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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 extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting task. Traditional machine learning models exhibit limitations…

Machine Learning · Computer Science 2026-01-21 Renjun Jia , Zian Liu , Peng Zhu , Dawei Cheng , Yuqi Liang

Geo-localization aims to infer the geographic location where an image was captured using observable visual evidence. Traditional methods achieve impressive results through large-scale training on massive image corpora. With the emergence of…

Computer Vision and Pattern Recognition · Computer Science 2026-01-21 Jinnao Li , Zijian Chen , Tingzhu Chen , Changbo Wang

Recent years, weather forecasting has gained significant attention. However, accurately predicting weather remains a challenge due to the rapid variability of meteorological data and potential teleconnections. Current spatiotemporal…

Computer Vision and Pattern Recognition · Computer Science 2026-02-12 Yuhao Du , Hui Liu , Haoxiang Peng , Xinyuan Cheng , Chengrong Wu , Jiankai Zhang

Traffic flow prediction is an essential task in constructing smart cities and is a typical Multivariate Time Series (MTS) Problem. Recent research has abandoned Gated Recurrent Units (GRU) and utilized dilated convolutions or temporal…

Artificial Intelligence · Computer Science 2024-04-19 Wenfeng Zhang , Xin Li , Anqi Li , Xiaoting Huang , Ti Wang , Honglei Gao

Dealing with missing values and incomplete time series is a labor-intensive, tedious, inevitable task when handling data coming from real-world applications. Effective spatio-temporal representations would allow imputation methods to…

Machine Learning · Computer Science 2022-02-11 Andrea Cini , Ivan Marisca , Cesare Alippi

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…

Machine Learning · Computer Science 2021-03-04 Yinjun Wu , Jingchao Ni , Wei Cheng , Bo Zong , Dongjin Song , Zhengzhang Chen , Yanchi Liu , Xuchao Zhang , Haifeng Chen , Susan Davidson

In recent years, spatio-temporal graph neural networks (GNNs) have attracted considerable interest in the field of time series analysis, due to their ability to capture, at once, dependencies among variables and across time points. The…

Machine Learning · Computer Science 2025-12-01 Flavio Corradini , Flavio Gerosa , Marco Gori , Carlo Lucheroni , Marco Piangerelli , Martina Zannotti

Predicting future trajectories of traffic agents accurately holds substantial importance in various applications such as autonomous driving. Previous methods commonly infer all future steps of an agent either recursively or simultaneously.…

Computer Vision and Pattern Recognition · Computer Science 2024-05-01 Zhanwei Zhang , Zishuo Hua , Minghao Chen , Wei Lu , Binbin Lin , Deng Cai , Wenxiao Wang

Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due…

Machine Learning · Statistics 2021-04-21 Xinyu Chen , Lijun Sun

The objective of this work is to improve the accuracy of building demand forecasting. This is a more challenging task than grid level forecasting. For the said purpose, we develop a new technique called recurrent transform learning (RTL).…

Machine Learning · Computer Science 2019-12-12 Megha Gupta , Angshul Majumdar

Video grounding aims to localize the temporal segment corresponding to a sentence query from an untrimmed video. Almost all existing video grounding methods fall into two frameworks: 1) Top-down model: It predefines a set of segment…

Computer Vision and Pattern Recognition · Computer Science 2022-04-12 Meng Cao , Long Chen , Mike Zheng Shou , Can Zhang , Yuexian Zou

Multivariate time series forecasting has long received significant attention in real-world applications, such as energy consumption and traffic prediction. While recent methods demonstrate good forecasting abilities, they have three…

Machine Learning · Computer Science 2022-11-24 Ming Jin , Yu Zheng , Yuan-Fang Li , Siheng Chen , Bin Yang , Shirui Pan

We address a three-tier numerical framework based on manifold learning for the forecasting of high-dimensional time series. At the first step, we embed the time series into a reduced low-dimensional space using a nonlinear manifold learning…

Numerical Analysis · Mathematics 2023-03-16 Panagiotis Papaioannou , Ronen Talmon , Ioannis Kevrekidis , Constantinos Siettos

Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Machine Learning · Computer Science 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

Quantum Physics · Physics 2025-03-19 Hari Hara Suthan Chittoor , Paul Robert Griffin , Ariel Neufeld , Jayne Thompson , Mile Gu

Interpreting complex time series forecasting models is challenging due to the temporal dependencies between time steps and the dynamic relevance of input features over time. Existing interpretation methods are limited by focusing mostly on…

Machine Learning · Computer Science 2025-03-11 Md. Khairul Islam , Judy Fox

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Machine Learning · Computer Science 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

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

The decomposition of time series into components is an important task that helps to understand time series and can enable better forecasting. Nowadays, with high sampling rates leading to high-frequency data (such as daily, hourly, or…

Applications · Statistics 2021-07-29 Kasun Bandara , Rob J Hyndman , Christoph Bergmeir