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Statistic modeling and data-driven learning are the two vital fields that attract many attentions. Statistic models intend to capture and interpret the relationships among variables, while data-based learning attempt to extract information…

Machine Learning · Computer Science 2021-12-22 Jingwei Li

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Modeling uncertainty in heavy-tailed time series remains a critical challenge for deep probabilistic forecasting models, which often struggle to capture abrupt, extreme events. While L\'evy stable distributions offer a natural framework for…

Machine Learning · Computer Science 2026-05-15 Yang Yang , Du Yin , Hao Xue , Flora Salim

Handling missing data in time series classification remains a significant challenge in various domains. Traditional methods often rely on imputation, which may introduce bias or fail to capture the underlying temporal dynamics. In this…

Machine Learning · Computer Science 2026-04-03 YongKyung Oh , Dong-Young Lim , Sungil Kim , Alex Bui

Robust causal discovery in time series datasets depends on reliable benchmark datasets with known ground-truth causal relationships. However, such datasets remain scarce, and existing synthetic alternatives often overlook critical temporal…

Machine Learning · Computer Science 2025-06-03 Muhammad Hasan Ferdous , Emam Hossain , Md Osman Gani

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Time series modeling has attracted extensive research efforts; however, achieving both reliable efficiency and interpretability from a unified model still remains a challenging problem. Among the literature, shapelets offer interpretable…

Machine Learning · Computer Science 2020-12-01 Ziqiang Cheng , Yang Yang , Wei Wang , Wenjie Hu , Yueting Zhuang , Guojie Song

Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…

Machine Learning · Computer Science 2015-03-12 Josif Grabocka , Lars Schmidt-Thieme

Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…

Machine Learning · Computer Science 2026-05-20 Zinuo You , Jin Zheng , John Cartlidge

Time series forecasting is essential across domains from finance to supply chain management. This paper introduces ForecastGAN, a novel decomposition based adversarial framework addressing limitations in existing approaches for…

Machine Learning · Computer Science 2025-11-07 Syeda Sitara Wishal Fatima , Afshin Rahimi

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

Machine Learning · Computer Science 2025-04-16 Yifan Hu , Peiyuan Liu , Peng Zhu , Dawei Cheng , Tao Dai

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 in real world environments faces significant challenges non stationarity, multi scale temporal patterns, and distributional shifts that degrade model stability and accuracy. This study propose AdaMamba, a unified…

Machine Learning · Computer Science 2025-12-09 MinCheol Jeon

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

Recently, Liu and Zhang studied the rather challenging problem of time series forecasting from the perspective of compressed sensing. They proposed a no-learning method, named Convolution Nuclear Norm Minimization (CNNM), and proved that…

Machine Learning · Computer Science 2022-01-21 Guangcan Liu

As multimodal data proliferates across diverse real-world applications, leveraging heterogeneous information such as texts and timestamps for accurate time series forecasting (TSF) has become a critical challenge. While diffusion models…

Machine Learning · Computer Science 2025-12-09 Da Zhang , Bingyu Li , Zhuyuan Zhao , Junyu Gao , Feiping Nie , Xuelong Li

Latent diffusion has demonstrated promising results in image generation and permits efficient sampling. However, this framework might suffer from the problem of posterior collapse when applied to time series. In this paper, we first show…

Machine Learning · Computer Science 2024-10-04 Yangming Li , Yixin Cheng , Mihaela van der Schaar

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

Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability…

Machine Learning · Computer Science 2025-04-02 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan