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Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

Despite the notable advancements in numerous Transformer-based models, the task of long multi-horizon time series forecasting remains a persistent challenge, especially towards explainability. Focusing on commonly used saliency maps in…

Machine Learning · Computer Science 2023-09-18 Nghia Duong-Trung , Duc-Manh Nguyen , Danh Le-Phuoc

The Transformer architecture yields state-of-the-art results in many tasks such as natural language processing (NLP) and computer vision (CV), since the ability to efficiently capture the precise long-range dependency coupling between input…

Machine Learning · Computer Science 2023-01-06 Peiwang Tang , Xianchao Zhang

Time series forecasting is a long-standing problem in statistics and machine learning. One of the key challenges is processing sequences with long-range dependencies. To that end, a recent line of work applied the short-time Fourier…

Machine Learning · Computer Science 2025-02-28 Eyal Yakir , Dor Tsur , Haim Permuter

Long-term time series forecasting (LTSF) has been widely applied in finance, traffic prediction, and other domains. Recently, patch-based transformers have emerged as a promising approach, segmenting data into sub-level patches that serve…

Machine Learning · Computer Science 2024-08-06 Ruixin Ding , Yuqi Chen , Yu-Ting Lan , Wei Zhang

The extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting task. Traditional machine learning models exhibit limitations…

Machine Learning · Computer Science 2026-01-21 Renjun Jia , Zian Liu , Peng Zhu , Dawei Cheng , Yuqi Liang

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

The main idea of multimodal recommendation is the rational utilization of the item's multimodal information to improve the recommendation performance. Previous works directly integrate item multimodal features with item ID embeddings,…

Information Retrieval · Computer Science 2023-04-25 Yan Zhou , Jie Guo , Hao Sun , Bin Song , Fei Richard Yu

The real-time crash likelihood prediction model is an essential component of the proactive traffic safety management system. Over the years, numerous studies have attempted to construct a crash likelihood prediction model in order to…

Machine Learning · Computer Science 2023-08-30 B M Tazbiul Hassan Anik , Zubayer Islam , Mohamed Abdel-Aty

While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…

Machine Learning · Computer Science 2026-03-02 Ziheng Peng , Shijie Ren , Xinyue Gu , Linxiao Yang , Xiting Wang , Liang Sun

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

TwinFormer is a hierarchical Transformer for long-sequence time-series forecasting. It divides the input into non-overlapping temporal patches and processes them in two stages: (1) a Local Informer with top-$k$ Sparse Attention models…

Machine Learning · Computer Science 2025-12-16 Mahima Kumavat , Aditya Maheshwari

Multivariate Long Sequence Time-series Forecasting (LSTF) has been a critical task across various real-world applications. Recent advancements focus on the application of transformer architectures attributable to their ability to capture…

Machine Learning · Computer Science 2024-11-19 Shubham Tanaji Kakde , Rony Mitra , Jasashwi Mandal , Manoj Kumar Tiwari

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a…

Machine Learning · Computer Science 2021-09-07 Jinliang Deng , Xiusi Chen , Renhe Jiang , Xuan Song , Ivor W. Tsang

Multimodal learning faces a fundamental tension between deep, fine-grained fusion and computational scalability. While cross-attention models achieve strong performance through exhaustive pairwise fusion, their quadratic complexity is…

Computer Vision and Pattern Recognition · Computer Science 2025-07-08 Yusuf Shihata

Time series forecasting requires architectures that simultaneously achieve three competing objectives: (1) strict temporal causality for reliable predictions, (2) sub-quadratic complexity for practical scalability, and (3) multi-scale…

Machine Learning · Computer Science 2025-11-25 Qianru Zhang , Honggang Wen , Ming Li , Dong Huang , Siu-Ming Yiu , Christian S. Jensen , Pietro Liò

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior…

Machine Learning · Computer Science 2022-01-10 Haixu Wu , Jiehui Xu , Jianmin Wang , Mingsheng Long