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There has been a growing interest in causal learning in recent years. Commonly used representations of causal structures, including Bayesian networks and structural equation models (SEM), take the form of directed acyclic graphs (DAGs). We…

Machine Learning · Computer Science 2025-11-20 Pavel Rytir , Ales Wodecki , Jakub Marecek

Time-series data augmentation mitigates the issue of insufficient training data for deep learning models. Yet, existing augmentation methods are mainly designed for classification, where class labels can be preserved even if augmentation…

Machine Learning · Computer Science 2023-03-28 Xiyuan Zhang , Ranak Roy Chowdhury , Jingbo Shang , Rajesh Gupta , Dezhi Hong

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

Multivariate time-series forecasting, as a typical problem in the field of time series prediction, has a wide range of applications in weather forecasting, traffic flow prediction, and other scenarios. However, existing works do not…

Machine Learning · Computer Science 2026-01-30 Tianhao Zhang , Shusen Ma , Yu Kang , Yun-Bo Zhao

To represent the causal relationships between variables, a directed acyclic graph (DAG) is widely utilized in many areas, such as social sciences, epidemics, and genetics. Many causal structure learning approaches are developed to learn the…

Machine Learning · Statistics 2025-01-14 Jianian Wang , Rui Song

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…

Machine Learning · Computer Science 2023-01-31 Song Wei , Yao Xie , Christopher S. Josef , Rishikesan Kamaleswaran

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…

Machine Learning · Computer Science 2023-09-27 Song Wei , Yao Xie , Christopher S. Josef , Rishikesan Kamaleswaran

Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series…

Machine Learning · Computer Science 2019-10-15 Doyup Lee , Suehun Jung , Yeongjae Cheon , Dongil Kim , Seungil You

While logistic regression models are easily accessible to researchers, when applied to network data there are unrealistic assumptions made about the dependence structure of the data. For temporal networks measured in discrete time, recent…

Methodology · Statistics 2020-05-20 Daniel K. Sewell

Time series forecasting is essential for our daily activities and precise modeling of the complex correlations and shared patterns among multiple time series is essential for improving forecasting performance. Spatial-Temporal Graph Neural…

Machine Learning · Computer Science 2024-06-19 Yue Jiang , Xiucheng Li , Yile Chen , Shuai Liu , Weilong Kong , Antonis F. Lentzakis , Gao Cong

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…

Machine Learning · Computer Science 2025-05-02 Xinlong Zhao , Liying Zhang , Tianbo Zou , Yan Zhang

The Nonlinear autoregressive exogenous (NARX) model, which predicts the current value of a time series based upon its previous values as well as the current and past values of multiple driving (exogenous) series, has been studied for…

Machine Learning · Computer Science 2017-08-15 Yao Qin , Dongjin Song , Haifeng Chen , Wei Cheng , Guofei Jiang , Garrison Cottrell

Despite the prevalent assumption of uniform variable importance in long-term time series forecasting models, real world applications often exhibit asymmetric causal relationships and varying data acquisition costs. Specifically,…

Machine Learning · Computer Science 2026-03-24 Xinyang Chen , Huidong Jin , Yu Huang , Zaiwen Feng

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

Real-time energy forecasting on edge devices represents a major challenge for smart grid optimization and intelligent buildings. We present LAD-BNet (Lag-Aware Dual-Branch Network), an innovative neural architecture optimized for edge…

Machine Learning · Computer Science 2025-12-09 Jean-Philippe Lignier

Data augmentation (DA) has become a de facto solution to expand training data size for deep learning. With the proliferation of deep models for time series analysis, various time series DA techniques are proposed in the literature, e.g.,…

Machine Learning · Computer Science 2023-02-21 Muxi Chen , Zhijian Xu , Ailing Zeng , Qiang Xu

The times of temporal-network events and their correlations contain information on the function of the network and they influence dynamical processes taking place on it. To extract information out of correlated event times, techniques such…

Physics and Society · Physics 2019-12-10 Jari Saramäki , Mikko Kivelä , Márton Karsai