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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

Recently, Transformer-base models have made significant progress in the field of time series prediction which have achieved good results and become baseline models beyond Dlinear. The paper proposes an U-Net time series prediction model…

Machine Learning · Computer Science 2024-06-07 Li Chu , Xiao Bingjia , Yuan Qiping

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

Machine Learning · Computer Science 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates

Time series forecasting is vital in diverse sectors such as energy and transportation, where non-stationary dynamics are deeply intertwined with external events in other modalities such as texts. However, incorporating natural…

Machine Learning · Computer Science 2026-05-12 Yunfeng Ge , Ming Jin , Yiji Zhao , Hongyan Li , Bo Du , Chang Xu , Shirui Pan

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

A fundamental issue for statistical classification models in a streaming environment is that the joint distribution between predictor and response variables changes over time (a phenomenon also known as concept drifts), such that their…

Machine Learning · Statistics 2019-02-11 Shujian Yu , Zubin Abraham , Heng Wang , Mohak Shah , Yantao Wei , José C. Príncipe

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…

Machine Learning · Computer Science 2025-11-19 Niklas Erdmann , Lars Bentsen , Roy Stenbro , Heine Nygard Riise , Narada Dilp Warakagoda , Paal E. Engelstad

High-dimensional time series prediction is needed in applications as diverse as demand forecasting and climatology. Often, such applications require methods that are both highly scalable, and deal with noisy data in terms of corruptions or…

Machine Learning · Computer Science 2016-02-18 Hsiang-Fu Yu , Nikhil Rao , Inderjit S. Dhillon

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where…

Machine Learning · Computer Science 2025-06-04 Zhiyuan Zhao , Haoxin Liu , Alexander Rodriguez , B. Aditya Prakash

We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…

Machine Learning · Computer Science 2025-06-11 Nicholas A. Pearson , Francesca Cairoli , Luca Bortolussi , Davide Russo , Francesca Zanello

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

Machine Learning · Computer Science 2025-05-13 Yuqi Xiong , Yang Wen

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Time-series forecasting plays a critical role in many real-world applications. Although increasingly powerful models have been developed and achieved superior results on benchmark datasets, through a fine-grained sample-level inspection, we…

Machine Learning · Computer Science 2025-05-27 Zhining Liu , Ze Yang , Xiao Lin , Ruizhong Qiu , Tianxin Wei , Yada Zhu , Hendrik Hamann , Jingrui He , Hanghang Tong

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source…

Machine Learning · Computer Science 2026-01-13 Mingnan Zhu , Qixuan Zhang , Yixuan Cheng , Fangzhou Gu , Shiming Lin

Weather Forecasting is an attractive challengeable task due to its influence on human life and complexity in atmospheric motion. Supported by massive historical observed time series data, the task is suitable for data-driven approaches,…

Machine Learning · Computer Science 2022-09-20 Minbo Ma , Peng Xie , Fei Teng , Tianrui Li , Bin Wang , Shenggong Ji , Junbo Zhang

Human Trajectory Forecasting (HTF) predicts future human movements from past trajectories and environmental context, with applications in Autonomous Driving, Smart Surveillance, and Human-Robot Interaction. While prior work has focused on…

Computer Vision and Pattern Recognition · Computer Science 2026-02-13 Manuel Hetzel , Kerim Turacan , Hannes Reichert , Konrad Doll , Bernhard Sick

Deciding the best future execution time is a critical task in many business activities while evolving time series forecasting, and optimal timing strategy provides such a solution, which is driven by observed data. This solution has plenty…

Artificial Intelligence · Computer Science 2023-10-10 Chen Pan , Fan Zhou , Xuanwei Hu , Xinxin Zhu , Wenxin Ning , Zi Zhuang , Siqiao Xue , James Zhang , Yunhua Hu

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Multivariate geo-sensory time series prediction is challenging because of the complex spatial and temporal correlation. In urban water distribution systems (WDS), numerous spatial-correlated sensors have been deployed to continuously…

Machine Learning · Computer Science 2020-04-15 Ziqing Ma , Shuming Liu , Guancheng Guo , Xipeng Yu