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Predicting time-series is of great importance in various scientific and engineering fields. However, in the context of limited and noisy data, accurately predicting dynamics of all variables in a high-dimensional system is a challenging…

Machine Learning · Computer Science 2025-06-16 Zijian Wang , Peng Tao , Luonan Chen

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

Time series sequence prediction and modelling has proven to be a challenging endeavor in real world datasets. Two key issues are the multi-dimensionality of data and the interaction of independent dimensions forming a latent output signal,…

Machine Learning · Computer Science 2020-10-09 Jakob Aungiers

Self-supervised representation learning, particularly through contrastive methods like TS2Vec, has advanced the analysis of time series data. However, these models often falter in forecasting tasks because their objective functions…

Machine Learning · Computer Science 2025-12-01 Ganeshan Niroshan , Uthayasanker Thayasivam

Diffusion models deliver high-fidelity synthesis but remain slow due to iterative sampling. We empirically observe there exists feature invariance in deterministic sampling, and present InvarDiff, a training-free acceleration method that…

Computer Vision and Pattern Recognition · Computer Science 2025-12-08 Zihao Wu

Monocular Depth Estimation (MDE) is a fundamental computer vision task with important applications in 3D vision. The current mainstream MDE methods employ an encoder-decoder architecture with multi-level/scale feature processing. However,…

Computer Vision and Pattern Recognition · Computer Science 2026-04-10 Huibin Bai , Shuai Li , Hanxiao Zhai , Yanbo Gao , Chong Lv , Yibo Wang , Haipeng Ping , Wei Hua , Xingyu Gao

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

Currently, iTransformer is one of the most popular and effective models for multivariate time series (MTS) forecasting. Thanks to its inverted framework, iTransformer effectively captures multivariate correlation. However, the inverted…

Machine Learning · Computer Science 2025-07-17 Hongming Tan , Ting Chen , Ruochong Jin , Wai Kin Chan

Multimodal transformer exhibits high capacity and flexibility to align image and text for visual grounding. However, the existing encoder-only grounding framework (e.g., TransVG) suffers from heavy computation due to the self-attention…

Computer Vision and Pattern Recognition · Computer Science 2023-10-27 Fengyuan Shi , Ruopeng Gao , Weilin Huang , Limin Wang

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Machine Learning · Computer Science 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

Although the Transformer has been the dominant architecture for time series forecasting tasks in recent years, a fundamental challenge remains: the permutation-invariant self-attention mechanism within Transformers leads to a loss of…

Machine Learning · Computer Science 2024-10-15 Zeying Gong , Yujin Tang , Junwei Liang

The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately…

Machine Learning · Computer Science 2024-11-08 Xinxing Zhou , Jiaqi Ye , Shubao Zhao , Ming Jin , Chengyi Yang , Yanlong Wen , Xiaojie Yuan

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually…

Machine Learning · Computer Science 2024-11-12 Yuxuan Wang , Haixu Wu , Jiaxiang Dong , Guo Qin , Haoran Zhang , Yong Liu , Yunzhong Qiu , Jianmin Wang , Mingsheng Long

Multivariate time series (MTS) forecasting has been extensively applied across diverse domains, such as weather prediction and energy consumption. However, current studies still rely on the vanilla point-wise self-attention mechanism to…

Machine Learning · Computer Science 2024-05-21 Yingnan Yang , Qingling Zhu , Jianyong Chen

Numerous industrial sectors necessitate models capable of providing robust forecasts across various horizons. Despite the recent strides in crafting specific architectures for time-series forecasting and developing pre-trained universal…

Machine Learning · Computer Science 2024-11-05 Jiawen Zhang , Shun Zheng , Xumeng Wen , Xiaofang Zhou , Jiang Bian , Jia Li

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

Transformers have become state-of-the-art (SOTA) for time-series classification, with models like PatchTST demonstrating exceptional performance. These models rely on patching the time series and learning relationships between raw temporal…

Signal Processing · Electrical Eng. & Systems 2025-11-04 Huseyin Goksu

Modelling multivariate spatio-temporal data with complex dependency structures is a challenging task but can be simplified by assuming that the original variables are generated from independent latent components. If these components are…

Methodology · Statistics 2024-11-04 Mika Sipilä , Claudia Cappello , Sandra De Iaco , Klaus Nordhausen , Sara Taskinen

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng