# A Non-linear Function-on-Function Model for Regression with Time Series Data

arXiv: https://arxiv.org/abs/2011.12378 · HTML: https://mlsanity.com/paper/2011.12378/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 24 Nov 2020.

## Built on by (most cited first, 8 of 8)

- [Non-linear Functional Modeling using Neural Networks](https://mlsanity.com/paper/2104.09371/) (2021)
- [Modern Non-Linear Function-on-Function Regression](https://mlsanity.com/paper/2107.14151/) (2021)
- [Functional Neural Networks: Shift invariant models for functional data with applications to EEG classification](https://mlsanity.com/paper/2301.05869/) (2023)
- [Neural Networks for Scalar Input and Functional Output](https://mlsanity.com/paper/2208.05776/) (2022)
- [Shape-Informed Clustering of Multi-Dimensional Functional Data via Deep Functional Autoencoders](https://mlsanity.com/paper/2509.22969/) (2025)
- [A Functional approach for Two Way Dimension Reduction in Time Series](https://mlsanity.com/paper/2301.00357/) (2023)
- [Equipment Health Assessment: Time Series Analysis for Wind Turbine Performance](https://mlsanity.com/paper/2403.00975/) (2024)
- [A Functional Extension of Semi-Structured Networks](https://mlsanity.com/paper/2410.05430/) (2024)

## Abstract (arXiv)

In the last few decades, building regression models for non-scalar variables, including time series, text, image, and video, has attracted increasing interests of researchers from the data analytic community. In this paper, we focus on a multivariate time series regression problem. Specifically, we aim to learn mathematical mappings from multiple chronologically measured numerical variables within a certain time interval S to multiple numerical variables of interest over time interval T. Prior arts, including the multivariate regression model, the Seq2Seq model, and the functional linear models, suffer from several limitations. The first two types of models can only handle regularly observed time series. Besides, the conventional multivariate regression models tend to be biased and inefficient, as they are incapable of encoding the temporal dependencies among observations from the same time series. The sequential learning models explicitly use the same set of parameters along time, which has negative impacts on accuracy. The function-on-function linear model in functional data analysis (a branch of statistics) is insufficient to capture complex correlations among the considered time series and suffer from underfitting easily. In this paper, we propose a general functional mapping that embraces the function-on-function linear model as a special case. We then propose a non-linear function-on-function model using the fully connected neural network to learn the mapping from data, which addresses the aforementioned concerns in the existing approaches. For the proposed model, we describe in detail the corresponding numerical implementation procedures. The effectiveness of the proposed model is demonstrated through the application to two real-world problems.