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Ensemble forecasting systems have advanced meteorology by providing probabilistic estimates of future states. Nonetheless, systematic biases often persist, making statistical post-processing essential. Traditional parametric post-processing…

Applications · Statistics 2026-02-17 Mária Lakatos

Traditional methods for demand forecasting only focus on modeling the temporal dependency. However, forecasting on spatio-temporal data requires modeling of complex nonlinear relational and spatial dependencies. In addition, dynamic…

Machine Learning · Computer Science 2020-09-29 Hongjie Chen , Ryan A. Rossi , Kanak Mahadik , Hoda Eldardiry

The forecasting of Multivariate Time Series (MTS) has long been an important but challenging task. Due to the non-stationary problem across long-distance time steps, previous studies primarily adopt stationarization method to attenuate the…

Machine Learning · Computer Science 2024-03-11 Muyao Wang , Wenchao Chen , Bo Chen

Time series forecasting is extensively applied across diverse domains. Transformer-based models demonstrate significant potential in modeling cross-time and cross-variable interaction. However, we notice that the cross-variable correlation…

Machine Learning · Computer Science 2024-10-08 Ao Hu , Dongkai Wang , Yong Dai , Shiyi Qi , Liangjian Wen , Jun Wang , Zhi Chen , Xun Zhou , Zenglin Xu , Jiang Duan

Industrial Multivariate Time Series (MTS) is a critical view of the industrial field for people to understand the state of machines. However, due to data collection difficulty and privacy concerns, available data for building industrial…

Machine Learning · Computer Science 2024-10-23 Lei Ren , Haiteng Wang , Yuanjun Laili

Multivariate time-series anomaly detection is critically important in many applications, including retail, transportation, power grid, and water treatment plants. Existing approaches for this problem mostly employ either statistical models…

Machine Learning · Computer Science 2023-11-17 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Khoa T. Phan , Shirui Pan , Yi-Ping Phoebe Chen , Wei Xiang

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Machine Learning · Computer Science 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

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

Spatio-temporal forecasting of future values of spatially correlated time series is important across many cyber-physical systems (CPS). Recent studies offer evidence that the use of graph neural networks to capture latent correlations…

Machine Learning · Computer Science 2023-12-29 Minbo Ma , Jilin Hu , Christian S. Jensen , Fei Teng , Peng Han , Zhiqiang Xu , Tianrui Li

This article introduces a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by…

Methodology · Statistics 2025-08-28 Carson McKee , Maria Kalli

Multivariate Time Series Classification (MTSC) enables the analysis if complex temporal data, and thus serves as a cornerstone in various real-world applications, ranging from healthcare to finance. Since the relationship among variables in…

Machine Learning · Computer Science 2025-01-20 Wennuo Yang , Shiling Wu , Yuzhi Zhou , Cheng Luo , Xilin He , Weicheng Xie , Linlin Shen , Siyang Song

Multi-Task Learning (MTL) has shown its importance at user products for fast training, data efficiency, reduced overfitting etc. MTL achieves it by sharing the network parameters and training a network for multiple tasks simultaneously.…

Machine Learning · Computer Science 2022-12-08 Brijraj Singh , Swati Gupta , Mayukh Das , Praveen Doreswamy Naidu , Sharan Kumar Allur

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a…

Machine Learning · Computer Science 2021-09-07 Jinliang Deng , Xiusi Chen , Renhe Jiang , Xuan Song , Ivor W. Tsang

Despite the notable advancements in numerous Transformer-based models, the task of long multi-horizon time series forecasting remains a persistent challenge, especially towards explainability. Focusing on commonly used saliency maps in…

Machine Learning · Computer Science 2023-09-18 Nghia Duong-Trung , Duc-Manh Nguyen , Danh Le-Phuoc

Accurate electrical load forecasting is crucial for optimizing power system operations, planning, and management. As power systems become increasingly complex, traditional forecasting methods may fail to capture the intricate patterns and…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Elias Raffoul , Mingjian Tuo , Cunzhi Zhao , Tianxia Zhao , Meng Ling , Xingpeng Li

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

Machine Learning · Computer Science 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun

Spatial-temporal data forecasting of traffic flow is a challenging task because of complicated spatial dependencies and dynamical trends of temporal pattern between different roads. Existing frameworks typically utilize given spatial…

Machine Learning · Computer Science 2021-03-09 Mengzhang Li , Zhanxing Zhu

At present, attention mechanism has been widely applied to the fields of deep learning models. Structural models that based on attention mechanism can not only record the relationships between features position, but also can measure the…

Machine Learning · Computer Science 2021-05-12 Xiaolong Wei , LiFang Yang , Xianglin Huang , Gang Cao , Tao Zhulin , Zhengyang Du , Jing An

Climate events arise from intricate, multivariate dynamics governed by global-scale drivers, profoundly impacting food, energy, and infrastructure. Yet, accurate weather prediction remains elusive due to physical processes unfolding across…

Machine Learning · Computer Science 2025-10-31 Thomas Bailie , S. Karthik Mukkavilli , Varvara Vetrova , Yun Sing Koh

Time series forecasting has received a lot of attention, with recurrent neural networks (RNNs) being one of the widely used models due to their ability to handle sequential data. Previous studies on RNN time series forecasting, however,…

Machine Learning · Computer Science 2024-04-29 Christopher Salazar , Ashis G. Banerjee