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Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

Network structures underlie the dynamics of many complex phenomena, from gene regulation and foodwebs to power grids and social media. Yet, as they often cannot be observed directly, their connectivities must be inferred from observations…

Machine Learning · Computer Science 2023-11-02 Thomas Gaskin , Grigorios A. Pavliotis , Mark Girolami

Hierarchical time series forecasting plays a crucial role in decision-making in various domains while presenting significant challenges for modelling as they involve multiple levels of aggregation, constraints, and availability of…

Machine Learning · Computer Science 2024-11-12 Zhao Yingjie , Mahdi Abolghasemi

Many of today's data is time-series data originating from various sources, such as sensors, transaction systems, or production systems. Major challenges with such data include privacy and business sensitivity. Generative time-series models…

Machine Learning · Computer Science 2024-06-19 David Bergström , Mattias Tiger , Fredrik Heintz

Generating time series data is a promising approach to address data deficiency problems. However, it is also challenging due to the complex temporal properties of time series data, including local correlations as well as global…

Machine Learning · Computer Science 2026-01-07 Yuansan Liu , Sudanthi Wijewickrema , Ang Li , Christofer Bester , Stephen O'Leary , James Bailey

Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time…

Methodology · Statistics 2023-06-30 Brian King , Daniel R. Kowal

Node centralities play a pivotal role in network science, social network analysis, and recommender systems. In temporal data, static path-based centralities like closeness or betweenness can give misleading results about the true importance…

Machine Learning · Computer Science 2024-11-11 Franziska Heeg , Ingo Scholtes

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

Time series forecasting with limited data is a challenging yet critical task. While transformers have achieved outstanding performances in time series forecasting, they often require many training samples due to the large number of…

Machine Learning · Computer Science 2019-10-23 Yunkai Zhang , Qiao Jiang , Shurui Li , Xiaoyong Jin , Xueying Ma , Xifeng Yan

Lately, there has been a surge in interest surrounding generative modeling of time series data. Most existing approaches are designed either to process short sequences or to handle long-range sequences. This dichotomy can be attributed to…

Machine Learning · Computer Science 2024-10-28 Ilan Naiman , Nimrod Berman , Itai Pemper , Idan Arbiv , Gal Fadlon , Omri Azencot

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

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

Time series foundation models excel at diverse time series forecasting tasks, but their capacity for continuous improvement through incremental learning remains unexplored. We present the first comprehensive study investigating these…

Machine Learning · Computer Science 2025-04-22 Jia Liu , Cheng Jinguo , Xia Fang , Zhenyuan Ma , Yuankai Wu

Accurate traffic forecasting is crucial for the development of Intelligent Transportation Systems (ITS), playing a pivotal role in modern urban traffic management. Traditional forecasting methods, however, struggle with the irregular…

Machine Learning · Computer Science 2024-08-28 Weijia Zhang , Le Zhang , Jindong Han , Hao Liu , Yanjie Fu , Jingbo Zhou , Yu Mei , Hui Xiong

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

While Internet of Things (IoT) devices and sensors create continuous streams of information, Big Data infrastructures are deemed to handle the influx of data in real-time. One type of such a continuous stream of information is time series…

Methodology · Statistics 2020-05-05 Elyas Sabeti , Peter X. K. Song , Alfred O. Hero

Many models such as Long Short Term Memory (LSTMs), Gated Recurrent Units (GRUs) and transformers have been developed to classify time series data with the assumption that events in a sequence are ordered. On the other hand, fewer models…

Machine Learning · Computer Science 2021-02-02 Stephanie Ger , Diego Klabjan , Jean Utke

Deep Learning has been successfully applied to many application domains, yet its advantages have been slow to emerge for time series forecasting. For example, in the well-known Makridakis (M) Competitions, hybrids of traditional statistical…

Machine Learning · Computer Science 2024-01-26 John A. Miller , Mohammed Aldosari , Farah Saeed , Nasid Habib Barna , Subas Rana , I. Budak Arpinar , Ninghao Liu

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon