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Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Deep learning-based sequence models are extensively employed in Time Series Anomaly Detection (TSAD) tasks due to their effective sequential modeling capabilities. However, the ability of TSAD is limited by two key challenges: (i) the…

Machine Learning · Computer Science 2024-08-21 Junqi Chen , Xu Tan , Sylwan Rahardja , Jiawei Yang , Susanto Rahardja

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

Time series prediction with deep learning methods, especially long short-term memory neural networks (LSTMs), have scored significant achievements in recent years. Despite the fact that the LSTMs can help to capture long-term dependencies,…

Machine Learning · Computer Science 2018-11-12 Youru Li , Zhenfeng Zhu , Deqiang Kong , Hua Han , Yao Zhao

This paper addresses the problem of multi-step time series forecasting for non-stationary signals that can present sudden changes. Current state-of-the-art deep learning forecasting methods, often trained with variants of the MSE, lack the…

Machine Learning · Statistics 2022-02-18 Vincent Le Guen , Nicolas Thome

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 due to their state-of-the-art…

Machine Learning · Computer Science 2022-08-22 Zezhi Shao , Zhao Zhang , Fei Wang , Wei Wei , Yongjun Xu

Accurate behavior prediction for vehicles is essential but challenging for autonomous driving. Most existing studies show satisfying performance under regular scenarios, but most neglected safety-critical scenarios. In this study, a…

Computer Vision and Pattern Recognition · Computer Science 2024-08-06 Dongyang Xu , Yiran Luo , Tianle Lu , Qingfan Wang , Qing Zhou , Bingbing Nie

Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities,…

Machine Learning · Computer Science 2025-03-14 Jialiang Tang , Shuo Chen , Chen Gong , Jing Zhang , Dacheng Tao

Unsupervised domain adaptation (UDA) for semantic segmentation aims to adapt a segmentation model trained on the labeled source domain to the unlabeled target domain. Existing methods try to learn domain invariant features while suffering…

Computer Vision and Pattern Recognition · Computer Science 2021-07-28 Li Gao , Jing Zhang , Lefei Zhang , Dacheng Tao

We use projected entangled-pair states (PEPS) to calculate the large deviations (LD) statistics of the dynamical activity of the two dimensional East model, and the two dimensional symmetric simple exclusion process (SSEP) with open…

Statistical Mechanics · Physics 2025-02-06 Luke Causer , Mari Carmen Bañuls , Juan P. Garrahan

Traditional recurrent neural network architectures, such as long short-term memory neural networks (LSTM), have historically held a prominent role in time series forecasting (TSF) tasks. While the recently introduced sLSTM for Natural…

Machine Learning · Computer Science 2025-02-25 Yaxuan Kong , Zepu Wang , Yuqi Nie , Tian Zhou , Stefan Zohren , Yuxuan Liang , Peng Sun , Qingsong Wen

This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate multi-step forecasting of time series systems is important for…

Machine Learning · Statistics 2026-01-13 Mahdi Nasiri , Johanna Kortelainen , Simo Särkkä

State Space Models (SSMs) have emerged as a potent tool in sequence modeling tasks in recent years. These models approximate continuous systems using a set of basis functions and discretize them to handle input data, making them well-suited…

Machine Learning · Computer Science 2024-07-16 Jiaxi Hu , Disen Lan , Ziyu Zhou , Qingsong Wen , Yuxuan Liang

Multivariate time-series (MTS) anomaly detection is critical in domains such as service monitor, IoT, and network security. While multi-model methods based on selection or ensembling outperform single-model ones, they still face…

Machine Learning · Computer Science 2026-01-06 Wei Hu , Zewei Yu , Jianqiu Xu

Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying…

Although MODIS time series data are critical for supporting dynamic, large-scale land cover land use classification, it is a challenging task to capture the subtle class signature information due to key MODIS difficulties, e.g., high…

Image and Video Processing · Electrical Eng. & Systems 2025-08-06 Zack Dewis , Zhengsen Xu , Yimin Zhu , Motasem Alkayid , Mabel Heffring , Lincoln Linlin Xu

Multivariate geo-sensory time series prediction is challenging because of the complex spatial and temporal correlation. In urban water distribution systems (WDS), numerous spatial-correlated sensors have been deployed to continuously…

Machine Learning · Computer Science 2020-04-15 Ziqing Ma , Shuming Liu , Guancheng Guo , Xipeng Yu

We address the problem of dynamic variable selection in time series regression with unknown residual variances, where the set of active predictors is allowed to evolve over time. To capture time-varying variable selection uncertainty, we…

Methodology · Statistics 2019-09-24 Veronika Rockova , Kenichiro McAlinn

The goal of video anomaly detection is tantamount to performing spatio-temporal localization of abnormal events in the video. The multiscale temporal dependencies, visual-semantic heterogeneity, and the scarcity of labeled data exhibited by…

Computer Vision and Pattern Recognition · Computer Science 2025-07-29 Dezhi An , Wenqiang Liu , Kefan Wang , Zening Chen , Jun Lu , Shengcai Zhang

Time-series data augmentation mitigates the issue of insufficient training data for deep learning models. Yet, existing augmentation methods are mainly designed for classification, where class labels can be preserved even if augmentation…

Machine Learning · Computer Science 2023-03-28 Xiyuan Zhang , Ranak Roy Chowdhury , Jingbo Shang , Rajesh Gupta , Dezhi Hong
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