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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

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

Accurate univariate forecasting remains a pressing need in real-world systems, such as energy markets, hydrology, retail demand, and IoT monitoring, where signals are often intermittent and horizons span both short- and long-term. While…

Machine Learning · Computer Science 2025-08-26 Kyrylo Yemets , Mykola Lukashchuk , Ivan Izonin

Graph neural networks have shown to learn effective node representations, enabling node-, link-, and graph-level inference. Conventional graph networks assume static relations between nodes, while relations between entities in a video often…

Computer Vision and Pattern Recognition · Computer Science 2022-12-07 Osman Ülger , Julian Wiederer , Mohsen Ghafoorian , Vasileios Belagiannis , Pascal Mettes

Accurate forecasting of energy demand and supply is critical for optimizing sustainable energy systems, yet it is challenged by the variability of renewable sources and dynamic consumption patterns. This paper introduces a neural framework…

Machine Learning · Computer Science 2025-07-15 Usman Gani Joy

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

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

Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…

Machine Learning · Computer Science 2025-08-28 Amirhossein Sohrabbeig , Omid Ardakanian , Petr Musilek

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed…

Machine Learning · Computer Science 2021-09-15 Wentao Xu , Weiqing Liu , Jiang Bian , Jian Yin , Tie-Yan Liu

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

Multivariate time series forecasting is of great importance to many scientific disciplines and industrial sectors. The evolution of a multivariate time series depends on the dynamics of its variables and the connectivity network of causal…

Machine Learning · Computer Science 2020-09-03 Christos Koutlis , Symeon Papadopoulos , Manos Schinas , Ioannis Kompatsiaris

Modeling the evolution of system with time-series data is a challenging and critical task in a wide range of fields, especially when the time-series data is regularly sampled and partially observable. Some methods have been proposed to…

Machine Learning · Computer Science 2024-12-03 Mengbang Zou , Weisi Guo

Traffic flow prediction is a typical spatio-temporal prediction problem and has a wide range of applications. The core challenge lies in modeling the underlying complex spatio-temporal dependencies. Various methods have been proposed, and…

Machine Learning · Computer Science 2026-01-16 Yiqing Zou , Hanning Yuan , Qianyu Yang , Ziqiang Yuan , Shuliang Wang , Sijie Ruan

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts

Neural ordinary differential equations (Neural ODEs) are an effective framework for learning dynamical systems from irregularly sampled time series data. These models provide a continuous-time latent representation of the underlying…

Machine Learning · Computer Science 2023-03-06 Edward De Brouwer , Rahul G. Krishnan

Informative missingness is unavoidable in the digital processing of continuous time series, where the value for one or more observations at different time points are missing. Such missing observations are one of the major limitations of…

Machine Learning · Computer Science 2020-05-22 Mansura Habiba , Barak A. Pearlmutter

Non-stationary time series forecasting is challenged by evolving distribution shifts that static models struggle to capture. While Mixture-of-Experts (MoE) architectures offer a promising paradigm for decoupling complex drift patterns,…

Machine Learning · Computer Science 2026-05-21 Jiawen Zhu , Shuhan Liu , Di Weng , Yingcai Wu

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Recent advancements in Spatiotemporal Graph Neural Networks (ST-GNNs) and Transformers have demonstrated promising potential for traffic forecasting by effectively capturing both temporal and spatial correlations. The generalization ability…

Machine Learning · Computer Science 2024-10-02 Hongjun Wang , Jiyuan Chen , Tong Pan , Zheng Dong , Lingyu Zhang , Renhe Jiang , Xuan Song