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The problem of Time-series Forecasting is generally addressed by recurrent, Transformer-based and the recently proposed Mamba-based architectures. However, existing architectures generally process their input at a single temporal scale,…

Machine Learning · Computer Science 2026-03-06 Yusuf Meric Karadag , Ismail Talaz , Ipek Gursel Dino , Sinan Kalkan

We propose an $L^2$ norm for stationary Autoregressive Moving Average (ARMA) models. We look at ARMA models within the Hilbert space of the past with present of a true purely linearly non-deterministic stationary process $X_t$, and compute…

Machine Learning · Computer Science 2026-04-16 Anand Ganesh , Babhrubahan Bose , Anand Rajagopalan

The emerging paradigm of leveraging pretrained large language models (LLMs) for time series forecasting has predominantly employed linguistic-temporal modality alignment strategies through token-level or layer-wise feature mapping. However,…

Artificial Intelligence · Computer Science 2025-05-20 Siming Sun , Kai Zhang , Xuejun Jiang , Wenchao Meng , Qinmin Yang

This paper addresses the challenge of creating a neural architecture for very long sequences that requires constant time for processing new information at each time step. Our approach, Associative Recurrent Memory Transformer (ARMT), is…

Computation and Language · Computer Science 2025-02-17 Ivan Rodkin , Yuri Kuratov , Aydar Bulatov , Mikhail Burtsev

Video data is with complex temporal dynamics due to various factors such as camera motion, speed variation, and different activities. To effectively capture this diverse motion pattern, this paper presents a new temporal adaptive module…

Computer Vision and Pattern Recognition · Computer Science 2021-08-19 Zhaoyang Liu , Limin Wang , Wayne Wu , Chen Qian , Tong Lu

Periodicity is a common feature of time series. For finite-dimensional data, periodic autoregressive moving average (ARMA) models have been extensively studied. In functional time series analysis, AR models have been extended to incorporate…

Methodology · Statistics 2025-12-18 Sebastian Kühnert , Juhyun Park

Among the various procedures used to detect potential changes in a stochastic process the moving sum algorithms are very popular due to their intuitive appeal and good statistical performance. One of the important design parameters of a…

Methodology · Statistics 2009-08-21 Swarnendu Kar , Kishan G. Mehrotra , Pramod K. Varshney

Current time-series forecasting models are primarily based on transformer-style neural networks. These models achieve long-term forecasting mainly by scaling up the model size rather than through genuinely autoregressive (AR) rollout. From…

Machine Learning · Computer Science 2026-05-08 Zheng Li , Jerry Cheng , Huanying Gu

Vector AutoRegressive Moving Average (VARMA) models form a powerful and general model class for analyzing dynamics among multiple time series. While VARMA models encompass the Vector AutoRegressive (VAR) models, their popularity in…

Methodology · Statistics 2024-07-01 Marie-Christine Düker , David S. Matteson , Ruey S. Tsay , Ines Wilms

Predicting trajectories of pedestrians is quintessential for autonomous robots which share the same environment with humans. In order to effectively and safely interact with humans, trajectory prediction needs to be both precise and…

Computer Vision and Pattern Recognition · Computer Science 2018-11-27 Nishant Nikhil , Brendan Tran Morris

The promise of machine learning has been explored in a variety of scientific disciplines in the last few years, however, its application on first-principles based computationally expensive tools is still in nascent stage. Even with the…

Data Analysis, Statistics and Probability · Physics 2019-07-16 Prashant Kumar , Kushal Sinha , Nandkishor Nere , Yujin Shin , Raimundo Ho , Ahmad Sheikh , Laurie Mlinar

Multi-task forecasting has become the standard approach for time-series forecasting (TSF). However, we show that it suffers from an Expressiveness Bottleneck, where predictions at different time steps share the same representation, leading…

Machine Learning · Computer Science 2025-05-28 Licheng Pan , Zhichao Chen , Haoxuan Li , Guangyi Liu , Zhijian Xu , Zhaoran Liu , Hao Wang , Ying Wei

This paper proposes the beta binomial autoregressive moving average model (BBARMA) for modeling quantized amplitude data and bounded count data. The BBARMA model estimates the conditional mean of a beta binomial distributed variable…

Methodology · Statistics 2022-08-02 B. G. Palm , F. M. Bayer , R. J. Cintra

Developing generalizable manipulation skills is a core challenge in embodied AI. This includes generalization across diverse task configurations, encompassing variations in object shape, density, friction coefficient, and external…

Robotics · Computer Science 2024-04-01 Yichao Liang , Kevin Ellis , João Henriques

As multi-object tracking (MOT) tasks continue to evolve toward more general and multi-modal scenarios, the rigid and task-specific architectures of existing MOT methods increasingly hinder their applicability across diverse tasks and limit…

Computer Vision and Pattern Recognition · Computer Science 2026-01-06 Lianjie Jia , Yuhan Wu , Binghao Ran , Yifan Wang , Lijun Wang , Huchuan Lu

Deep learning-based time series forecasting has found widespread applications. Recently, converting time series data into the frequency domain for forecasting has become popular for accurately exploring periodic patterns. However, existing…

Machine Learning · Computer Science 2025-08-13 Hao Liu , Chun Yang , Zhang xiaoxing , Rui Ma , Xiaobin Zhu

In multivariate time-series forecasting (MTSF), extracting the temporal correlations of the input sequences is crucial. While popular Transformer-based predictive models can perform well, their quadratic computational complexity results in…

Machine Learning · Computer Science 2024-07-23 Shusen Ma , Yu Kang , Peng Bai , Yun-Bo Zhao

Time series forecasting is an important problem across many domains, playing a crucial role in multiple real-world applications. In this paper, we propose a forecasting architecture that combines deep autoregressive models with a Spectral…

Machine Learning · Statistics 2021-12-28 Fernando Moreno-Pino , Pablo M. Olmos , Antonio Artés-Rodríguez

Zero inflation is a common nuisance while monitoring disease progression over time. This article proposes a new observation driven model for zero inflated and over-dispersed count time series. The counts given the past history of the…

Statistics Theory · Mathematics 2021-05-14 Vurukonda Sathish , Siuli Mukhopadhyay , Rashmi Tiwari

Over the past decade, multivariate time series classification has received great attention. We propose transforming the existing univariate time series classification models, the Long Short Term Memory Fully Convolutional Network (LSTM-FCN)…

Machine Learning · Computer Science 2019-07-03 Fazle Karim , Somshubra Majumdar , Houshang Darabi , Samuel Harford