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The classification of time-series data is pivotal for streaming data and comes with many challenges. Although the amount of publicly available datasets increases rapidly, deep neural models are only exploited in a few areas. Traditional…

Machine Learning · Computer Science 2021-09-27 Dominique Mercier , Andreas Dengel , Sheraz Ahmed

Deep learning methods have shown great success in several domains as they process a large amount of data efficiently, capable of solving complex classification, forecast, segmentation, and other tasks. However, they come with the inherent…

Artificial Intelligence · Computer Science 2020-11-20 Dominique Mercier , Andreas Dengel , Sheraz Ahmed

Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying…

Machine Learning · Computer Science 2023-01-09 Ozan Ozyegen , Juyoung Wang , Mucahit Cevik

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local…

Machine Learning · Computer Science 2026-01-06 Kuiye Ding , Fanda Fan , Chunyi Hou , Zheya Wang , Lei Wang , Zhengxin Yang , Jianfeng Zhan

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Rapid progress in machine learning and deep learning has enabled a wide range of applications in the electricity load forecasting of power systems, for instance, univariate and multivariate short-term load forecasting. Though the strong…

Machine Learning · Computer Science 2024-02-20 Yuqi Jiang , Yan Li , Yize Chen

Time series forecasting has received wide interest from existing research due to its broad applications and inherent challenging. The research challenge lies in identifying effective patterns in historical series and applying them to future…

Machine Learning · Computer Science 2023-07-14 Tianlong Zhao , Xiang Ma , Xuemei Li , Caiming Zhang

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

Machine Learning · Computer Science 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…

Social and Information Networks · Computer Science 2022-08-23 Tianxiang Zhan , Fuyuan Xiao

Forecasting can estimate the statement of events according to the historical data and it is considerably important in many disciplines. At present, time series models have been utilized to solve forecasting problems in various domains. In…

Data Analysis, Statistics and Probability · Physics 2014-03-10 S. Chen , X. Lan , Y. Hu , Q. Liu , Y. Deng

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…

Artificial Intelligence · Computer Science 2025-07-09 Robert Leppich , Michael Stenger , André Bauer , Samuel Kounev

Deep learning models developed for time-series associated tasks have become more widely researched nowadays. However, due to the unintuitive nature of time-series data, the interpretability problem -- where we understand what is under the…

Machine Learning · Computer Science 2023-05-25 Ziqi Zhao , Yucheng Shi , Shushan Wu , Fan Yang , Wenzhan Song , Ninghao Liu

Transformer-based models have shown strong performance in time-series forecasting by leveraging self-attention to model long-range temporal dependencies. However, their effectiveness depends critically on the quality and structure of input…

Machine Learning · Computer Science 2026-02-11 Saurish Nagrath , Saroj Kumar Panigrahy

While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…

Machine Learning · Computer Science 2026-03-02 Ziheng Peng , Shijie Ren , Xinyue Gu , Linxiao Yang , Xiting Wang , Liang Sun

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

Periodicity is a fundamental characteristic of time series data and has long played a central role in forecasting. Recent deep learning methods strengthen the exploitation of periodicity by treating patches as basic tokens, thereby…

Machine Learning · Computer Science 2025-10-07 Yiming Niu , Jinliang Deng , Yongxin Tong

Although the Transformer has been the dominant architecture for time series forecasting tasks in recent years, a fundamental challenge remains: the permutation-invariant self-attention mechanism within Transformers leads to a loss of…

Machine Learning · Computer Science 2024-10-15 Zeying Gong , Yujin Tang , Junwei Liang

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski
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