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Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when…

Machine Learning · Computer Science 2025-02-11 Valerii Iakovlev , Harri Lähdesmäki

This research addresses the problem of adaptive modeling in time-series data streams with clear input-output relationships. This problem is challenging because rapid system changes (regime shifts) caused by environmental factors or input…

Machine Learning · Computer Science 2026-05-27 Ren Fujiwara , Yasuko Matsubara , Yasushi Sakurai

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

Time series data captures properties that change over time. Such data occurs widely, ranging from the scientific and medical domains to the industrial and environmental domains. When the properties in time series exhibit spatial variations,…

Databases · Computer Science 2025-04-03 Bin Yang , Yuxuan Liang , Chenjuan Guo , Christian S. Jensen

Despite the success of deep neural networks (DNNs) for real-world applications over time-series data such as mobile health, little is known about how to train robust DNNs for time-series domain due to its unique characteristics compared to…

Machine Learning · Computer Science 2022-07-14 Taha Belkhouja , Yan Yan , Janardhan Rao Doppa

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

This paper studies sequence modeling for prediction tasks with long range dependencies. We propose a new formulation for state space models (SSMs) based on learning linear dynamical systems with the spectral filtering algorithm (Hazan et…

Machine Learning · Computer Science 2024-07-12 Naman Agarwal , Daniel Suo , Xinyi Chen , Elad Hazan

Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

Machine Learning · Computer Science 2021-10-22 Shereen Elsayed , Daniela Thyssens , Ahmed Rashed , Hadi Samer Jomaa , Lars Schmidt-Thieme

Time series has wide applications in the real world and is known to be difficult to forecast. Since its statistical properties change over time, its distribution also changes temporally, which will cause severe distribution shift problem to…

Machine Learning · Computer Science 2021-08-12 Yuntao Du , Jindong Wang , Wenjie Feng , Sinno Pan , Tao Qin , Renjun Xu , Chongjun Wang

Local temporal patterns in real-world time series continuously shift, rendering globally shared transformations suboptimal. Current deep forecasting models, despite their scale and complexity, rely on fixed weight matrices applied uniformly…

Machine Learning · Computer Science 2026-05-08 Siru Zhong , Zhao Meng , Haohuan Fu , Haoyang Li , Qingsong Wen , Yuxuan Liang

Machine-learning technologies for learning dynamical systems from data play an important role in engineering design. This research focuses on learning continuous linear models from data. Stability, a key feature of dynamic systems, is…

Machine Learning · Computer Science 2023-01-25 Pawan Goyal , Igor Pontes Duff , Peter Benner

Dynamical Systems is a field that studies the collective behavior of objects that update their states according to some rules. Discrete-time Boolean Finite Dynamical System (DT-BFDS) is a subfield where the systems have some finite number…

Computational Complexity · Computer Science 2022-11-16 Mitsunori Ogihara , Kei Uchizawa

The paper presents a spatio-temporal wind speed forecasting algorithm using Deep Learning (DL)and in particular, Recurrent Neural Networks(RNNs). Motivated by recent advances in renewable energy integration and smart grids, we apply our…

Machine Learning · Computer Science 2017-07-27 Amir Ghaderi , Borhan M. Sanandaji , Faezeh Ghaderi

Weather forecasting remains a crucial yet challenging domain, where recently developed models based on deep learning (DL) have approached the performance of traditional numerical weather prediction (NWP) models. However, these DL models,…

Atmospheric and Oceanic Physics · Physics 2024-02-13 Zhanxiang Hua , Yutong He , Chengqian Ma , Alexandra Anderson-Frey

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series…

Machine Learning · Computer Science 2019-02-27 Vitaly Kuznetsov , Zelda Mariet

Time series data, defined by equally spaced points over time, is essential in fields like medicine, telecommunications, and energy. Analyzing it involves tasks such as classification, clustering, prototyping, and regression. Classification…

Machine Learning · Computer Science 2025-02-27 Ali Ismail-Fawaz

Encoding time-series with Linear Dynamical Systems (LDSs) leads to rich models with applications ranging from dynamical texture recognition to video segmentation to name a few. In this paper, we propose to represent LDSs with…

Computer Vision and Pattern Recognition · Computer Science 2017-02-28 Wenbing Huang , Fuchun Sun , Lele Cao , Mehrtash Harandi

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

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

This paper introduces a novel approach to predicting periodic time series using reservoir computing. The model is tailored to deliver precise forecasts of rhythms, a crucial aspect for tasks such as generating musical rhythm. Leveraging…

Neural and Evolutionary Computing · Computer Science 2025-01-23 Zhongju Yuan , Geraint Wiggins , Dick Botteldooren