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For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency in multivariate models, we introduce a method to Construct…

Machine Learning · Statistics 2026-02-06 Jiecheng Lu , Xu Han , Yan Sun , Shihao Yang

There has been an emergence of various models for long-term time series forecasting. Recent studies have demonstrated that a single linear layer, using Channel Dependent (CD) or Channel Independent (CI) modeling, can even outperform a large…

Machine Learning · Computer Science 2023-12-20 Yuan Peiwen , Zhu Changsheng

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

Irregularly-sampled time series (ITS) are native to high-impact domains like healthcare, where measurements are collected over time at uneven intervals. However, for many classification problems, only small portions of long time series are…

Machine Learning · Computer Science 2023-02-09 Thomas Hartvigsen , Jidapa Thadajarassiri , Xiangnan Kong , Elke Rundensteiner

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…

Machine Learning · Computer Science 2024-08-14 Lifan Zhao , Yanyan Shen

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Recently, significant advancements have been made in time-series forecasting research, with an increasing focus on analyzing the nature of time-series data, e.g, channel-independence (CI) and channel-dependence (CD), rather than solely…

Machine Learning · Computer Science 2023-08-04 Wei Li , Xiangxu Meng , Chuhao Chen , Jianing Chen

We propose a novel framework that harnesses the power of generative artificial intelligence and copula-based modeling to address two critical challenges in multivariate time-series analysis: delivering accurate predictions and enabling…

Machine Learning · Computer Science 2025-09-30 Nicholas A. Pearson , Francesca Zanello , Davide Russo , Luca Bortolussi , Francesca Cairoli

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system reliability…

Machine Learning · Computer Science 2026-02-11 Lingpei Zhang , Qingming Li , Yong Yang , Jiahao Chen , Rui Zeng , Chenyang Lyu , Shouling Ji

Multivariate time series anomaly detection has become increasingly important in real-world applications, where labeled data are often scarce. Many existing approaches rely on unsupervised learning to model normal patterns, but they often…

Machine Learning · Computer Science 2026-05-25 Jaehyeop Hong , Youngbum Hur

We report an extension of a Keras Model, called CTCModel, to perform the Connectionist Temporal Classification (CTC) in a transparent way. Combined with Recurrent Neural Networks, the Connectionist Temporal Classification is the reference…

Machine Learning · Computer Science 2019-01-24 Yann Soullard , Cyprien Ruffino , Thierry Paquet

Accurate time series forecasting is a highly valuable endeavour with applications across many industries. Despite recent deep learning advancements, increased model complexity, and larger model sizes, many state-of-the-art models often…

Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate relationships, CD captures all dependencies without distinction,…

Machine Learning · Computer Science 2025-05-21 Yifan Hu , Guibin Zhang , Peiyuan Liu , Disen Lan , Naiqi Li , Dawei Cheng , Tao Dai , Shu-Tao Xia , Shirui Pan

As the growing demand for long sequence time-series forecasting in real-world applications, such as electricity consumption planning, the significance of time series forecasting becomes increasingly crucial across various domains. This is…

Machine Learning · Computer Science 2024-10-01 Wentao Gao , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le , Debo Cheng , Yanchang Zhao , Yun Chen

The balance between model capacity and generalization has been a key focus of recent discussions in long-term time series forecasting. Two representative channel strategies are closely associated with model expressivity and robustness,…

Machine Learning · Computer Science 2024-07-25 Tong Nie , Yuewen Mei , Guoyang Qin , Jian Sun , Wei Ma

Deep learning has significantly advanced time series forecasting through its powerful capacity to capture sequence relationships. However, training these models with the Mean Square Error (MSE) loss often results in over-smooth predictions,…

Machine Learning · Computer Science 2024-12-25 Yanru Sun , Zongxia Xie , Dongyue Chen , Emadeldeen Eldele , Qinghua Hu

Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…

Machine Learning · Computer Science 2026-04-21 Pooyan Khosravinia , João Gama , Bruno Veloso

Time series forecasting is crucial for applications across multiple domains and various scenarios. Although Transformer models have dramatically advanced the landscape of forecasting, their effectiveness remains debated. Recent findings…

Machine Learning · Computer Science 2024-12-24 Dongbin Kim , Jinseong Park , Jaewook Lee , Hoki Kim

Time series forecasting has attracted significant attention in the field of AI. Previous works have revealed that the Channel-Independent (CI) strategy improves forecasting performance by modeling each channel individually, but it often…

Machine Learning · Computer Science 2026-03-17 Dongyuan Li , Shun Zheng , Chang Xu , Jiang Bian , Renhe Jiang
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