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Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Time series are critical for decision-making in fields like finance and healthcare. Their importance has driven a recent influx of works passing time series into language models, leading to non-trivial forecasting on some datasets. But it…

Computation and Language · Computer Science 2024-04-19 Mike A. Merrill , Mingtian Tan , Vinayak Gupta , Tom Hartvigsen , Tim Althoff

Time-series data exists in every corner of real-world systems and services, ranging from satellites in the sky to wearable devices on human bodies. Learning representations by extracting and inferring valuable information from these time…

Machine Learning · Computer Science 2026-05-19 Patara Trirat , Yooju Shin , Junhyeok Kang , Youngeun Nam , Jihye Na , Minyoung Bae , Joeun Kim , Byunghyun Kim , Jae-Gil Lee

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Deep learning based forecasting methods have become the methods of choice in many applications of time series prediction or forecasting often outperforming other approaches. Consequently, over the last years, these methods are now…

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

Time Series Classification and Extrinsic Regression are important and challenging machine learning tasks. Deep learning has revolutionized natural language processing and computer vision and holds great promise in other fields such as time…

Machine Learning · Computer Science 2023-12-21 Navid Mohammadi Foumani , Lynn Miller , Chang Wei Tan , Geoffrey I. Webb , Germain Forestier , Mahsa Salehi

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

Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…

Machine Learning · Computer Science 2021-02-02 Longyuan Li , Junchi Yan , Xiaokang Yang , Yaohui Jin

Autocorrelation is a defining characteristic of time-series data, where each observation is statistically dependent on its predecessors. In the context of deep time-series forecasting, autocorrelation arises in both the input history and…

Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical…

Machine Learning · Computer Science 2022-08-11 Stefan Meisenbacher , Marian Turowski , Kaleb Phipps , Martin Rätz , Dirk Müller , Veit Hagenmeyer , Ralf Mikut

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

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Ivan Marisca , Daniele Zambon , 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

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

Learning and forecasting stochastic time series is essential in various scientific fields. However, despite the proposals of nonlinear filters and deep-learning methods, it remains challenging to capture nonlinear dynamics from a few noisy…

Methodology · Statistics 2025-02-21 Christian Donner , Anuj Mishra , Hideaki Shimazaki

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

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

Deep learning models have grown increasingly popular in time series applications. However, the large quantity of newly proposed architectures, together with often contradictory empirical results, makes it difficult to assess which…

Machine Learning · Computer Science 2025-12-30 Valentina Moretti , Andrea Cini , Ivan Marisca , Cesare Alippi

Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…

Machine Learning · Computer Science 2024-04-29 Chenxi Sun , Hongyan Li , Yaliang Li , Shenda Hong