Time series classification problems exist in many fields and have been explored for a couple of decades. However, they still remain challenging, and their solutions need to be further improved for real-world applications in terms of both accuracy and efficiency. In this paper, we propose a hybrid neural architecture, called Self-Attentive Recurrent Convolutional Networks (SARCoN), to learn multi-faceted representations for univariate time series. SARCoN is the synthesis of long short-term memory networks with self-attentive mechanisms and Fully Convolutional Networks, which work in parallel to learn the representations of univariate time series from different perspectives. The component modules of the proposed architecture are trained jointly in an end-to-end manner and they classify the input time series in a cooperative way. Due to its domain-agnostic nature, SARCoN is able to generalize a diversity of domain tasks. Our experimental results show that, compared to the state-of-the-art approaches for time series classification, the proposed architecture can achieve remarkable improvements for a set of univariate time series benchmarks from the UCR repository. Moreover, the self-attention and the global average pooling in the proposed architecture enable visible interpretability by facilitating the identification of the contribution regions of the original time series. An overall analysis confirms that multi-faceted representations of time series aid in capturing deep temporal corrections within complex time series, which is essential for the improvement of time series classification performance. Our work provides a novel angle that deepens the understanding of time series classification, qualifying our proposed model as an ideal choice for real-world applications.
A Hybrid PCA-PR-Seq2Seq-Adam-LSTM Framework for Time-Series Power Outage Prediction
Graduate School of Arts and Sciences, Columbia University（哥伦比亚大学艺术与科学研究生院）；Sylhet Agricultural University（西利het农业大学）；Department of Electrical Engineering, Columbia University（哥伦比亚大学电气工程系）
本文提出一种融合 PCA、泊松回归、Seq2Seq 和 Adam 优化 LSTM 的混合深度学习框架，用于提升时间序列停电预测的精度与鲁棒性，并在密歇根州真实停电数据上验证其优于现有方法。
Auburn University（奥本大学）；Verizon Media Group (Yahoo!)（威瑞森媒体集团（雅虎））；Amazon.com Inc.（亚马逊公司）
We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among different stocks, while the temporal convolutional layers are used for automatically capturing effective temporal patterns both within and across series. Evaluated on S&P 500, our hybrid framework integrates both advantages and achieves better performance on the stock price prediction task than several popular benchmarked models.
Sleep apnea is a disorder that has serious consequences for the pediatric population. There has been recent concern that traditional diagnosis of the disorder using the apnea-hypopnea index may be ineffective in capturing its multi-faceted outcomes. In this work, we take a first step in addressing this issue by phenotyping patients using a clustering analysis of airflow time series. This is approached in three ways: using feature-based fuzzy clustering in the time and frequency domains, and using persistent homology to study the signal from a topological perspective. The fuzzy clusters are ana…
KARMA: A Multilevel Decomposition Hybrid Mamba Framework for Multivariate Long-Term Time Series Forecasting
Shanghai Advanced Research Institute, Chinese Academy of Sciences（上海先进研究院，中国科学院）；University of Chinese Academy of Sciences（中国科学院大学）；Beijing Jiaotong University（北京交通大学）
Improving accuracy in short mortality rate series: Exploring Multi-step Forecasting Approaches in Hybrid Systems
Departamento de Finanças e Contabilidade Universidade Federal da Paraíba（财务与会计系 伯南布哥联邦大学）；Centro de Informática Universidade Federal de Pernambuco（计算机中心 皮奥伊联邦大学）；Departamento de Estatística e Informática Universidade Federal do Cariri（统计与计算机系 卡里里联邦大学）
Hybrid LSTM-fully convolutional networks (LSTM-FCN) for time series classification have produced state-of-the-art classification results on univariate time series. We show that replacing the LSTM with a gated recurrent unit (GRU) to create a GRU-fully convolutional network hybrid model (GRU-FCN) can offer even better performance on many time series datasets. The proposed GRU-FCN model outperforms state-of-the-art classification performance in many univariate and multivariate time series datasets. In addition, since the GRU uses a simpler architecture than the LSTM, it has fewer training parame…
Hybrid Quantum Neural Network for Multivariate Clinical Time Series Forecasting
Department of Diagnostics and Intervention, Radiation Physics, Biomedical Engineering, Umeå University, Sweden（诊断与介入部门，辐射物理，生物医学工程，乌梅大学，瑞典）；Department of Naval, Electrical, Electronics and Telecommunications Engineering, University of Genoa, Italy（海军、电气、电子与电信工程部门，热那亚大学，意大利）
Scale-Aware Pretraining of Time Series Foundation Models via Multi-Patch Token Alignment and Hybrid Masking
School of Software, Shandong University（山东大学软件学院）；Joint SDU–NTU Centre for Artificial Intelligence Research (C-FAIR), Shandong University（山东大学-南洋理工大学人工智能联合研究中心（C-FAIR））；Nanyang Technological University（南洋理工大学）
Arizona State University（亚利桑那州立大学）；University of Southern California（南加州大学）
How is popularity gained online? Is being successful strictly related to rapidly becoming viral in an online platform or is it possible to acquire popularity in a steady and disciplined fashion? What are other temporal characteristics that can unveil the popularity of online content? To answer these questions, we leverage a multi-faceted temporal analysis of the evolution of popular online contents. Here, we present dipm-SC: a multi-dimensional shape-based time-series clustering algorithm with a heuristic to find the optimal number of clusters. First, we validate the accuracy of our algorithm …
Middle East Technical University（中东技术大学）；Massachusetts Institute of Technology（麻省理工学院）
Many applications in different domains produce large amount of time series data. Making accurate forecasting is critical for many decision makers. Various time series forecasting methods exist which use linear and nonlinear models separately or combination of both. Studies show that combining of linear and nonlinear models can be effective to improve forecasting performance. However, some assumptions that those existing methods make, might restrict their performance in certain situations. We provide a new Autoregressive Integrated Moving Average (ARIMA)-Artificial Neural Network(ANN) hybrid me…
Institute for Intelligent Systems（智能系统研究所）；University of Johannesburg（约翰内斯堡大学）
Meta-learning, decision fusion, hybrid models, and representation learning are topics of investigation with significant traction in time-series forecasting research. Of these two specific areas have shown state-of-the-art results in forecasting: hybrid meta-learning models such as Exponential Smoothing - Recurrent Neural Network (ES-RNN) and Neural Basis Expansion Analysis (N-BEATS) and feature-based stacking ensembles such as Feature-based FORecast Model Averaging (FFORMA). However, a unified taxonomy for model fusion and an empirical comparison of these hybrid and feature-based stacking ense…
In this study, we investigate the effectiveness of advanced feature engineering and hybrid model architectures for anomaly detection in a multivariate industrial time series, focusing on a steam turbine system. We evaluate the impact of change point-derived statistical features, clustering-based substructure representations, and hybrid learning strategies on detection performance. Despite their theoretical appeal, these complex approaches consistently underperformed compared to a simple Random Forest + XGBoost ensemble trained on segmented data. The ensemble achieved an AUC-ROC of 0.976, F1-sc…
Deep probabilistic forecasting techniques have recently been proposed for modeling large collections of time-series. However, these techniques explicitly assume either complete independence (local model) or complete dependence (global model) between time-series in the collection. This corresponds to the two extreme cases where every time-series is disconnected from every other time-series in the collection or likewise, that every time-series is related to every other time-series resulting in a completely connected graph. In this work, we propose a deep hybrid probabilistic graph-based forecast…
Enhancing Time Series Forecasting via a Parallel Hybridization of ARIMA and Polynomial Classifiers
HCMC University of Technology and Education（胡志明市技术教育大学）；Indigo Technology Systems JSC（Indigo 科技系统股份公司）；International University-VNU-HCM（越南国立大学胡志明市国际大学）
Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach
Independent Researcher（独立研究者）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）；Southern Methodist University（南卫理公会大学）；Shanghai University of Finance and Economics（上海财经大学）
Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies. These tests cannot be carried out on track in a reasonable amount of time and automotive groups rely on simulators to perform most tests. The reliability of these simulators for constantly refined tasks is becoming an issue and, to increase the number of tests, the industry is now developing surrogate models, that should mimic the behavior of the simulator while being much faster to run on specific tasks. In this paper we aim to construct a surrogate model to mimic …
Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is used for GP emission, we call this model as a hybrid HMM-GPSM. This model can effectively model the sequence of time-series data. However, because of a large number of parameters for the SM kernel, this model can not effectively be trained with a large volume of data having (1) long sequence for state transition and 2) a large number of time-series dataset …
HART: Hybrid Attention-RWKV Time series Foundation Model
School of Computer Science, Guangdong University of Technology（广东工业大学计算机学院）；Huawei Noah’s Ark Lab（华为诺亚方舟实验室）；LIPADE, Université Paris Cité（巴黎西岱大学LIPADE学院）；College of Science, Shantou University（汕头大学理学院）；Peng Cheng Laboratory（鹏城实验室）
University of the Witwatersrand（金山大学）；University of Johannesburg（约翰内斯堡大学）
Hybrid methods have been shown to outperform pure statistical and pure deep learning methods at forecasting tasks and quantifying the associated uncertainty with those forecasts (prediction intervals). One example is Exponential Smoothing Recurrent Neural Network (ES-RNN), a hybrid between a statistical forecasting model and a recurrent neural network variant. ES-RNN achieves a 9.4\% improvement in absolute error in the Makridakis-4 Forecasting Competition. This improvement and similar outperformance from other hybrid models have primarily been demonstrated only on univariate datasets. Difficu…
Multivariate geo-sensory time series prediction is challenging because of the complex spatial and temporal correlation. In urban water distribution systems (WDS), numerous spatial-correlated sensors have been deployed to continuously collect hydraulic data. Forecasts of monitored flow and pressure time series are of vital importance for operational decision making, alerts and anomaly detection. To address this issue, we proposed a hybrid dual-stage spatial-temporal attention-based recurrent neural networks (hDS-RNN). Our model consists of two stages: a spatial attention-based encoder and a tem…
Over the decades, the Markowitz framework has been used extensively in portfolio analysis though it puts too much emphasis on the analysis of the market uncertainty rather than on the trend prediction. While generative adversarial network (GAN), conditional GAN (CGAN), and autoencoding CGAN (ACGAN) have been explored to generate financial time series and extract features that can help portfolio analysis. The limitation of the CGAN or ACGAN framework stands in putting too much emphasis on generating series and finding the internal trends of the series rather than predicting the future trends. I…
DSAT-HD: Dual-Stream Adaptive Transformer with Hybrid Decomposition for Multivariate Time Series Forecasting
Computer Science and Technology（计算机科学与技术）；Harbin Engineering University（哈尔滨工程大学）；Traditional Chinese Medicine Data Center（传统中医数据中心）；China Academy of Chinese Medical Sciences（中国中医科学院）
National Institute of Technology, Delhi（德里国家理工学院）；Indian Institute of Technology, Roorkee（印度理工学院鲁尔基分校）
Time series forecasting methods play critical role in estimating the spread of an epidemic. The coronavirus outbreak of December 2019 has already infected millions all over the world and continues to spread on. Just when the curve of the outbreak had started to flatten, many countries have again started to witness a rise in cases which is now being referred as the 2nd wave of the pandemic. A thorough analysis of time-series forecasting models is therefore required to equip state authorities and health officials with immediate strategies for future times. This aims of the study are three-fold: …
Nanyang Technological University（南洋理工大学）；South China University of Technology（华南理工大学）
In this paper, for the purpose of data centre energy consumption monitoring and analysis, we propose to detect the running programs in a server by classifying the observed power consumption series. Time series classification problem has been extensively studied with various distance measurements developed; also recently the deep learning based sequence models have been proved to be promising. In this paper, we propose a novel distance measurement and build a time series classification algorithm hybridizing nearest neighbour and long short term memory (LSTM) neural network. More specifically, f…
HTMformer: Hybrid Time and Multivariate Transformer for Time Series Forecasting
Northwestern Polytechnical University（北华理工大学）；MoE Key Lab of Artificial Intelligence, AI Institute, Shanghai Jiao Tong University（人工智能教育部重点实验室，上海交通大学AI研究院）；Ningbo Institute of Digital Twin, Eastern Institute of Technology（宁波数字孪生研究所，东部技术研究所）；Ningbo Key Laboratory of Spatial Intelligence and Digital Derivative（宁波空间智能与数字衍生关键实验室）
Hybrid Predictive Modeling of Malaria Incidence in the Amhara Region, Ethiopia: Integrating Multi-Output Regression and Time-Series Forecasting
Department of Computer Science, Injibara University（计算机科学系，因吉巴拉大学）；Department of Software Engineering, Injibara University（软件工程系，因吉巴拉大学）；Department of Information Technology, Injibara University（信息技术系，因吉巴拉大学）；Department of Electrical/Electronic and Computer Engineering, Afe Babalola University（电子与计算机工程系，阿费·巴巴洛拉大学）
Air quality forecasting has been regarded as the key problem of air pollution early warning and control management. In this paper, we propose a novel deep learning model for air quality (mainly PM2.5) forecasting, which learns the spatial-temporal correlation features and interdependence of multivariate air quality related time series data by hybrid deep learning architecture. Due to the nonlinear and dynamic characteristics of multivariate air quality time series data, the base modules of our model include one-dimensional Convolutional Neural Networks (1D-CNNs) and Bi-directional Long Short-t…
Mobile network operators store an enormous amount of information like log files that describe various events and users' activities. Analysis of these logs might be used in many critical applications such as detecting cyber-attacks, finding behavioral patterns of users, security incident response, network forensics, etc. In a cellular network Call Detail Records (CDR) is one type of such logs containing metadata of calls and usually includes valuable information about contact such as the phone numbers of originating and receiving subscribers, call duration, the area of activity, type of call (S…
Causal Discovery from Time Series with Hybrids of Constraint-Based and Noise-Based Algorithms
Univ. Grenoble Alpes（格勒诺布尔大学）；CNRS（法国国家科学研究中心）；Inria（法国国家信息与自动化研究所）；Grenoble INP（格勒诺布尔理工学院）；LECA（生态与环境科学实验室）；LJK（格勒诺布尔计算机科学实验室）；LIG（格勒诺布尔信息与信号处理实验室）；Sorbonne Université（索邦大学）；INSERM（法国国家健康与医学研究院）；Institut Pierre Louis d’Epidémiologie et de Santé Publique（皮埃尔·路易流行病学与公共卫生研究所）；Univ. Savoie Mont Blanc（萨瓦勃朗峰大学）
