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Multivariate time series forecasting, which analyzes historical time series to predict future trends, can effectively help decision-making. Complex relations among variables in MTS, including static, dynamic, predictable, and latent…

Machine Learning · Computer Science 2021-12-16 Yueyang Wang , Ziheng Duan , Yida Huang , Haoyan Xu , Jie Feng , Anni Ren

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Machine Learning · Computer Science 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

Deep probabilistic forecasting techniques have recently been proposed for modeling large collections of time-series. However, these techniques explicitly assume either complete independence (local model) or complete dependence (global…

Machine Learning · Computer Science 2020-10-16 Hongjie Chen , Ryan A. Rossi , Kanak Mahadik , Sungchul Kim , Hoda Eldardiry

One of the challenges in studying the interactions in large graphs is to learn their diverse pattern and various interaction types. Hence, considering only one distribution and model to study all nodes and ignoring their diversity and local…

Machine Learning · Computer Science 2022-11-18 Mehrtash Mehrabi , Yingxue Zhang

Current time-series forecasting problems use short-term weather attributes as exogenous inputs. However, in specific time-series forecasting solutions (e.g., demand prediction in the supply chain), seasonal climate predictions are crucial…

Machine Learning · Computer Science 2023-09-06 Smit Marvaniya , Jitendra Singh , Nicolas Galichet , Fred Ochieng Otieno , Geeth De Mel , Kommy Weldemariam

Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends, detect anomalies, and interpret the temporal dynamics of…

Machine Learning · Computer Science 2017-06-13 David Hallac , Youngsuk Park , Stephen Boyd , Jure Leskovec

Conflicting objectives present a considerable challenge in interleaving multi-task learning, necessitating the need for meticulous design and balance to ensure effective learning of a representative latent data space across all tasks…

Machine Learning · Computer Science 2025-01-17 Noelle Y. L. Wong , Eng Yeow Cheu , Zhonglin Chiam , Dipti Srinivasan

Multivariate time series forecasting requires models to simultaneously capture variable-wise structural dependencies and generalize across diverse tasks. While structural encoders are effective in modeling feature interactions, they lack…

Computation and Language · Computer Science 2025-06-26 Fengze Li , Yue Wang , Yangle Liu , Ming Huang , Dou Hong , Jieming Ma

We introduce a self-consistent deep-learning framework which, for a noisy deterministic time series, provides unsupervised filtering, state-space reconstruction, identification of the underlying differential equations and forecasting.…

Machine Learning · Computer Science 2021-08-05 Zhe Wang , Claude Guet

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better…

Machine Learning · Computer Science 2023-11-13 Seonkyu Lim , Jaehyeon Park , Seojin Kim , Hyowon Wi , Haksoo Lim , Jinsung Jeon , Jeongwhan Choi , Noseong Park

Multivariate time series forecasting requires simultaneously modeling temporal patterns and cross-variate dependencies. Channel-independent methods such as PatchTST excel at temporal modeling but ignore variable correlations, while pure…

Machine Learning · Computer Science 2025-10-24 Yuhang Wang

Time-evolving traffic flow forecasting are playing a vital role in intelligent transportation systems and smart cities. However, the dynamic traffic flow forecasting is a highly nonlinear problem with complex temporal-spatial dependencies.…

Machine Learning · Computer Science 2025-08-05 Zhenan Lin , Yuni Lai , Wai Lun Lo , Richard Tai-Chiu Hsung , Harris Sik-Ho Tsang , Xiaoyu Xue , Kai Zhou , Yulin Zhu

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a…

Machine Learning · Computer Science 2018-05-11 Joan Serrà , Santiago Pascual , Alexandros Karatzoglou

Time series forecasting poses significant challenges in non-stationary environments where underlying patterns evolve over time. In this work, we propose a novel framework that enhances deep neural network (DNN) performance by leveraging…

Machine Learning · Computer Science 2025-08-12 Amal Saadallah , Abdulaziz Al-Ademi

Transformer-based models have shown strong performance in time-series forecasting by leveraging self-attention to model long-range temporal dependencies. However, their effectiveness depends critically on the quality and structure of input…

Machine Learning · Computer Science 2026-02-11 Saurish Nagrath , Saroj Kumar Panigrahy

Graph deep learning has recently emerged as a powerful ML concept allowing to generalize successful deep neural architectures to non-Euclidean structured data. Such methods have shown promising results on a broad spectrum of applications…

Machine Learning · Computer Science 2022-05-16 Anees Kazi , Luca Cosmo , Seyed-Ahmad Ahmadi , Nassir Navab , Michael Bronstein

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…

Machine Learning · Computer Science 2021-05-28 Gabriel Spadon , Shenda Hong , Bruno Brandoli , Stan Matwin , Jose F. Rodrigues-Jr , Jimeng Sun
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