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Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

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

Time series forecasting is an important problem, with many real world applications. Ensembles of deep neural networks have recently achieved impressive forecasting accuracy, but such large ensembles are impractical in many real world…

Machine Learning · Computer Science 2022-08-31 Espen Haugsdal , Erlend Aune , Massimiliano Ruocco

When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models.…

Artificial Intelligence · Computer Science 2024-08-20 Jaehoon Lee , Hankook Lee , Sungik Choi , Sungjun Cho , Moontae Lee

The Transformer model has shown leading performance in time series forecasting. Nevertheless, in some complex scenarios, it tends to learn low-frequency features in the data and overlook high-frequency features, showing a frequency bias.…

Machine Learning · Computer Science 2024-07-04 Xihao Piao , Zheng Chen , Taichi Murayama , Yasuko Matsubara , Yasushi Sakurai

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal…

Machine Learning · Computer Science 2024-11-12 Willa Potosnak , Cristian Challu , Mononito Goswami , Michał Wiliński , Nina Żukowska , Artur Dubrawski

Foundation models, particularly Large Language Models (LLMs), have revolutionized text and video processing, yet time series data presents distinct challenges for such approaches due to domain-specific features such as missing values,…

Machine Learning · Computer Science 2025-02-12 Defu Cao , Wen Ye , Yizhou Zhang , Yan Liu

We propose a novel approach to data-driven modeling of a transient production of oil wells. We apply the transformer-based neural networks trained on the multivariate time series composed of various parameters of oil wells measured during…

Machine Learning · Computer Science 2021-10-13 Ildar Abdrakhmanov , Evgenii Kanin , Sergei Boronin , Evgeny Burnaev , Andrei Osiptsov

Traditional machine learning methods face two main challenges in dealing with healthcare predictive analytics tasks. First, the high-dimensional nature of healthcare data needs labor-intensive and time-consuming processes to select an…

Machine Learning · Computer Science 2022-09-16 Mohammad Amin Morid , Olivia R. Liu Sheng , Joseph Dunbar

Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Machine Learning · Computer Science 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

Diffusion models have recently emerged as powerful frameworks for generating high-quality images. While recent studies have explored their application to time series forecasting, these approaches face significant challenges in cross-modal…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Weilin Ruan , Siru Zhong , Haomin Wen , Yuxuan Liang

Recent advances in deep learning have significantly elevated weather prediction models. However, these models often falter in real-world scenarios due to their sensitivity to spatial-temporal shifts. This issue is particularly acute in…

Machine Learning · Computer Science 2023-12-04 Lu Han , Xu-Yang Chen , Han-Jia Ye , De-Chuan Zhan

Physics-based numerical models have been the bedrock of atmospheric sciences for decades, offering robust solutions but often at the cost of significant computational resources. Deep learning (DL) models have emerged as powerful tools in…

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting. The goal of meta-forecasting is to train over a collection of source time series and generalize to new time series one-at-a-time. Previous…

Machine Learning · Computer Science 2023-02-07 Mike Van Ness , Huibin Shen , Hao Wang , Xiaoyong Jin , Danielle C. Maddix , Karthick Gopalswamy

Time series forecasting (TSF) is crucial in fields like economic forecasting, weather prediction, traffic flow analysis, and public health surveillance. Real-world time series data often include noise, outliers, and missing values, making…

Machine Learning · Computer Science 2024-07-09 Quangao Liu , Ruiqi Li , Maowei Jiang , Wei Yang , Chen Liang , LongLong Pang , Zhuozhang Zou