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The task of multi-channel time series forecasting is ubiquitous in numerous fields such as finance, supply chain management, and energy planning. It is critical to effectively capture complex dynamic dependencies within and between channels…

Artificial Intelligence · Computer Science 2026-03-20 Lei Gao , Hengda Bao , Jingfei Fang , Guangzheng Wu , Weihua Zhou , Yun Zhou

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

Forecasting Multivariate Time Series (MTS) involves significant challenges in various application domains. One immediate challenge is modeling temporal patterns with the finite length of the input. These temporal patterns usually involve…

Machine Learning · Computer Science 2024-09-30 Muyao Wang , Wenchao Chen , Zhibin Duan , Bo Chen

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Machine Learning · Computer Science 2019-03-07 Matteo Maggiolo , Gerasimos Spanakis

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

Multivariate time series classification (MTSC) is an important data mining task, which can be effectively solved by popular deep learning technology. Unfortunately, the existing deep learning-based methods neglect the hidden dependencies in…

Machine Learning · Computer Science 2024-08-19 Huaiyuan Liu , Xianzhang Liu , Donghua Yang , Zhiyu Liang , Hongzhi Wang , Yong Cui , Jun Gu

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

Machine Learning · Computer Science 2021-10-22 Shereen Elsayed , Daniela Thyssens , Ahmed Rashed , Hadi Samer Jomaa , Lars Schmidt-Thieme

Many scientific areas, from computer science to the environmental sciences and finance, give rise to multivariate time series which exhibit long memory, or loosely put, a slow decay in their autocorrelation structure. Efficient modelling…

Methodology · Statistics 2025-12-12 Chiara Boetti , Matthew A. Nunes , Marina I. Knight

Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…

Machine Learning · Computer Science 2022-09-09 Sitan Yang , Carson Eisenach , Dhruv Madeka

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

In recent years, deep-learning-based approaches have been introduced to solving time-series forecasting-related problems. These novel methods have demonstrated impressive performance in univariate and low-dimensional multivariate…

Machine Learning · Computer Science 2022-12-07 Weiyu Zong , Mingqian Feng , Griffin Heyrich , Peter Chin

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

As a result of the greater availability of big data, as well as the decreasing costs and increasing power of modern computing, the use of artificial neural networks for financial time series forecasting is once again a major topic of…

Machine Learning · Statistics 2021-04-21 Adam Balusik , Jared de Magalhaes , Rendani Mbuvha

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

Machine Learning · Computer Science 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun

Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex…

Machine Learning · Computer Science 2025-03-10 Yang Mu , Muhammad Shahzad , Xiao Xiang Zhu

Deep neural networks have shown promising results for various clinical prediction tasks. However, training deep networks such as those based on Recurrent Neural Networks (RNNs) requires large labeled data, significant hyper-parameter tuning…

Machine Learning · Computer Science 2021-03-05 Priyanka Gupta , Pankaj Malhotra , Jyoti Narwariya , Lovekesh Vig , Gautam Shroff

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…

Computational Engineering, Finance, and Science · Computer Science 2025-02-19 Mingjie Wang , Juanxi Tian , Mingze Zhang , Jianxiong Guo , Weijia Jia