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Delay Differential Equations (DDEs) are a class of differential equations that can model diverse scientific phenomena. However, identifying the parameters, especially the time delay, that make a DDE's predictions match experimental results…

Machine Learning · Computer Science 2024-05-16 Robert Stephany

Time series, typically represented as numerical sequences, can also be transformed into images and texts, offering multi-modal views (MMVs) of the same underlying signal. These MMVs can reveal complementary patterns and enable the use of…

Machine Learning · Computer Science 2025-11-03 ChengAo Shen , Wenchao Yu , Ziming Zhao , Dongjin Song , Wei Cheng , Haifeng Chen , Jingchao Ni

Standard direct forecasting models typically rely on point-wise objectives such as Mean Squared Error, which fail to capture the complex spatio-temporal dependencies inherent in graph-structured signals. While recent frequency-domain…

Machine Learning · Computer Science 2026-03-06 Zepu Wang , Bowen Liao , Jeff , Ban

Time series forecasting has witnessed significant progress with deep learning. While prevailing approaches enhance forecasting performance by modifying architectures or introducing novel enhancement strategies, they often fail to…

Machine Learning · Computer Science 2026-03-31 Haonan Yang , Jianchao Tang , Zhuo Li

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…

Machine Learning · Computer Science 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

Machine Learning · Computer Science 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Recently, deep learning-based algorithms are widely adopted due to the advantage of being able to establish anomaly detection models without or with minimal domain knowledge of the task. Instead, to train the artificial neural network more…

Machine Learning · Computer Science 2023-04-17 YeongHyeon Park

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Haoxin Liu , B. Aditya Prakash

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Artificial Intelligence · Computer Science 2022-09-28 Baoyu Jing , Si Zhang , Yada Zhu , Bin Peng , Kaiyu Guan , Andrew Margenot , Hanghang Tong

We re-examine the traditional Mean-Squared Error (MSE) forecasting paradigm by formally integrating an accuracy-timeliness trade-off: accuracy is defined by MSE (or target correlation) and timeliness by advancement (or phase excess). While…

Econometrics · Economics 2026-02-27 Marc Wildi

Feature engineering is required to obtain better results for time series forecasting, and decomposition is a crucial one. One decomposition approach often cannot be used for numerous forecasting tasks since the standard time series…

Machine Learning · Computer Science 2022-10-10 Liwang Zhou , Jing Gao

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Machine Learning · Computer Science 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

Running high-resolution physical models is computationally expensive and essential for many disciplines. Agriculture, transportation, and energy are sectors that depend on high-resolution weather models, which typically consume many hours…

Machine Learning · Computer Science 2018-08-17 Eduardo R. Rodrigues , Igor Oliveira , Renato L. F. Cunha , Marco A. S. Netto

Time series forecasting is critical across various domains, such as weather, finance and real estate forecasting, as accurate forecasts support informed decision-making and risk mitigation. While recent deep learning models have improved…

Machine Learning · Computer Science 2025-08-12 Jianfei Wu , Wenmian Yang , Bingning Liu , Weijia Jia

We present a neural network technique for the analysis and extrapolation of time-series data called Neural Decomposition (ND). Units with a sinusoidal activation function are used to perform a Fourier-like decomposition of training samples…

Neural and Evolutionary Computing · Computer Science 2018-06-26 Luke B. Godfrey , Michael S. Gashler

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

Machine Learning · Computer Science 2023-05-22 Marin Biloš , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka , Stephan Günnemann

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local…

Machine Learning · Computer Science 2026-01-06 Kuiye Ding , Fanda Fan , Chunyi Hou , Zheya Wang , Lei Wang , Zhengxin Yang , Jianfeng Zhan