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Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Machine Learning · Computer Science 2024-10-18 Zezhi Shao , Fei Wang , Yongjun Xu , Wei Wei , Chengqing Yu , Zhao Zhang , Di Yao , Tao Sun , Guangyin Jin , Xin Cao , Gao Cong , Christian S. Jensen , Xueqi Cheng

This paper proposes a spatiotemporal graph neural network-based performance prediction algorithm to address the challenge of forecasting performance fluctuations in distributed backend systems with multi-level service call structures. The…

Machine Learning · Computer Science 2025-08-12 Zhihao Xue , Yun Zi , Nia Qi , Ming Gong , Yujun Zou

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…

Machine Learning · Computer Science 2023-12-25 Aiyinsi Zuo , Haixi Zhang , Zirui Li , Ce Zheng

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Time series forecasting plays a pivotal role in critical sectors such as finance, energy, transportation, and meteorology. However, Long-term Time Series Forecasting (LTSF) remains a significant challenge because real-world signals contain…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Xiang Ao

In this study, we present aLLM4TS, an innovative framework that adapts Large Language Models (LLMs) for time-series representation learning. Central to our approach is that we reconceive time-series forecasting as a self-supervised,…

Machine Learning · Computer Science 2024-03-12 Yuxuan Bian , Xuan Ju , Jiangtong Li , Zhijian Xu , Dawei Cheng , Qiang Xu

Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and…

Machine Learning · Computer Science 2025-10-03 Yuanyuan Yao , Yuhan Shi , Lu Chen , Ziquan Fang , Yunjun Gao , Leong Hou U , Yushuai Li , Tianyi Li

Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying…

Designing domain specific neural networks is a time-consuming, error-prone, and expensive task. Neural Architecture Search (NAS) exists to simplify domain-specific model development but there is a gap in the literature for time series…

Machine Learning · Computer Science 2024-02-06 Tobias King , Yexu Zhou , Tobias Röddiger , Michael Beigl

Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of…

Machine Learning · Computer Science 2024-03-22 Hajar Emami , Xuan-Hong Dang , Yousaf Shah , Petros Zerfos

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

Temporal networks have been widely used to model real-world complex systems such as financial systems and e-commerce systems. In a temporal network, the joint neighborhood of a set of nodes often provides crucial structural information…

Machine Learning · Computer Science 2022-12-02 Yuhong Luo , Pan Li

The design of handcrafted neural networks requires a lot of time and resources. Recent techniques in Neural Architecture Search (NAS) have proven to be competitive or better than traditional handcrafted design, although they require domain…

Machine Learning · Computer Science 2021-03-17 Cat P. Le , Mohammadreza Soltani , Robert Ravier , Vahid Tarokh

With the growing complexity of Cyber-Physical Systems (CPS) and the integration of Internet of Things (IoT), the use of sensors for online monitoring generates large volume of multivariate time series (MTS) data. Consequently, the need for…

Machine Learning · Computer Science 2026-02-04 Charalampos Shimillas , Kleanthis Malialis , Konstantinos Fokianos , Marios M. Polycarpou

We propose to incorporate neural architecture search (NAS) into general-purpose multi-task learning (GP-MTL). Existing NAS methods typically define different search spaces according to different tasks. In order to adapt to different task…

Machine Learning · Computer Science 2020-04-01 Yuan Gao , Haoping Bai , Zequn Jie , Jiayi Ma , Kui Jia , Wei Liu

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually require both graph networks (e.g., GCN) and temporal…

Machine Learning · Computer Science 2023-11-13 Kun Yi , Qi Zhang , Wei Fan , Hui He , Liang Hu , Pengyang Wang , Ning An , Longbing Cao , Zhendong Niu

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski
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