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We introduce Extrema-Segmented Entropy (ExSEnt), a feature-decomposed framework for quantifying time-series complexity that separates temporal from amplitude contributions. The method partitions a signal into monotonic segments by detecting…

Chaotic Dynamics · Physics 2025-09-30 Sara Kamali , Fabiano Baroni , Pablo Varona

Time series forecasting is traditionally dominated by sequence-based architectures such as recurrent neural networks and attention mechanisms, which process all time steps uniformly and often incur substantial computational cost. However,…

Signal Processing · Electrical Eng. & Systems 2026-04-21 K. A. Shahriar

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

Machine Learning · Computer Science 2020-07-09 Le Yu , Leilei Sun , Bowen Du , Chuanren Liu , Hui Xiong , Weifeng Lv

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

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 plays a significant role in finance, energy, meteorology, and IoT applications. Recent studies have leveraged the generalization capabilities of large language models (LLMs) to adapt to time series forecasting,…

Machine Learning · Computer Science 2026-05-12 Hao Liu , Xiaoxing Zhang , Chun Yang , Xiaobin Zhu

To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Signal Processing · Electrical Eng. & Systems 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

Computation and Language · Computer Science 2025-08-05 Taibiao Zhao , Xiaobing Chen , Mingxuan Sun

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and…

Methodology · Statistics 2025-09-01 Yik Lun Kei , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla

In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…

Machine Learning · Statistics 2021-01-27 Pedro Cadahía , Jose Manuel Bravo Caro

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…

Methodology · Statistics 2022-09-12 Zifeng Zhao , Feiyu Jiang , Xiaofeng Shao

Predictive queries over spatiotemporal (ST) stream data pose significant data processing and analysis challenges. ST data streams involve a set of time series whose data distributions may vary in space and time, exhibiting multiple distinct…

Machine Learning · Statistics 2024-10-03 Anderson Chaves , Eduardo Ogasawara , Patrick Valduriez , Fabio Porto

Multivariate time series forecasting requires models to simultaneously capture variable-wise structural dependencies and generalize across diverse tasks. While structural encoders are effective in modeling feature interactions, they lack…

Computation and Language · Computer Science 2025-06-26 Fengze Li , Yue Wang , Yangle Liu , Ming Huang , Dou Hong , Jieming Ma

Time-lapse image sequences offer visually compelling insights into dynamic processes that are too slow to observe in real time. However, playing a long time-lapse sequence back as a video often results in distracting flicker due to random…

Computer Vision and Pattern Recognition · Computer Science 2022-07-05 Erik Härkönen , Miika Aittala , Tuomas Kynkäänniemi , Samuli Laine , Timo Aila , Jaakko Lehtinen

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Machine Learning · Computer Science 2026-03-05 Hiroki Tomioka , Genta Yoshimura

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…

Traditional time series models are task-specific and often depend on dataset-specific training and extensive feature engineering. While Transformer-based architectures have improved scalability, foundation models, commonplace in text,…

Machine Learning · Computer Science 2025-05-21 Utsav Dutta , Sina Khoshfetrat Pakazad , Henrik Ohlsson
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