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Medical time-series datasets have unique characteristics that make prediction tasks challenging. Most notably, patient trajectories often contain longitudinal variations in their input-output relationships, generally referred to as temporal…

Machine Learning · Computer Science 2021-02-24 Victor D. Bourgin , Ioana Bica , Mihaela van der Schaar

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of…

Methodology · Statistics 2024-03-14 Guy P Nason , James L. Wei

Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos

Modern applications increasingly involve many heterogeneous input streams, such as clinical sensors, wearable device data, imaging, and text, each with distinct measurement models, sampling rates, and noise characteristics. We define this…

Machine Learning · Computer Science 2026-03-03 Xing Han , Hsing-Huan Chung , Joydeep Ghosh , Paul Pu Liang , Suchi Saria

Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data.…

Machine Learning · Computer Science 2024-02-26 Kun Yi , Qi Zhang , Hui He , Kaize Shi , Liang Hu , Ning An , Zhendong Niu

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Machine Learning · Computer Science 2025-09-12 Han Yu , Peikun Guo , Akane Sano

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

The extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting task. Traditional machine learning models exhibit limitations…

Machine Learning · Computer Science 2026-01-21 Renjun Jia , Zian Liu , Peng Zhu , Dawei Cheng , Yuqi Liang

Time series forecasting has played the key role in different industrial, including finance, traffic, energy, and healthcare domains. While existing literatures have designed many sophisticated architectures based on RNNs, GNNs, or…

Machine Learning · Computer Science 2023-11-13 Kun Yi , Qi Zhang , Wei Fan , Shoujin Wang , Pengyang Wang , Hui He , Defu Lian , Ning An , Longbing Cao , Zhendong Niu

Multivariate time series data provide a robust framework for future predictions by leveraging information across multiple dimensions, ensuring broad applicability in practical scenarios. However, their high dimensionality and mixing…

Machine Learning · Computer Science 2024-11-28 Xuanbing Zhu , Dunbin Shen , Zhongwen Rao , Huiyi Ma , Yingguang Hao , Hongyu Wang

Multivariate time series (MTS) classification is widely applied in fields such as industry, healthcare, and finance, aiming to extract key features from complex time series data for accurate decision-making and prediction. However, existing…

Machine Learning · Computer Science 2025-06-19 Mingsen Du , Meng Chen , Yongjian Li , Cun Ji , Shoushui Wei

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

This article proposes a mixture modeling approach to estimating cluster-wise conditional distributions in clustered (grouped) data. We adapt the mixture-of-experts model to the latent distributions, and propose a model in which each…

Methodology · Statistics 2019-09-10 Shonosuke Sugasawa , Genya Kobayashi , Yuki Kawakubo

In urban computing, precise and swift forecasting of multivariate time series data from traffic networks is crucial. This data incorporates additional spatial contexts such as sensor placements and road network layouts, and exhibits complex…

Machine Learning · Computer Science 2024-12-19 Tongtong Zhang , Zhiyong Cui , Bingzhang Wang , Yilong Ren , Haiyang Yu , Pan Deng , Yinhai Wang

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

Transformer-based architectures have achieved remarkable success in natural language processing and computer vision. However, their performance in multivariate long-term forecasting often falls short compared to simpler linear baselines.…

Machine Learning · Computer Science 2025-07-09 Dizhen Liang
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