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Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

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

With the rise in the employment of deep learning methods in safety-critical scenarios, interpretability is more essential than ever before. Although many different directions regarding interpretability have been explored for visual…

Machine Learning · Computer Science 2020-04-08 Shoaib Ahmed Siddiqui , Dominique Mercier , Andreas Dengel , Sheraz Ahmed

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Machine Learning · Statistics 2021-04-28 Bryan Lim , Stefan Zohren

A fundamental bottleneck in utilising complex machine learning systems for critical applications has been not knowing why they do and what they do, thus preventing the development of any crucial safety protocols. To date, no method exist…

Machine Learning · Computer Science 2023-01-18 Jan Rosenzweig , Zoran Cvetkovic , Ivana Rosenzweig

Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term…

Machine Learning · Computer Science 2019-02-05 Reza Asadi , Amelia Regan

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

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

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Machine Learning · Computer Science 2024-12-18 Yining Pang , Chenghan Li

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Machine Learning · Computer Science 2026-03-05 Hiroki Tomioka , Genta Yoshimura

Saliency methods provide post-hoc model interpretation by attributing input features to the model outputs. Current methods mainly achieve this using a single input sample, thereby failing to answer input-independent inquiries about the…

Computer Vision and Pattern Recognition · Computer Science 2023-04-03 Naveed Akhtar , Mohammad A. A. K. Jalwana

Understanding specifically where a model focuses on within an image is critical for human interpretability of the decision-making process. Deep learning-based solutions are prone to learning coincidental correlations in training datasets,…

Computer Vision and Pattern Recognition · Computer Science 2024-10-22 Aidan Boyd , Mohamed Trabelsi , Huseyin Uzunalioglu , Dan Kushnir

Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis…

Machine Learning · Computer Science 2025-09-03 Jingchao Ni , Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Wei Cheng , Dongsheng Luo , Haifeng Chen

Time series forecasting is traditionally dominated by sequence-based architectures such as recurrent neural networks and attention mechanisms, which process all time steps uniformly and often incur substantial computational cost. However,…

Signal Processing · Electrical Eng. & Systems 2026-04-21 K. A. Shahriar

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

Machine Learning · Computer Science 2025-02-14 Luca Butera , Giovanni De Felice , Andrea Cini , Cesare Alippi

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Machine Learning · Computer Science 2022-05-25 Bohdan M. Pavlyshenko