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Missing values are unavoidable in many applications of machine learning and present challenges both during training and at test time. When variables are missing in recurring patterns, fitting separate pattern submodels have been proposed as…

机器学习 · 计算机科学 2023-11-27 Lena Stempfle , Ashkan Panahi , Fredrik D. Johansson

Long-term time series forecasting (LTSF) represents a critical frontier in time series analysis, characterized by extensive input sequences, as opposed to the shorter spans typical of traditional approaches. While longer sequences…

机器学习 · 计算机科学 2024-10-17 Jinliang Deng , Feiyang Ye , Du Yin , Xuan Song , Ivor W. Tsang , Hui Xiong

The current landscape in time-series forecasting is dominated by Transformer-based models. Their high parameter count and corresponding demand in computational resources pose a challenge to real-world deployment, especially for commercial…

机器学习 · 计算机科学 2024-12-18 Nicholas Kiefer , Arvid Weyrauch , Muhammed Öz , Achim Streit , Markus Götz , Charlotte Debus

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

A key aspect of temporal domains is the ability to make predictions multiple time steps into the future, a process known as multi-step forecasting (MSF). At the core of this process is selecting a forecasting strategy, however, with no…

机器学习 · 计算机科学 2024-12-31 Riku Green , Grant Stevens , Zahraa Abdallah , Telmo M. Silva Filho

Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world…

机器学习 · 计算机科学 2025-08-26 Jingge Xiao , Yile Chen , Gao Cong , Wolfgang Nejdl , Simon Gottschalk

Multivariate time series forecasting (MTSF) often faces challenges from missing variables, which hinder conventional spatial-temporal graph neural networks in modeling inter-variable correlations. While GinAR addresses variable missing…

机器学习 · 计算机科学 2025-09-10 Shusen Ma , Tianhao Zhang , Qijiu Xia , Yun-Bo Zhao

Accurate forecasting of sequential data streams is a cornerstone of modern Web services, supporting applications such as traffic management, user behavior modeling, and online anomaly prevention. However, in many Web environments, new…

机器学习 · 计算机科学 2026-02-02 Shichao Ma , Zhengyang Zhou , Qihe Huang , Binwu Wang , Yang Wang

Multivariate time series forecasting (MTSF) plays a vital role in numerous real-world applications, yet existing models remain constrained by their reliance on a limited historical context. This limitation prevents them from effectively…

机器学习 · 计算机科学 2026-02-12 Fanpu Cao , Lu Dai , Jindong Han , Hui Xiong

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

机器学习 · 计算机科学 2026-03-30 Hanyu Duan , Yi Yang , Ahmed Abbasi , Kar Yan Tam

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

机器学习 · 计算机科学 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…

机器学习 · 计算机科学 2025-09-12 Shengsheng Lin , Haojun Chen , Haijie Wu , Chunyun Qiu , Weiwei Lin

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…

机器学习 · 计算机科学 2025-06-25 Pengpeng Ouyang , Dong Chen , Tong Yang , Shuo Feng , Zhao Jin , Mingliang Xu

Time series modeling and forecasting has fundamental importance to various practical domains. Thus a lot of active research works is going on in this subject during several years. Many important models have been proposed in literature for…

机器学习 · 计算机科学 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

Conditional probabilistic graphical models provide a powerful framework for structured regression in spatio-temporal datasets with complex correlation patterns. However, in real-life applications a large fraction of observations is often…

机器学习 · 计算机科学 2018-03-29 Jelena Stojanovic , Milos Jovanovic , Djordje Gligorijevic , Zoran Obradovic

In industrial systems, certain process variables that need to be monitored for detecting faults are often difficult or impossible to measure. Soft sensor techniques are widely used to estimate such difficult-to-measure process variables…

信号处理 · 电气工程与系统科学 2019-02-26 Shun Takeuchi , Takuya Nishino , Takahiro Saito , Isamu Watanabe

Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities…

机器学习 · 计算机科学 2026-02-06 Jiecheng Lu , Yan Sun , Shihao Yang

We address the problem of estimating time and frequency shifts of a known waveform in the presence of multiple measurement vectors (MMVs). This problem naturally arises in radar imaging and wireless communications. Specifically, a signal…

信息论 · 计算机科学 2021-03-01 Maral Safari , Sajad Daei , Farzan Haddadi

Probabilistic forecasting of irregularly sampled multivariate time series with missing values is an important problem in many fields, including health care, astronomy, and climate. State-of-the-art methods for the task estimate only…

机器学习 · 计算机科学 2025-01-14 Vijaya Krishna Yalavarthi , Randolf Scholz , Stefan Born , Lars Schmidt-Thieme

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…