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Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Anomaly detection of time series, especially multivariate time series(time series with multiple sensors), has been focused on for several years. Though existing method has achieved great progress, there are several challenging problems to…

Machine Learning · Computer Science 2022-11-29 Weixuan Xiong , Xiaochen Sun

Test-Time Adaptation (TTA) aims to improve time series forecasting under distribution shifts by using limited observations revealed during inference. However, forecasting TTA must operate in a source-free online setting, where the…

Machine Learning · Computer Science 2026-05-11 Jiaqi Liu , Yifan Ouyang , Zhifei Song , Sim Kuan Goh , Ashwaq Qasem

Time series analysis is crucial in fields like finance, economics, environmental science, and biomedical engineering, aiding in forecasting, pattern identification, and understanding underlying mechanisms. While traditional time-domain…

Methodology · Statistics 2024-08-21 Jonathan de Souza Matias , Valderio Anselmo Reisen

Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

Time series, spatial data, and images are natural applications of Neural Processes. However, when such data exhibit strong periodicity and quasi-periodicity, existing methods often suffer from underfitting and generalise poorly beyond the…

Machine Learning · Computer Science 2026-05-12 Xianhe Chen , Hao Chen , Yingzhen Li

Multi-source domain adaptation (DA) aims at leveraging information from more than one source domain to make predictions in a target domain, where different domains may have different data distributions. Most existing methods for…

Machine Learning · Statistics 2023-12-12 Yujie Wu , Giovanni Parmigiani , Boyu Ren

Multivariate time series forecasting plays a crucial role in various fields such as finance, traffic management, energy, and healthcare. Recent studies have highlighted the advantages of channel independence to resist distribution drift but…

Machine Learning · Computer Science 2024-11-19 Lu Han , Xu-Yang Chen , Han-Jia Ye , De-Chuan Zhan

Video semantic segmentation has achieved great progress under the supervision of large amounts of labelled training data. However, domain adaptive video segmentation, which can mitigate data labelling constraints by adapting from a labelled…

Computer Vision and Pattern Recognition · Computer Science 2022-07-07 Yun Xing , Dayan Guan , Jiaxing Huang , Shijian Lu

Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Elvin Isufi , Andreas Loukas , Nathanael Perraudin , Geert Leus

Traffic forecasting is a complex multivariate time-series regression task of paramount importance for traffic management and planning. However, existing approaches often struggle to model complex multi-range dependencies using local…

Machine Learning · Computer Science 2023-11-07 Dongcheng Zou , Senzhang Wang , Xuefeng Li , Hao Peng , Yuandong Wang , Chunyang Liu , Kehua Sheng , Bo Zhang

Speaker embedding is an important front-end module to explore discriminative speaker features for many speech applications where speaker information is needed. Current SOTA backbone networks for speaker embedding are designed to aggregate…

Sound · Computer Science 2022-03-18 Ruiteng Zhang , Jianguo Wei , Xugang Lu , Wenhuan Lu , Di Jin , Junhai Xu , Lin Zhang , Yantao Ji , Jianwu Dang

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Machine Learning · Computer Science 2022-08-17 Zezhi Shao , Zhao Zhang , Fei Wang , Yongjun Xu

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a…

Machine Learning · Statistics 2018-11-01 Abdi-Hakin Dirie , Abubakar Abid , James Zou

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

In recent years, deep neural networks (DNNs) based approaches have achieved the start-of-the-art performance for music source separation (MSS). Although previous methods have addressed the large receptive field modeling using various…

Audio and Speech Processing · Electrical Eng. & Systems 2022-09-05 Lianwu Chen , Xiguang Zheng , Chen Zhang , Liang Guo , Bing Yu

Accurate and efficient multivariate time series (MTS) analysis is increasingly critical for a wide range of intelligent applications. Within this realm, Transformers have emerged as the predominant architecture due to their strong ability…

Machine Learning · Computer Science 2026-05-19 Rui An , Haohao Qu , Wenqi Fan , Xuequn Shang , Qing Li

Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…

Machine Learning · Computer Science 2025-08-28 Amirhossein Sohrabbeig , Omid Ardakanian , Petr Musilek