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We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while…

Machine Learning · Computer Science 2023-06-13 Alex Reneau , Jerry Yao-Chieh Hu , Chenwei Xu , Weijian Li , Ammar Gilani , Han Liu

Sequential recommendation (SR) aims to model user preferences by capturing behavior patterns from their item historical interaction data. Most existing methods model user preference in the time domain, omitting the fact that users'…

Information Retrieval · Computer Science 2023-05-09 Xinyu Du , Huanhuan Yuan , Pengpeng Zhao , Junhua Fang , Guanfeng Liu , Yanchi Liu , Victor S. Sheng , Xiaofang Zhou

Time series forecasting has always been a thought-provoking topic in the field of machine learning. Machine learning scientists define a time series as a set of observations recorded over consistent time steps. And, time series forecasting…

Quantum Physics · Physics 2022-07-19 Payal Kaushik , Sayantan Pramanik , M Girish Chandra , C V Sridhar

In this paper, we propose a frequency-time division network (FreqTimeNet) to improve the performance of deep learning (DL) based OFDM channel estimation. This FreqTimeNet is designed based on the orthogonality between the frequency domain…

Information Theory · Computer Science 2021-10-01 Ang Yang , Peng Sun , Tamrakar Rakesh , Bule Sun , Fei Qin

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

Reliable periodic patterns serve as a fundamental basis for accurate multivariate time series forecasting. However, existing methods either implicitly extract periodicity through complex model architectures (e.g., Transformers) with high…

Machine Learning · Computer Science 2026-05-06 Yingbo Zhou , Yutong Ye , Zhiwei Ling , Shuhao Li , Rui Qian , Jian Xiong , Li Sun , Dejing Dou

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

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and…

Machine Learning · Computer Science 2025-05-22 Jeremy Qin

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

Renewable resources are strongly dependent on local and large-scale weather situations. Skillful subseasonal to seasonal (S2S) forecasts -- beyond two weeks and up to two months -- can offer significant socioeconomic advantages to the…

Machine Learning · Computer Science 2025-04-01 Maximilian Springenberg , Noelia Otero , Yuxin Xue , Jackie Ma

Time-frequency (TF) representations of time series are intrinsically subject to the boundary effects. As a result, the structures of signals that are highlighted by the representations are garbled when approaching the boundaries of the TF…

Signal Processing · Electrical Eng. & Systems 2021-02-24 Adrien Meynard , Hau-Tieng Wu

Context: Several approaches to estimate frequency, phase and amplitude errors in time series analyses were reported in the literature, but they are either time consuming to compute, grossly overestimating the error, or are based on…

Astrophysics · Physics 2009-11-13 T. Kallinger , P. Reegen , W. W. Weiss

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

In the early observation period of a time series, there might be only a few historic observations available to learn a model. However, in cases where an existing prior set of datasets is available, Meta learning methods can be applicable.…

Machine Learning · Computer Science 2023-07-20 Shayan Jawed , Kiran Madhusudhanan , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Being able to capture the characteristics of a time series with a feature vector is a very important task with a multitude of applications, such as classification, clustering or forecasting. Usually, the features are obtained from linear…

Social and Information Networks · Computer Science 2022-02-18 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

Accurate and high-resolution precipitation nowcasting from radar echo sequences is crucial for disaster mitigation and economic planning, yet it remains a significant challenge. Key difficulties include modeling complex multi-scale…

Computer Vision and Pattern Recognition · Computer Science 2026-04-20 Wenjie Luo , Chuanhu Deng , Chaorong Li , Rongyao Deng , Qiang Yang

Anomaly detection significantly enhances the robustness of cloud systems. While neural network-based methods have recently demonstrated strong advantages, they encounter practical challenges in cloud environments: the contradiction between…

Machine Learning · Computer Science 2024-03-20 Feiyi Chen , Yingying zhang , Zhen Qin , Lunting Fan , Renhe Jiang , Yuxuan Liang , Qingsong Wen , Shuiguang Deng

Time series forecasting has become an increasingly popular research area due to its critical applications in various real-world domains such as traffic management, weather prediction, and financial analysis. Despite significant…

Machine Learning · Computer Science 2024-08-22 Ninghui Feng , Songning Lai , Jiayu Yang , Fobao Zhou , Zhenxiao Yin , Hang Zhao

Multivariate long-term time series forecasting aims to predict future sequences by utilizing historical observations, with a core focus on modeling intra-sequence and cross-channel dependencies. Numerous studies have developed diverse…

Machine Learning · Computer Science 2026-02-03 Gaoxiang Zhao , Chunmao Huang , Li Zhou , Xiaoqiang Wang

Unsupervised learning of time series data, also known as temporal clustering, is a challenging problem in machine learning. Here we propose a novel algorithm, Deep Temporal Clustering (DTC), to naturally integrate dimensionality reduction…

Machine Learning · Computer Science 2018-02-06 Naveen Sai Madiraju , Seid M. Sadat , Dimitry Fisher , Homa Karimabadi
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