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We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of…

Methodology · Statistics 2022-10-03 Ross Hollyman , Fotios Petropoulos , Michael E. Tipping

Multi-step passenger demand forecasting is a crucial task in on-demand vehicle sharing services. However, predicting passenger demand over multiple time horizons is generally challenging due to the nonlinear and dynamic spatial-temporal…

Machine Learning · Computer Science 2019-05-27 Lei Bai , Lina Yao , Salil. S Kanhere , Xianzhi Wang , Quan. Z Sheng

We encounter time series data in many domains such as finance, physics, business, and weather. One of the main tasks of time series analysis, one that helps to take informed decisions under uncertainty, is forecasting. Time series are often…

Artificial Intelligence · Computer Science 2023-08-29 Gal Elgavish

The systems monitoring the location of public transport vehicles rely on wireless transmission. The location readings from GPS-based devices are received with some latency caused by periodical data transmission and temporal problems…

Networking and Internet Architecture · Computer Science 2018-02-28 Maciej Grzenda , Karolina Kwasiborska , Tomasz Zaremba

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

As a core task in intelligent transportation systems, traffic forecasting plays a critical role in urban traffic management. Accurate traffic forecasting relies on modeling complex spatiotemporal dependencies, which is inherently…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Yahao Liu , Zhenyu Liu , Qitai Tan , Xiao-Ping Zhang

Substantial efforts have been devoted to the investigation of spatiotemporal correlations for improving traffic speed prediction accuracy. However, existing works typically model the correlations based solely on the observed traffic state…

Machine Learning · Computer Science 2022-05-06 Yidan Sun , Guiyuan Jiang , Siew-Kei Lam , Peilan He , Fangxin Ning

Forecasting multivariate time series remains challenging due to complex cross-variable dependencies and the presence of heterogeneous external influences. This paper presents Spectrogram-Enhanced Multimodal Fusion (SEMF), which combines…

Machine Learning · Computer Science 2026-03-31 Soyeon Park , Doohee Chung , Charmgil Hong

Spatio-temporal prediction is a pivotal task with broad applications in traffic management, climate monitoring, energy scheduling, etc. However, existing methodologies often struggle to balance model expressiveness and computational…

Machine Learning · Computer Science 2025-05-27 Jiawen Chen , Qi Shao , Duxin Chen , Wenwu Yu

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Herding -- where agents align their behaviors and act collectively -- is a central driver of market fragility and systemic risk. Existing approaches to quantify herding rely on price-correlation statistics, which inherently lag because they…

Multiagent Systems · Computer Science 2026-05-13 Lake Yang , Junwei Su , Jingfeng Zeng , Wenhao Lu , Xingzhi Qian , Weitong Zhang , Chuan Wu , Dunhong Jin

This paper considers structures of systems beyond dyadic (pairwise) interactions and investigates mathematical modeling of multi-way interactions and connections as hypergraphs, where captured relationships among system entities are…

Discrete Mathematics · Computer Science 2021-07-16 Xu T. Liu , Jesun Firoz , Andrew Lumsdaine , Cliff Joslyn , Sinan Aksoy , Brenda Praggastis , Assefaw Gebremedhin

Hypergraphs have been becoming a popular choice to model complex, non-pairwise, and higher-order interactions for recommender system. However, compared with traditional graph-based methods, the constructed hypergraphs are usually much…

Social and Information Networks · Computer Science 2021-08-19 Yicong Li , Hongxu Chen , Xiangguo Sun , Zhenchao Sun , Lin Li , Lizhen Cui , Philip S. Yu , Guandong Xu

The proliferation of edge devices has generated an unprecedented volume of time series data across different domains, motivating various well-customized methods. Recently, Large Language Models (LLMs) have emerged as a new paradigm for time…

Machine Learning · Computer Science 2025-05-06 Chenxi Liu , Shaowen Zhou , Qianxiong Xu , Hao Miao , Cheng Long , Ziyue Li , Rui Zhao

Graph generative models have shown strong results in molecular design but struggle to scale to large, complex structures. While hierarchical methods improve scalability, they usually ignore node and edge features, which are critical in…

Machine Learning · Computer Science 2025-10-01 Dorian Gailhard , Enzo Tartaglione , Lirida Naviner , Jhony H. Giraldo

Multivariate time series forecasting, which analyzes historical time series to predict future trends, can effectively help decision-making. Complex relations among variables in MTS, including static, dynamic, predictable, and latent…

Machine Learning · Computer Science 2021-12-16 Yueyang Wang , Ziheng Duan , Yida Huang , Haoyan Xu , Jie Feng , Anni Ren

Hypergraphs, encoding structured interactions among any number of system units, have recently proven a successful tool to describe many real-world biological and social networks. Here we propose a framework based on statistical inference to…

Social and Information Networks · Computer Science 2022-12-01 Martina Contisciani , Federico Battiston , Caterina De Bacco

Applying Large Language Models (LLMs) to heterogeneous enterprise systems is hindered by hallucinations and failures in multi-hop, n-ary reasoning. Existing paradigms (e.g., GraphRAG, NL2SQL) lack the semantic grounding and auditable…

Artificial Intelligence · Computer Science 2026-05-21 Ling Wang , Xin Liu , Songnan Liu , Jianan Wang , Cheng Cheng , Yihan Zhu , Enyu Li , Yu Xiao , Jiangyong Xie , Duogong Yan , Jiangyi Chen

Heterogeneity and irregularity of multi-source data sets present a significant challenge to time-series analysis. In the literature, the fusion of multi-source time-series has been achieved either by using ensemble learning models which…

Machine Learning · Computer Science 2021-10-07 Futoon M. Abushaqra , Hao Xue , Yongli Ren , Flora D. Salim

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer