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Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

机器学习 · 计算机科学 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Non-negative Matrix Factorization (NMF) is a powerful technique for analyzing regularly-sampled data, i.e., data that can be stored in a matrix. For audio, this has led to numerous applications using time-frequency (TF) representations like…

音频与语音处理 · 电气工程与系统科学 2025-07-10 Krishna Subramani , Paris Smaragdis , Takuya Higuchi , Mehrez Souden

Multivariate time series forecasting with hierarchical structure is widely used in real-world applications, e.g., sales predictions for the geographical hierarchy formed by cities, states, and countries. The hierarchical time series (HTS)…

机器学习 · 计算机科学 2023-10-10 Fan Zhou , Chen Pan , Lintao Ma , Yu Liu , Shiyu Wang , James Zhang , Xinxin Zhu , Xuanwei Hu , Yunhua Hu , Yangfei Zheng , Lei Lei , Yun Hu

Handling missing values at test time is challenging for machine learning models, especially when aiming for both high accuracy and interpretability. Established approaches often add bias through imputation or excessive model complexity via…

机器学习 · 计算机科学 2025-05-07 Lena Stempfle , Anton Matsson , Newton Mwai , Fredrik D. Johansson

Variable Subset Forecasting (VSF) refers to a unique scenario in multivariate time series forecasting, where available variables in the inference phase are only a subset of the variables in the training phase. VSF presents significant…

机器学习 · 计算机科学 2024-11-18 Qi Hao , Runchang Liang , Yue Gao , Hao Dong , Wei Fan , Lu Jiang , Pengyang Wang

Matrix-variate data of high dimensions are frequently observed in finance and economics, spanning extended time periods, such as the long-term data on international trade flows among numerous countries. To address potential structural…

统计方法学 · 统计学 2024-04-03 Bin Chen , Elynn Y. Chen , Stevenson Bolivar , Rong Chen

This paper proposes a supervised dimension reduction methodology for tensor data which has two advantages over most image-based prognostic models. First, the model does not require tensor data to be complete which expands its application to…

机器学习 · 计算机科学 2023-06-06 Chengyu Zhou , Xiaolei Fang

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

机器学习 · 计算机科学 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

Matrix factorization, one of the most popular methods in machine learning, has recently benefited from introducing non-linearity in prediction tasks using tropical semiring. The non-linearity enables a better fit to extreme values and…

机器学习 · 计算机科学 2022-05-16 Amra Omanović , Polona Oblak , Tomaž Curk

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

机器学习 · 计算机科学 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

机器学习 · 计算机科学 2019-03-26 Samuel Arcadinho , Paulo Mateus

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

机器学习 · 计算机科学 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

统计金融 · 定量金融 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

High performance computing (HPC) facilities consist of a large number of interconnected computing units (or nodes) that execute highly complex scientific simulations to support scientific research. Monitoring such facilities, in real-time,…

分布式、并行与集群计算 · 计算机科学 2018-09-28 Niyazi Sorkunlu , Duc Thanh Anh Luong , Varun Chandola

The problem of completing high-dimensional matrices from a limited set of observations arises in many big data applications, especially, recommender systems. Existing matrix completion models generally follow either a memory- or a…

机器学习 · 计算机科学 2019-09-30 Duc Minh Nguyen , Robert Calderbank , Nikos Deligiannis

Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging.…

机器学习 · 计算机科学 2024-05-24 Shiyu Wang , Haixu Wu , Xiaoming Shi , Tengge Hu , Huakun Luo , Lintao Ma , James Y. Zhang , Jun Zhou

Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

机器学习 · 计算机科学 2019-11-26 Xianfeng Tang , Huaxiu Yao , Yiwei Sun , Charu Aggarwal , Prasenjit Mitra , Suhang Wang

Time series forecasting in specialized domains is often constrained by limited data availability, where conventional models typically require large-scale datasets to effectively capture underlying temporal dynamics. To tackle this few-shot…

机器学习 · 计算机科学 2026-02-03 Haonan Shi , Dehua Shuai , Liming Wang , Xiyang Liu , Long Tian

High-dimensional data analysis using traditional models suffers from overparameterization. Two types of techniques are commonly used to reduce the number of parameters - regularization and dimension reduction. In this project, we combine…

统计方法学 · 统计学 2026-03-26 Xialu Liu , Xin Wang

This paper introduces a novel approach to time series classification using a Markov Transition Field (MTF)-aided Transformer model, specifically designed for Software-Defined Networks (SDNs). The proposed model integrates the temporal…

网络与互联网体系结构 · 计算机科学 2025-08-25 Poorvi Joshi , Mohan Gurusamy