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Modeling long-range dependencies in time series generation poses a fundamental trade-off between representational capacity and computational efficiency. Traditional temporal diffusion models suffer from local entanglement and the…

Machine Learning · Computer Science 2026-02-23 Rongyao Cai , Yuxi Wan , Kexin Zhang , Ming Jin , Zhiqiang Ge , Qingsong Wen , Yong Liu

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative…

Machine Learning · Computer Science 2025-05-28 Tal Gonen , Itai Pemper , Ilan Naiman , Nimrod Berman , Omri Azencot

Conventional time-series generation often ignores domain-specific physical constraints, limiting statistical and physical consistency. We propose a hierarchical framework that embeds the inherent hierarchy of physical laws-conservation,…

Machine Learning · Computer Science 2025-10-10 Tsuyoshi Okita

Time Series Forecasting (TSF) is an important application across many fields. There is a debate about whether Transformers, despite being good at understanding long sequences, struggle with preserving temporal relationships in time series…

Machine Learning · Computer Science 2025-10-20 Syed Tahir Hussain Rizvi , Neel Kanwal , Muddasar Naeem

Although recent generative models can produce time series with close marginal distributions, they often face a fundamental tension between preserving global temporal structure and modeling stochastic local variations, particularly for…

Machine Learning · Computer Science 2026-03-23 Shaoshuai Du , Joze M. Rozanec , Andy Pimentel , Ana-Lucia Varbanescu

Time series forecasting (TSF) faces challenges in modeling complex intra-channel temporal dependencies and inter-channel correlations. Although recent research has highlighted the efficiency of linear architectures in capturing global…

Machine Learning · Computer Science 2026-01-29 Gawon Lee , Hanbyeol Park , Minseop Kim , Dohee Kim , Hyerim Bae

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena…

chao-dyn · Physics 2009-10-31 Rainer Hegger , Holger Kantz , Thomas Schreiber

Detecting and analyzing complex patterns in multivariate time-series data is crucial for decision-making in urban and environmental system operations. However, challenges arise from the high dimensionality, intricate complexity, and…

Machine Learning · Computer Science 2024-12-25 Haowen Xu , Ali Boyaci , Jianming Lian , Aaron Wilson

Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world…

Machine Learning · Computer Science 2025-08-26 Jingge Xiao , Yile Chen , Gao Cong , Wolfgang Nejdl , Simon Gottschalk

Image diffusion models are trained on independently sampled static images. While this is the bedrock task protocol in generative modeling, capturing the temporal world through the lens of static snapshots is information-deficient by design.…

Computer Vision and Pattern Recognition · Computer Science 2025-09-05 Juhun Lee , Simon S. Woo

Multivariate time series forecasting (MTSF) is a critical task with broad applications in domains such as meteorology, transportation, and economics. Nevertheless, pervasive missing values caused by sensor failures or human errors…

Machine Learning · Computer Science 2025-06-23 Kai Tang , Ji Zhang , Hua Meng , Minbo Ma , Qi Xiong , Fengmao Lv , Jie Xu , Tianrui Li

We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and model selection techniques. The paper generalises and extends…

Methodology · Statistics 2026-02-20 Gudmund Hermansen , Nils Lid Hjort , Martin Jullum

Passive acoustic mapping enables the spatial mapping and temporal monitoring of cavitation activity, playing a crucial role in therapeutic ultrasound applications. Most conventional beamforming methods, whether implemented in the time or…

Signal Processing · Electrical Eng. & Systems 2025-11-26 Tatiana Gelvez-Barrera , Barbara Nicolas , Denis Kouamé , Bruno Gilles , Adrian Basarab

Accurate forecasting of electric load and renewable generation is essential for reliable and cost effective power system operations. Recent advances in transformer based and foundation machine learning models, driven by large scale…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Muhy Eddin Za'ter , Bri-Mathias Hodge

We investigate the effectiveness of time series foundation models (TSFMs) for crowd flow prediction, focusing on Moirai and TimesFM. Evaluated on three real-world mobility datasets-Bike NYC, Taxi Beijing, and Spanish national OD flows-these…

Machine Learning · Computer Science 2025-07-02 Massimiliano Luca , Ciro Beneduce , Bruno Lepri

Pushing the frontiers of time-series information processing in the ever-growing domain of edge devices with stringent resources has been impeded by the systems' ability to process information and learn locally on the device. Local…

Machine Learning · Computer Science 2024-09-17 Abdullah M. Zyarah , Dhireesha Kudithipudi

Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics. This paper proposes CaReTS, a novel…

Machine Learning · Computer Science 2025-11-14 Fulong Yao , Wanqing Zhao , Chao Zheng , Xiaofei Han

This paper presents a new Bayesian model and algorithm used for depth and intensity profiling using full waveforms from the time-correlated single photon counting (TCSPC) measurement in the limit of very low photon counts. The model…

Applications · Statistics 2016-04-20 Yoann Altmann , Ximing Ren , Aongus McCarthy , Gerald S. Buller , Steve McLaughlin

Biomedical signals often comprise multiple non-sinusoidal oscillatory components whose amplitude modulation (AM) and instantaneous frequency (IF) may themselves be governed by additional (second-order) oscillatory dynamics with time-varying…

Applications · Statistics 2026-05-05 Jennifer Laine , Hau-Tieng Wu

Many modern data sets require inference methods that can estimate the shared and individual-specific components of variability in collections of matrices that change over time. Promising methods have been developed to analyze these types of…

Methodology · Statistics 2019-04-30 Arkaprava Roy , Jana Schaich-Borg , David B Dunson
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