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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

In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a…

Industrial forecasting often involves multi-source asynchronous signals and multi-output targets, while deployment requires explicit trade-offs between prediction error and model complexity. Current practices typically fix alignment…

Machine Learning · Computer Science 2026-04-10 Yumeng Zha , Shengxiang Yang , Xianpeng Wang

Multivariate time series (MTS) are frequently affected by co-occurring quality issues, such as missing values, outliers, and constraint violations, which significantly undermine downstream analytics. Existing cleaning approaches fix only a…

Databases · Computer Science 2026-05-08 Yuhan Shi , Yuanyuan Yao , Lu Chen , Mourad Khayati , Tianyi Li

Can meta-learning discover generic ways of processing time series (TS) from a diverse dataset so as to greatly improve generalization on new TS coming from different datasets? This work provides positive evidence to this using a broad…

Machine Learning · Computer Science 2020-12-16 Boris N. Oreshkin , Dmitri Carpov , Nicolas Chapados , Yoshua Bengio

Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex…

Machine Learning · Computer Science 2022-07-05 Tianping Zhang , Yizhuo Zhang , Wei Cao , Jiang Bian , Xiaohan Yi , Shun Zheng , Jian Li

Ads demand forecasting for Walmart's ad products plays a critical role in enabling effective resource planning, allocation, and management of ads performance. In this paper, we introduce a comprehensive demand forecasting system that…

Machine Learning · Computer Science 2024-12-20 Zhengchao Yang , Mithun Ghosh , Anish Saha , Dong Xu , Konstantin Shmakov , Kuang-chih Lee

Time series forecasting is of significant importance across various domains. However, it faces significant challenges due to distribution shift. This issue becomes particularly pronounced in online deployment scenarios where data arrives…

Machine Learning · Computer Science 2026-02-27 Xiannan Huang , Shuhan Qiu , Jiayuan Du , Chao Yang

Unsupervised/self-supervised representation learning in time series is critical since labeled samples are usually scarce in real-world scenarios. Existing approaches mainly leverage the contrastive learning framework, which automatically…

Machine Learning · Computer Science 2023-07-10 Wenrui Zhang , Ling Yang , Shijia Geng , Shenda Hong

Time series forecasting has witnessed significant progress with deep learning. While prevailing approaches enhance forecasting performance by modifying architectures or introducing novel enhancement strategies, they often fail to…

Machine Learning · Computer Science 2026-03-31 Haonan Yang , Jianchao Tang , Zhuo Li

We investigate the optimal structure of dynamic regression models used in multivariate time series prediction and propose a scheme to form the lagged variable structure called Backward-in-Time Selection (BTS) that takes into account…

Applications · Statistics 2013-01-14 Ioannis Vlachos , Dimitris Kugiumtzis

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Multi-agent trajectory prediction, as a critical task in modeling complex interactions of objects in dynamic systems, has attracted significant research attention in recent years. Despite the promising advances, existing studies all follow…

Artificial Intelligence · Computer Science 2024-10-21 Tangwen Qian , Yile Chen , Gao Cong , Yongjun Xu , Fei Wang

Foundation models have impressive performance and generalization capabilities across a wide range of applications. The increasing size of the models introduces great challenges for the training. Tensor parallelism is a critical technique…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-23 Shenggan Cheng , Ziming Liu , Jiangsu Du , Yang You

We propose to train neural networks (NNs) using a novel variant of the ``Additively Preconditioned Trust-region Strategy'' (APTS). The proposed method is based on a parallelizable additive domain decomposition approach applied to the neural…

Numerical Analysis · Mathematics 2023-12-22 Ken Trotti , Samuel A. Cruz Alegría , Alena Kopaničáková , Rolf Krause

Multi-task reinforcement learning (MTRL) aims to train a single agent to efficiently optimize performance across multiple tasks simultaneously. However, jointly optimizing all tasks often yields imbalanced learning: agents quickly solve…

Machine Learning · Computer Science 2026-05-15 Nicholas E. Corrado , Wenyuan Huang , Josiah P. Hanna

Time series forecasting is crucial for various applications, such as weather, traffic, electricity, and energy predictions. Currently, common time series forecasting methods are based on Transformers. However, existing approaches primarily…

Machine Learning · Computer Science 2025-09-30 Zixu Wang , Hongbin Dong , Xiaoping Zhang

Multivariate time series (MTS) classification is widely applied in fields such as industry, healthcare, and finance, aiming to extract key features from complex time series data for accurate decision-making and prediction. However, existing…

Machine Learning · Computer Science 2025-06-19 Mingsen Du , Meng Chen , Yongjian Li , Cun Ji , Shoushui Wei

Human trajectory forecasting is an inherently multi-modal problem. Uncertainty in future trajectories stems from two sources: (a) sources that are known to the agent but unknown to the model, such as long term goals and (b)sources that are…

Computer Vision and Pattern Recognition · Computer Science 2020-12-04 Karttikeya Mangalam , Yang An , Harshayu Girase , Jitendra Malik

Recently, a growing body of research has focused on either optimizing CTR model architectures to better model feature interactions or refining training objectives to aid parameter learning, thereby achieving better predictive performance.…

Machine Learning · Computer Science 2026-05-27 Moyu Zhang , Yun Chen , Yujun Jin , Jinxin Hu , Yu Zhang , Xiaoyi Zeng
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