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Related papers: Spatio-temporal Multivariate Time Series Forecast …

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Spatio-temporal data, prevalent in real-world applications such as traffic monitoring, financial transactions, and ride-share demands, represents a specialized case of multivariate time series characterized by high dimensionality. This high…

In order to solve the problems such as difficult to extract effective features and low accuracy of sales volume prediction caused by complex relationships such as market sales volume in time series prediction, we proposed a time series…

Signal Processing · Electrical Eng. & Systems 2024-06-06 Jianyu Liu , Wei Chen , Yong Zhang , Zhenfeng Chen , Bin Wan , Jinwei Hu

Multivariate time series forecasting (MTSF) is a critical task with broad applications in domains such as meteorology, transportation, and economics. Nevertheless, pervasive missing values caused by sensor failures or human errors…

Machine Learning · Computer Science 2025-06-23 Kai Tang , Ji Zhang , Hua Meng , Minbo Ma , Qi Xiong , Fengmao Lv , Jie Xu , Tianrui Li

Time series analysis by state-space models is widely used in forecasting and extracting unobservable components like level, slope, and seasonality, along with explanatory variables. However, their reliance on traditional Kalman filtering…

Machine Learning · Statistics 2024-08-20 André Ramos , Davi Valladão , Alexandre Street

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Transformers have gained attention in atmospheric time series forecasting (ATSF) for their ability to capture global spatial-temporal correlations. However, their complex architectures lead to excessive parameter counts and extended…

Machine Learning · Computer Science 2025-09-25 Yisong Fu , Fei Wang , Zezhi Shao , Boyu Diao , Lin Wu , Zhulin An , Chengqing Yu , Yujie Li , Yongjun Xu

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Spatial-temporal forecasting is crucial and widely applicable in various domains such as traffic, energy, and climate. Benefiting from the abundance of unlabeled spatial-temporal data, self-supervised methods are increasingly adapted to…

Machine Learning · Computer Science 2024-12-20 Qi Zheng , Zihao Yao , Yaying Zhang

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

Spatio-temporal process models are often used for modeling dynamic physical and biological phenomena that evolve across space and time. These phenomena may exhibit environmental heterogeneity and complex interactions that are difficult to…

Methodology · Statistics 2026-01-06 Pratik Nag , Andrew Zammit-Mangion , Sumeetpal Singh , Noel Cressie

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

Machine Learning · Computer Science 2024-08-09 Xin Zhou , Weiqing Wang , Wray Buntine , Shilin Qu , Abishek Sriramulu , Weicong Tan , Christoph Bergmeir

The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…

Sound · Computer Science 2025-06-27 Maxime Leiber , Yosra Marnissi , Axel Barrau , Sylvain Meignen , Laurent Massoulié

Spatio-temporal forecasting is crucial in many domains, such as transportation, meteorology, and energy. However, real-world scenarios frequently present challenges such as signal anomalies, noise, and distributional shifts. Existing…

Machine Learning · Computer Science 2025-10-30 Wei Chen , Yuxuan Liang

Predicting spatio-temporal traffic flow presents significant challenges due to complex interactions between spatial and temporal factors. Existing approaches often address these dimensions in isolation, neglecting their critical…

Artificial Intelligence · Computer Science 2024-11-15 Weilin Ruan , Wenzhuo Wang , Siru Zhong , Wei Chen , Li Liu , Yuxuan Liang

Taxi arrival time prediction is essential for building intelligent transportation systems. Traditional prediction methods mainly rely on extracting features from traffic maps, which cannot model complex situations and nonlinear spatial and…

Machine Learning · Computer Science 2021-10-01 ZiChuan Liu , Zhaoyang Wu , Meng Wang , Rui Zhang

Spatial-temporal causal time series (STC-TS) involve region-specific temporal observations driven by causally relevant covariates and interconnected across geographic or network-based spaces. Existing methods often model spatial and…

Machine Learning · Computer Science 2025-11-13 Yang Yang , Du Yin , Hao Xue , Flora Salim

Recently, spatio-temporal time-series prediction has developed rapidly, yet existing deep learning methods struggle with learning complex long-term spatio-temporal dependencies efficiently. The long-term spatio-temporal dependency learning…

Machine Learning · Computer Science 2026-05-25 Haolong Chen , Liang Zhang , Zhengyuan Xin , Guangxu Zhu

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Machine Learning · Computer Science 2025-03-14 Xiangjie Kong , Zhenghao Chen , Weiyao Liu , Kaili Ning , Lechao Zhang , Syauqie Muhammad Marier , Yichen Liu , Yuhao Chen , Feng Xia

The majority of real-world processes are spatiotemporal, and the data generated by them exhibits both spatial and temporal evolution. Weather is one of the most essential processes in this domain, and weather forecasting has become a…

Machine Learning · Computer Science 2024-09-24 Shakir Showkat Sofi , Ivan Oseledets

Multivariate time series data play a pivotal role in a wide range of real-world applications. However, the presence of block missing data introduces significant challenges, often compromising the performance of predictive models.…

Machine Learning · Computer Science 2025-03-04 Jing Peng , Meiqi Yang , Qiong Zhang , Xiaoxiao Li
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