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Irregularly sampled time series commonly occur in several domains where they present a significant challenge to standard deep learning models. In this paper, we propose a new deep learning framework for probabilistic interpolation of…

机器学习 · 计算机科学 2024-11-07 Satya Narayan Shukla , Benjamin M. Marlin

The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible description and analysis. The volatility…

统计金融 · 定量金融 2008-12-02 K. Triantafyllopoulos

Highly accurate different horizon-based wind speed forecasting facilitates a better modern power system. This paper proposed a novel astute hybrid wind speed forecasting model and applied it to different horizons. The proposed hybrid…

信号处理 · 电气工程与系统科学 2024-09-02 M. Madhiarasan , Partha Pratim Roy

As large-scale time-series data can easily be found in real-world applications, multivariate time-series anomaly detection has played an essential role in diverse industries. It enables productivity improvement and maintenance cost…

机器学习 · 计算机科学 2022-02-22 Heejeong Choi , Subin Kim , Pilsung Kang

Photovoltaic (PV) power forecasting plays a critical role in power system dispatch and market participation. Because PV generation is highly sensitive to weather conditions and cloud motion, accurate forecasting requires effective modeling…

人工智能 · 计算机科学 2026-04-07 Hang Fan , Haoran Pei , Runze Liang , Weican Liu , Long Cheng , Wei Wei

In many problem settings that require spatio-temporal forecasting, the values in the time-series not only exhibit spatio-temporal correlations but are also influenced by spatial diffusion across locations. One such example is forecasting…

机器学习 · 计算机科学 2024-12-19 Malay Pandey , Vaishali Jain , Nimit Godhani , Sachchida Nand Tripathi , Piyush Rai

While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

机器学习 · 计算机科学 2026-02-09 Haoran Zhang , Haixuan Liu , Yong Liu , Yunzhong Qiu , Yuxuan Wang , Jianmin Wang , Mingsheng Long

Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured…

人工智能 · 计算机科学 2016-07-12 Pankaj Malhotra , Anusha Ramakrishnan , Gaurangi Anand , Lovekesh Vig , Puneet Agarwal , Gautam Shroff

Wave-based analog computing in the forms of inverse-designed metastructures and the meshes of Mach-Zehnder interferometers (MZI) have recently received considerable attention due to their capability in emulating linear operators, performing…

光学 · 物理学 2022-07-28 Vahid Nikkhah , Dimitrios C. Tzarouchis , Ahmad Hoorfar , Nader Engheta

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

机器学习 · 计算机科学 2024-03-05 Shiyi Qi , Liangjian Wen , Yiduo Li , Yuanhang Yang , Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Adapting machine learning models to medical time series across different domains remains a challenge due to complex temporal dependencies and dynamic distribution shifts. Current approaches often focus on isolated feature representations,…

机器学习 · 计算机科学 2025-09-23 YongKyung Oh , Alex Bui

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

机器学习 · 计算机科学 2024-12-30 Peiwang Tang , Weitai Zhang

Transformers are the de-facto choice for sequence modelling, yet their quadratic self-attention and weak temporal bias can make long-range forecasting both expensive and brittle. We introduce FreezeTST, a lightweight hybrid that interleaves…

机器学习 · 计算机科学 2025-10-21 Pradeep Singh , Mehak Sharma , Anupriya Dey , Balasubramanian Raman

Recently, multivariate time series forecasting tasks have garnered increasing attention due to their significant practical applications, leading to the emergence of various deep forecasting models. However, real-world time series exhibit…

机器学习 · 计算机科学 2024-07-16 Jiaxi Hu , Qingsong Wen , Sijie Ruan , Li Liu , Yuxuan Liang

Accurate forecasting of renewable energy generation is fundamental to enhancing the dynamic performance of modern power grids, especially under high renewable penetration. This paper presents Channel-Time Patch Time-Series Transformer…

机器学习 · 计算机科学 2026-01-23 Kuan Lu , Menghao Huo , Yuxiao Li , Qiang Zhu , Zhenrui Chen

Anomaly detection in multi-variate time series (MVTS) data is a huge challenge as it requires simultaneous representation of long term temporal dependencies and correlations across multiple variables. More often, this is solved by breaking…

机器学习 · 计算机科学 2022-02-09 Theivendiram Pranavan , Terence Sim , Arulmurugan Ambikapathi , Savitha Ramasamy

Time series forecasting is important in many fields that require accurate predictions for decision-making. Patching techniques, commonly used and effective in time series modeling, help capture temporal dependencies by dividing the data…

机器学习 · 计算机科学 2026-02-03 Xiangfei Qiu , Xvyuan Liu , Tianen Shen , Xingjian Wu , Hanyin Cheng , Bin Yang , Jilin Hu

Weather forecasting refers to learning evolutionary patterns of some key upper-air and surface variables which is of great significance. Recently, deep learning-based methods have been increasingly applied in the field of weather…

机器学习 · 计算机科学 2024-07-30 Shuangliang Li , Siwei Li

Transformer-based time series foundation models face a fundamental trade-off in choice of tokenization: point-wise embeddings preserve temporal fidelity but scale poorly with sequence length, whereas fixed-length patching improves…

Operational Numerical Weather Prediction (NWP) system relies on computationally expensive physics-based models. Recently, transformer models have shown remarkable potential in weather forecasting achieving state-of-the-art results. However,…

机器学习 · 计算机科学 2025-12-02 Hira Saleem , Flora Salim , Cormac Purcell