中文
相关论文

相关论文: Beyond Fixed Variables: Expanding-variate Time Ser…

200 篇论文

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

综合金融 · 定量金融 2025-07-11 Ben A. Marconi

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

机器学习 · 计算机科学 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

Tabular learning transforms raw features into optimized spaces for downstream tasks, but its effectiveness deteriorates under distribution shifts between training and testing data. We formalize this challenge as the Distribution Shift…

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

机器学习 · 计算机科学 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

机器学习 · 计算机科学 2024-08-09 Xin Zhou , Weiqing Wang , Wray Buntine , Shilin Qu , Abishek Sriramulu , Weicong Tan , Christoph Bergmeir

Time series classification is a fundamental machine learning task with broad real-world applications. Although many deep learning methods have proven effective in learning time-series data for classification, they were originally developed…

机器学习 · 计算机科学 2026-01-06 Wenbin Pei , Ruohao Dai , Bing Xue , Mengjie Zhang , Qiang Zhang , Yiu-Ming Cheung

Multivariate time series modeling and prediction problems are abundant in many machine learning application domains. Accurate interpretation of such prediction outcomes from a machine learning model that explicitly captures temporal…

机器学习 · 计算机科学 2020-10-27 Tryambak Gangopadhyay , Sin Yong Tan , Zhanhong Jiang , Rui Meng , Soumik Sarkar

Time series, typically represented as numerical sequences, can also be transformed into images and texts, offering multi-modal views (MMVs) of the same underlying signal. These MMVs can reveal complementary patterns and enable the use of…

机器学习 · 计算机科学 2025-11-03 ChengAo Shen , Wenchao Yu , Ziming Zhao , Dongjin Song , Wei Cheng , Haifeng Chen , Jingchao Ni

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

机器学习 · 计算机科学 2024-02-06 Mohamed Mejri , Chandramouli Amarnath , Abhijit Chatterjee

Complex distribution shifts are the main obstacle to achieving accurate long-term time series forecasting. Several efforts have been conducted to capture the distribution characteristics and propose adaptive normalization techniques to…

机器学习 · 计算机科学 2024-10-01 Dalin Qin , Yehui Li , Weiqi Chen , Zhaoyang Zhu , Qingsong Wen , Liang Sun , Pierre Pinson , Yi Wang

Predictive queries over spatiotemporal (ST) stream data pose significant data processing and analysis challenges. ST data streams involve a set of time series whose data distributions may vary in space and time, exhibiting multiple distinct…

机器学习 · 统计学 2024-10-03 Anderson Chaves , Eduardo Ogasawara , Patrick Valduriez , Fabio Porto

Effective multivariate time series forecasting often benefits from accurately modeling complex inter-variable dependencies. However, existing attention- or graph-based methods face three key issues: (a) strong temporal self-dependencies are…

机器学习 · 计算机科学 2025-12-19 Feng Xiong , Zongxia Xie , Yanru Sun , Haoyu Wang , Jianhong Lin

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

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

机器学习 · 计算机科学 2025-04-03 Yuxuan Shu , Vasileios Lampos

In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are…

In this paper, we propose a new short-term load forecasting (STLF) model based on contextually enhanced hybrid and hierarchical architecture combining exponential smoothing (ES) and a recurrent neural network (RNN). The model is composed of…

机器学习 · 计算机科学 2022-12-20 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

In multivariate time series (MTS) forecasting, many deep learning based methods have been proposed for modeling dependencies at multiple spatial (inter-variate) or temporal (intra-variate) scales. However, existing methods may fail to model…

机器学习 · 计算机科学 2025-09-03 Binqing Wu , Jianlong Huang , Zongjiang Shang , Ling Chen

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

机器学习 · 计算机科学 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

Mobile devices and the Internet of Things (IoT) devices nowadays generate a large amount of heterogeneous spatial-temporal data. It remains a challenging problem to model the spatial-temporal dynamics under privacy concern. Federated…

机器学习 · 计算机科学 2024-11-05 Kaiyuan Li , Yihan Zhang , Huandong Wang , Yan Zhuo , Xinlei Chen

Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in diverse applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As the scale of modern datasets increases,…

机器学习 · 计算机科学 2024-11-28 Feras Saad , Jacob Burnim , Colin Carroll , Brian Patton , Urs Köster , Rif A. Saurous , Matthew Hoffman