu , Kaili Ning , Lechao Zhang , Syauqie Muhammad Marier , Yichen Liu , Yuhao Chen , Feng Xia

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

The generation of high-quality medical time series data is essential for advancing healthcare diagnostics and safeguarding patient privacy. Specifically, synthesizing realistic phonocardiogram (PCG) signals offers significant potential as a…

Machine Learning · Computer Science 2024-12-24 Ainaz Jamshidi , Muhammad Arif , Sabir Ali Kalhoro , Alexander Gelbukh

This study investigates the impact of data source diversity on the performance of cryptocurrency forecasting models by integrating various data categories, including technical indicators, on-chain metrics, sentiment and interest metrics,…

Portfolio Management · Quantitative Finance 2025-07-16 Giorgos Demosthenous , Chryssis Georgiou , Eliada Polydorou

Technological advancements in cryptocurrency markets have increased accessibility for investors, but concurrently exposed them to the risks of market manipulations. Existing fraud detection mechanisms typically rely on machine learning…

Machine Learning · Computer Science 2026-04-28 Lidia Losavio , Luca Persia , Madan Sathe , Dimosthenis Pasadakis

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Machine Learning · Computer Science 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

Many real world graphs contain time domain information. Temporal Graph Neural Networks capture temporal information as well as structural and contextual information in the generated dynamic node embeddings. Researchers have shown that these…

Machine Learning · Computer Science 2022-07-04 Hongkuan Zhou , Da Zheng , Israt Nisa , Vasileios Ioannidis , Xiang Song , George Karypis

Financial time-series classification (FTC) is extremely valuable for investment management. In past decades, it draws a lot of attention from a wide extent of research areas, especially Artificial Intelligence (AI). Existing researches…

Machine Learning · Computer Science 2019-11-22 Liu Guang , Wang Xiaojie , Li Ruifan

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

In recent years, financial institutions and firms have increasingly adopted synthetic data to address data scarcity and to generate counterfactual market scenarios. However, reproducing all the statistical properties of financial time…

Machine Learning · Computer Science 2026-05-27 Giuseppe Masi , Andrea Coletta , Novella Bartolini

The use of synthetic data is recognized as a crucial step in the development of neural network-based Artificial Intelligence (AI) systems. While the methods for generating synthetic data for AI applications in other domains have a role in…

Artificial Intelligence · Computer Science 2023-03-17 Gary An , Chase Cockrell

Time Series Classification (TSC) has drawn a lot of attention in literature because of its broad range of applications for different domains, such as medical data mining, weather forecasting. Although TSC algorithms are designed for…

Machine Learning · Computer Science 2021-10-12 Syed Rawshon Jamil

The prevalence of scientific workflows with high computational demands calls for their execution on various distributed computing platforms, including large-scale leadership-class high-performance computing (HPC) clusters. To handle the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-02-10 Tainã Coleman , Henri Casanova , Ketan Maheshwari , Loïc Pottier , Sean R. Wilkinson , Justin Wozniak , Frédéric Suter , Mallikarjun Shankar , Rafael Ferreira da Silva

Timeseries regression models often struggle to leverage large volumes of labeled multimodal data, particularly when the data are irregularly sampled or contain missing values. This is common in domains like healthcare and predictive…

Machine Learning · Computer Science 2026-05-18 Antoine Honoré , Ming Xiao

Supply Chain (SC) modeling is essential to understand and influence SC behavior, especially for increasingly globalized and complex SCs. Existing models address various SC notions, e.g., processes, tiers and production, in an isolated…

Databases · Computer Science 2022-05-16 Nour Ramzy , Soren Auer , Hans Ehm , Javad Chamanara

Cyber-physical system (CPS) forecasting models depend on sensor streams with noisy, biased, missing, or temporally misaligned readings, yet standard forecasting evaluation often selects models by nominal error without showing whether they…

Machine Learning · Computer Science 2026-05-12 Alexander Windmann , Philipp Wittenberg , Gianluca Manca , Marcel Dix , Jens U. Brandt , Oliver Niggemann

The success of large-scale pre-training paradigm, exemplified by Large Language Models (LLMs), has inspired the development of Time Series Foundation Models (TSFMs). However, their application to financial candlestick (K-line) data remains…

Statistical Finance · Quantitative Finance 2025-08-06 Yu Shi , Zongliang Fu , Shuo Chen , Bohan Zhao , Wei Xu , Changshui Zhang , Jian Li
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