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Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Timely and accurate forecasts of seasonal influenza would assist public health decision-makers in planning intervention strategies, efficiently allocating resources, and possibly saving lives. For these reasons, influenza forecasts are…

Applications · Statistics 2017-09-01 Dave Osthus , James Gattiker , Reid Priedhorsky , Sara Y. Del Valle

Transformer models have consistently achieved remarkable results in various domains such as natural language processing and computer vision. However, despite ongoing research efforts to better understand these models, the field still lacks…

Machine Learning · Computer Science 2024-10-18 Ilya Kaufman , Omri Azencot

Multi-dimensional time series data, such as matrix and tensor-variate time series, are increasingly prevalent in fields such as economics, finance, and climate science. Traditional Transformer models, though adept with sequential data, do…

Machine Learning · Computer Science 2024-10-29 Linghang Kong , Elynn Chen , Yuzhou Chen , Yuefeng Han

Although numerical weather forecasting methods have dominated the field, recent advances in deep learning methods, such as diffusion models, have shown promise in ensemble weather forecasting. However, such models are typically…

Machine Learning · Computer Science 2025-09-16 Kevin Valencia , Ziyang Liu , Justin Cui

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

This paper introduces a novel two-dimensional (2D) time series forecasting model that integrates cohort behavior over time, addressing challenges in small data environments. We demonstrate its efficacy using multiple real-world datasets,…

Machine Learning · Computer Science 2025-08-22 Yonathan Guttel , Orit Moradov , Nachi Lieder , Asnat Greenstein-Messica

Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches. This suggests…

Machine Learning · Computer Science 2023-10-10 Shengsheng Lin , Weiwei Lin , Wentai Wu , Songbo Wang , Yongxiang Wang

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu

Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Machine Learning · Computer Science 2025-10-01 Xiaojian Wang , Chaoli Zhang , Zhonglong Zheng , Yunliang Jiang

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Accurate time-series forecasting is vital for numerous areas of application such as transportation, energy, finance, economics, etc. However, while modern techniques are able to explore large sets of temporal data to build forecasting…

Machine Learning · Statistics 2018-08-17 Filipe Rodrigues , Ioulia Markou , Francisco Pereira

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

We discuss the development of novel deep learning algorithms to enable real-time regression analysis for time series data. We showcase the application of this new method with a timely case study, and then discuss the applicability of this…

Machine Learning · Computer Science 2018-05-09 E. A. Huerta , Daniel George , Zhizhen Zhao , Gabrielle Allen

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Deep learning methods are powerful tools in classifying multivariate time series data. Despite their high performance, these methods are hard to interpret, which diminishes their applications in high-risk domains such as healthcare. In this…

Machine Learning · Computer Science 2026-05-11 Bhavesh Kalisetti , Vincent Wang , Gaurav R. Ghosal , Maryam Bijanzadeh , Reza Abbasi-Asl

We introduce an interpretable deep learning model for multivariate time series forecasting that prioritizes both predictive performance and interpretability - key requirements for understanding complex physical phenomena. Our model not only…

Machine Learning · Statistics 2025-01-28 Davor Horvatic , Domjan Baric

Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities…

Machine Learning · Computer Science 2026-02-06 Jiecheng Lu , Yan Sun , Shihao Yang
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