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Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Machine Learning · Computer Science 2021-08-19 Radostin Cholakov , Todor Kolev

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu

Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle…

Machine Learning · Statistics 2020-01-03 Changwei Hu , Yifan Hu , Sungyong Seo

There have been several recent efforts towards developing representations for multivariate time-series in an unsupervised learning framework. Such representations can prove beneficial in tasks such as activity recognition, health…

Machine Learning · Computer Science 2022-09-23 Yitian Zhang , Florence Regol , Antonios Valkanas , Mark Coates

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

Machine Learning · Computer Science 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

Irregularly sampled time series forecasting, characterized by non-uniform intervals, is prevalent in practical applications. However, previous research have been focused on regular time series forecasting, typically relying on transformer…

Machine Learning · Computer Science 2024-10-01 Byunghyun Kim , Jae-Gil Lee

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

Convolutional neural networks (CNNs) and transformer architectures offer strengths for modeling temporal data: CNNs excel at capturing local patterns and translational invariances, while transformers effectively model long-range…

Machine Learning · Computer Science 2025-10-09 Stefano F. Stefenon , João P. Matos-Carvalho , Valderi R. Q. Leithardt , Kin-Choong Yow

In this paper, we present SSDNet, a novel deep learning approach for time series forecasting. SSDNet combines the Transformer architecture with state space models to provide probabilistic and interpretable forecasts, including trend and…

Machine Learning · Computer Science 2021-12-21 Yang Lin , Irena Koprinska , Mashud Rana

Multivariate time-series analysis involves extracting informative representations from sequences of multiple interdependent variables, supporting tasks such as forecasting, imputation, and anomaly detection. In real-world scenarios, these…

Machine Learning · Computer Science 2026-05-19 Israel Zexer , Omri Azencot

Real-world time series data are inherently multivariate, often exhibiting complex inter-channel dependencies. Each channel is typically sampled at its own period and is prone to missing values due to various practical and operational…

Machine Learning · Computer Science 2026-03-11 Jinkwan Jang , Hyungjin Park , Jinmyeong Choi , Taesup Kim

Change detection, a critical task in remote sensing and computer vision, aims to identify pixel-level differences between image pairs captured at the same geographic area but different times. It faces numerous challenges such as…

Computer Vision and Pattern Recognition · Computer Science 2025-05-22 Qi'ao Xu , Yan Xing , Jiali Hu , Yunan Jia , Rui Huang

We introduce a weakly supervised method for representation learning based on aligning temporal sequences (e.g., videos) of the same process (e.g., human action). The main idea is to use the global temporal ordering of latent correspondences…

Computer Vision and Pattern Recognition · Computer Science 2021-05-12 Isma Hadji , Konstantinos G. Derpanis , Allan D. Jepson

Training deep neural networks often requires careful hyper-parameter tuning and significant computational resources. In this paper, we propose ConvTimeNet (CTN): an off-the-shelf deep convolutional neural network (CNN) trained on diverse…

Machine Learning · Computer Science 2019-05-03 Kathan Kashiparekh , Jyoti Narwariya , Pankaj Malhotra , Lovekesh Vig , Gautam Shroff

As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A…

Machine Learning · Computer Science 2022-03-03 Fan Jin , Ke Zhang , Yipan Huang , Yifei Zhu , Baiping Chen

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 forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Machine Learning · Computer Science 2024-12-18 Yining Pang , Chenghan Li

Handling previously unseen tasks after given only a few training examples continues to be a tough challenge in machine learning. We propose TapNets, neural networks augmented with task-adaptive projection for improved few-shot learning.…

Machine Learning · Computer Science 2019-06-24 Sung Whan Yoon , Jun Seo , Jaekyun Moon
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