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Developing models and algorithms to predict nonstationary time series is a long standing statistical problem. It is crucial for many applications, in particular for fashion or retail industries, to make optimal inventory decisions and avoid…

Signal Processing · Electrical Eng. & Systems 2023-09-12 Etienne David , Jean Bellot , Sylvain Le Corff

Stock movement prediction remains fundamentally challenging due to complex temporal dependencies, heterogeneous modalities, and dynamically evolving inter-stock relationships. Existing approaches often fail to unify structural, semantic,…

Artificial Intelligence · Computer Science 2025-10-30 Peilin Tan , Liang Xie , Churan Zhi , Dian Tu , Chuanqi Shi

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

Recently, there has been great success in leveraging pre-trained large language models (LLMs) for time series analysis. The core idea lies in effectively aligning the modality between natural language and time series. However, the…

Machine Learning · Computer Science 2026-03-03 Zongjiang Shang , Dongliang Cui , Binqing Wu , Ling Chen

Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS…

Machine Learning · Computer Science 2025-05-26 Boyuan Li , Yicheng Luo , Zhen Liu , Junhao Zheng , Jianming Lv , Qianli Ma

Medicinal synergy prediction is a powerful tool in drug discovery and development that harnesses the principles of combination therapy to enhance therapeutic outcomes by improving efficacy, reducing toxicity, and preventing drug resistance.…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Jiawei Wu , Jun Wen , Mingyuan Yan , Anqi Dong , Shuai Gao , Ren Wang , Can Chen

We introduce a framework to dynamically combine heterogeneous models called \texttt{DYCHEM}, which forecasts a set of time series that are related through an aggregation hierarchy. Different types of forecasting models can be employed as…

Machine Learning · Computer Science 2023-01-18 Xing Han , Jing Hu , Joydeep Ghosh

Distributed Machine Learning (DML) on resource-constrained edge devices holds immense potential for real-world applications. However, achieving fast convergence in DML in these heterogeneous environments remains a significant challenge.…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-10 Advik Raj Basani , Siddharth Chaitra Vivek , Advaith Krishna , Arnab K. Paul

Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short…

Machine Learning · Computer Science 2025-09-25 Abhishek Sharma , Anat Parush , Sumit Wadhwa , Amihai Savir , Anne Guinard , Prateek Srivastava

In multivariate time series systems, it has been observed that certain groups of variables partially lead the evolution of the system, while other variables follow this evolution with a time delay; the result is a lead-lag structure amongst…

Machine Learning · Statistics 2022-01-21 Stefanos Bennett , Mihai Cucuringu , Gesine Reinert

Predicting the future price trends of stocks is a challenging yet intriguing problem given its critical role to help investors make profitable decisions. In this paper, we present a collaborative temporal-relational modeling framework for…

Statistical Finance · Quantitative Finance 2022-03-08 Chaoran Cui , Xiaojie Li , Juan Du , Chunyun Zhang , Xiushan Nie , Meng Wang , Yilong Yin

Multivariate time series forecasting with hierarchical structure is widely used in real-world applications, e.g., sales predictions for the geographical hierarchy formed by cities, states, and countries. The hierarchical time series (HTS)…

Machine Learning · Computer Science 2023-10-10 Fan Zhou , Chen Pan , Lintao Ma , Yu Liu , Shiyu Wang , James Zhang , Xinxin Zhu , Xuanwei Hu , Yunhua Hu , Yangfei Zheng , Lei Lei , Yun Hu

We introduce Hyper-Trees as a novel framework for modeling time series data using gradient boosted trees. Unlike conventional tree-based approaches that forecast time series directly, Hyper-Trees learn the parameters of a target time series…

Machine Learning · Computer Science 2026-02-09 Alexander März , Kashif Rasul

The burgeoning presence of Large Language Models (LLM) is propelling the development of personalized recommender systems. Most existing LLM-based methods fail to sufficiently explore the multi-view graph structure correlations inherent in…

Information Retrieval · Computer Science 2025-07-30 Xu Guo , Tong Zhang , Yuanzhi Wang , Chenxu Wang , Fuyun Wang , Xudong Wang , Xiaoya Zhang , Xin Liu , Zhen Cui

Spatiotemporal time series forecasting plays a key role in a wide range of real-world applications. While significant progress has been made in this area, fully capturing and leveraging spatiotemporal heterogeneity remains a fundamental…

Machine Learning · Computer Science 2024-09-04 Zheng Dong , Renhe Jiang , Haotian Gao , Hangchen Liu , Jinliang Deng , Qingsong Wen , Xuan Song

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront…

Machine Learning · Computer Science 2023-12-01 Juhyeon Kim , Hyungeun Lee , Seungwon Yu , Ung Hwang , Wooyul Jung , Miseon Park , Kijung Yoon

Stock trend forecasting, which forecasts stock prices' future trends, plays an essential role in investment. The stocks in a market can share information so that their stock prices are highly correlated. Several methods were recently…

Statistical Finance · Quantitative Finance 2022-01-21 Wentao Xu , Weiqing Liu , Lewen Wang , Yingce Xia , Jiang Bian , Jian Yin , Tie-Yan Liu

In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series shifted in time relative to one another, and which can be…

Machine Learning · Statistics 2023-09-20 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

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

Long-term memory is essential for conversational agents to maintain coherence, track persistent tasks, and provide personalized interactions across extended dialogues. However, existing approaches as Retrieval-Augmented Generation (RAG) and…

Computation and Language · Computer Science 2026-04-13 Juwei Yue , Chuanrui Hu , Jiawei Sheng , Zuyi Zhou , Wenyuan Zhang , Tingwen Liu , Li Guo , Yafeng Deng
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