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The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

Deep learning performs remarkably well on many time series analysis tasks recently. The superior performance of deep neural networks relies heavily on a large number of training data to avoid overfitting. However, the labeled data of many…

Machine Learning · Computer Science 2022-04-04 Qingsong Wen , Liang Sun , Fan Yang , Xiaomin Song , Jingkun Gao , Xue Wang , Huan Xu

Long-range time series forecasting is usually based on one of two existing forecasting strategies: Direct Forecasting and Iterative Forecasting, where the former provides low bias, high variance forecasts and the later leads to low…

Machine Learning · Computer Science 2022-08-08 Shiyu Liu , Rohan Ghosh , Mehul Motani

Accurately forecasting extreme rainfall is notoriously difficult, but is also ever more crucial for society as climate change increases the frequency of such extremes. Global numerical weather prediction models often fail to capture…

Machine Learning · Statistics 2022-03-24 Ilan Price , Stephan Rasp

Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…

Computation · Statistics 2025-02-13 Kelly Wang , Steven O. Kimbrough

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

It has been demonstrated that the amount of data is crucial in data-driven machine learning methods. Data is always valuable, but in some tasks, it is almost like gold. This occurs in engineering areas where data is scarce or very expensive…

Artificial Intelligence · Computer Science 2023-12-12 David Solis-Martin , Juan Galan-Paez , Joaquin Borrego-Diaz

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

Deep probabilistic time series forecasting has gained attention for its ability to provide nonlinear approximation and valuable uncertainty quantification for decision-making. However, existing models often oversimplify the problem by…

Machine Learning · Statistics 2024-10-22 Vincent Zhihao Zheng , Seongjin Choi , Lijun Sun

In economics and many other forecasting domains, the real world problems are too complex for a single model that assumes a specific data generation process. The forecasting performance of different methods changes depending on the nature of…

Machine Learning · Computer Science 2023-09-26 Li Li , Feng Li , Yanfei Kang

This survey delves into the application of diffusion models in time-series forecasting. Diffusion models are demonstrating state-of-the-art results in various fields of generative AI. The paper includes comprehensive background information…

Machine Learning · Computer Science 2024-01-18 Caspar Meijer , Lydia Y. Chen

Data augmentation serves as a popular regularization technique to combat overfitting challenges in neural networks. While automatic augmentation has demonstrated success in image classification tasks, its application to time-series…

Machine Learning · Computer Science 2025-06-19 Liran Nochumsohn , Omri Azencot

Accurate forecasting of project performance metrics is crucial for successfully managing and delivering urban road reconstruction projects. Traditional methods often rely on static baseline plans and fail to consider the dynamic nature of…

Machine Learning · Computer Science 2024-12-02 Soheila Sadeghi

Electricity market prices exhibit extreme volatility, nonlinearity, and non-stationarity, making accurate forecasting a significant challenge. While cutting-edge time series foundation models (TSFMs) effectively capture temporal…

Machine Learning · Computer Science 2026-03-10 Yunzhong Qiu , Binzhu Li , Hao Wei , Shenglin Weng , Chen Wang , Zhongyi Pei , Mingsheng Long , Jianmin Wang

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural…

Machine Learning · Computer Science 2024-04-03 Defu Cao , Furong Jia , Sercan O Arik , Tomas Pfister , Yixiang Zheng , Wen Ye , Yan Liu

Neural networks are prone to learn easy solutions from superficial statistics in the data, namely shortcut learning, which impairs generalization and robustness of models. We propose a data augmentation strategy, named DFM-X, that leverages…

Computer Vision and Pattern Recognition · Computer Science 2023-08-15 Shunxin Wang , Christoph Brune , Raymond Veldhuis , Nicola Strisciuglio

Data augmentation has been widely applied as an effective methodology to improve generalization in particular when training deep neural networks. Recently, researchers proposed a few intensive data augmentation techniques, which indeed…

Machine Learning · Computer Science 2019-11-22 Zhuoxun He , Lingxi Xie , Xin Chen , Ya Zhang , Yanfeng Wang , Qi Tian

In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some…

Machine Learning · Computer Science 2022-09-30 Yiwei Fu , Honggang Wang , Nurali Virani

Image data augmentation constitutes a critical methodology in modern computer vision tasks, since it can facilitate towards enhancing the diversity and quality of training datasets; thereby, improving the performance and robustness of…

Computer Vision and Pattern Recognition · Computer Science 2025-01-13 Panagiotis Alimisis , Ioannis Mademlis , Panagiotis Radoglou-Grammatikis , Panagiotis Sarigiannidis , Georgios Th. Papadopoulos

Weather forecasting requires not only accuracy but also the ability to perform probabilistic prediction. However, deterministic weather forecasting methods do not support probabilistic predictions, and conversely, probabilistic models tend…

Computer Vision and Pattern Recognition · Computer Science 2023-12-06 Donggeun Yoon , Minseok Seo , Doyi Kim , Yeji Choi , Donghyeon Cho
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