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Accurately predicting the behavior of complex dynamical systems, characterized by high-dimensional multivariate time series(MTS) in interconnected sensor networks, is crucial for informed decision-making in various applications to minimize…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Krishna Sai Sudhir Aripirala , Shivam Gupta , Venkataramana Runkana

Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical models often fall short in handling the complexity and high non-linearity present in time-series data.…

Machine Learning · Statistics 2021-06-14 Soumyasundar Pal , Liheng Ma , Yingxue Zhang , Mark Coates

Long-term time series forecasting using transformers is hampered by the quadratic complexity of self-attention and the rigidity of uniform patching, which may be misaligned with the data's semantic structure. In this paper, we introduce the…

Machine Learning · Computer Science 2026-01-05 Maximilian Reinwardt , Michael Eichelbeck , Matthias Althoff

Sequential recommender systems (SRSs) aim to predict the subsequent items which may interest users via comprehensively modeling users' complex preference embedded in the sequence of user-item interactions. However, most of existing SRSs…

Information Retrieval · Computer Science 2024-10-31 Chengkai Huang , Shoujin Wang , Xianzhi Wang , Lina Yao

Automatic sleep staging plays a vital role in assessing sleep quality and diagnosing sleep disorders. Most existing methods rely heavily on long and continuous EEG recordings, which poses significant challenges for data acquisition in…

Machine Learning · Computer Science 2025-11-19 Lejun Ai , Yulong Li , Haodong Yi , Jixuan Xie , Yue Wang , Jia Liu , Min Chen , Rui Wang

Transformers have recently gained popularity in time series forecasting due to their ability to capture long-term dependencies. However, many existing models focus only on capturing temporal dependencies while omitting intricate…

Machine Learning · Computer Science 2025-05-26 Donghwa Shin , Edwin Zhang

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…

Machine Learning · Computer Science 2023-03-16 Mari Dahl Eggen , Alise Danielle Midtfjord

There is an increasing demand to process streams of temporal data in energy-limited scenarios such as embedded devices, driven by the advancement and expansion of Internet of Things (IoT) and Cyber-Physical Systems (CPS). Spiking neural…

Neural and Evolutionary Computing · Computer Science 2020-07-08 Haowen Fang , Amar Shrestha , Qinru Qiu

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Time-series representation learning can extract representations from data with temporal dynamics and sparse labels. When labeled data are sparse but unlabeled data are abundant, contrastive learning, i.e., a framework to learn a latent…

Machine Learning · Computer Science 2023-03-03 Heejeong Choi , Pilsung Kang

Time series forecasting plays a pivotal role in a wide range of applications, including weather prediction, healthcare, structural health monitoring, predictive maintenance, energy systems, and financial markets. While models such as LSTM,…

Machine Learning · Computer Science 2026-04-03 Qianying Cao , Shanqing Liu , Alan John Varghese , Jerome Darbon , Michael Triantafyllou , George Em Karniadakis

Large collections of time series data are often organized into hierarchies with different levels of aggregation; examples include product and geographical groupings. Probabilistic coherent forecasting is tasked to produce forecasts…

Applying machine learning models to meteorological data brings many opportunities to the Geosciences field, such as predicting future weather conditions more accurately. In recent years, modeling meteorological data with deep neural…

Machine Learning · Computer Science 2020-11-11 Rafaela Castro , Yania M. Souto , Eduardo Ogasawara , Fabio Porto , Eduardo Bezerra

Time series forecasting (TSF) is crucial in fields like economic forecasting, weather prediction, traffic flow analysis, and public health surveillance. Real-world time series data often include noise, outliers, and missing values, making…

Machine Learning · Computer Science 2024-07-09 Quangao Liu , Ruiqi Li , Maowei Jiang , Wei Yang , Chen Liang , LongLong Pang , Zhuozhang Zou

Transformer architectures have been widely adopted for time series forecasting, yet whether the representational mechanisms that make them powerful in NLP actually engage on time series data remains unexplored. The persistent…

Machine Learning · Computer Science 2026-05-07 Alper Yıldırım

This paper studies sequence modeling for prediction tasks with long range dependencies. We propose a new formulation for state space models (SSMs) based on learning linear dynamical systems with the spectral filtering algorithm (Hazan et…

Machine Learning · Computer Science 2024-07-12 Naman Agarwal , Daniel Suo , Xinyi Chen , Elad Hazan

Accurate and robust weather forecasting remains a fundamental challenge due to the inherent spatio-temporal complexity of atmospheric systems. In this paper, we propose a novel self-supervised learning framework that leverages…

Machine Learning · Computer Science 2025-11-04 Yao Liu

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities,…

Machine Learning · Computer Science 2025-03-14 Jialiang Tang , Shuo Chen , Chen Gong , Jing Zhang , Dacheng Tao
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