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Related papers: Global Models for Time Series Forecasting: A Simul…

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This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

Methodology · Statistics 2019-11-11 Jonas Krampe

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time…

Machine Learning · Computer Science 2025-07-02 Sixun Dong , Wei Fan , Teresa Wu , Yanjie Fu

Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks,…

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

The purpose of this paper is to give an overview of the time series forecasting problem based on similarity of trajectories. Various methodologies are introduced and studied, and detailed discussions on hyperparameter optimization, outlier…

Methodology · Statistics 2023-09-20 İlker Arslan , Can Hakan Dağıdır , Ümit Işlak

Time series data plays a critical role across diverse domains such as healthcare, energy, and finance, where tasks like classification, anomaly detection, and forecasting are essential for informed decision-making. Recently, large language…

Machine Learning · Computer Science 2024-12-18 Francis Tang , Ying Ding

Time series forecasting plays a pivotal role in a wide range of applications, including weather prediction, healthcare, structural health monitoring, predictive maintenance, energy systems, and financial markets. While models such as LSTM,…

Machine Learning · Computer Science 2026-04-03 Qianying Cao , Shanqing Liu , Alan John Varghese , Jerome Darbon , Michael Triantafyllou , George Em Karniadakis

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Continuous-time series is essential for different modern application areas, e.g. healthcare, automobile, energy, finance, Internet of things (IoT) and other related areas. Different application needs to process as well as analyse a massive…

Machine Learning · Computer Science 2024-09-17 Mansura Habiba , Barak A. Pearlmutter , Mehrdad Maleki

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

Score-based generative models (SGMs) are generative models that are in the spotlight these days. Time-series frequently occurs in our daily life, e.g., stock data, climate data, and so on. Especially, time-series forecasting and…

Machine Learning · Computer Science 2023-01-23 Haksoo Lim , Minjung Kim , Sewon Park , Noseong Park

Graph Neural Networks (GNN) have gained significant traction in the forecasting domain, especially for their capacity to simultaneously account for intra-series temporal correlations and inter-series relationships. This paper introduces a…

Machine Learning · Computer Science 2024-05-30 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…

Artificial Intelligence · Computer Science 2023-02-01 Yuanpeng He

Time series modeling has entered an era of unprecedented growth in the size and complexity of data which require new modeling approaches. While many new general purpose machine learning approaches have emerged, they remain poorly understand…

Machine Learning · Statistics 2020-11-02 Matthew F Dixon

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

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

Machine Learning · Computer Science 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang