English
Related papers

Related papers: Less Is More: Fast Multivariate Time Series Foreca…

200 papers

Forecasting irregularly sampled multivariate time series with missing values (IMTS) is a fundamental challenge in domains such as healthcare, climate science, and biology. While recent advances in vision and time series forecasting have…

Machine Learning · Computer Science 2026-02-27 Christian Klötergens , Tim Dernedde , Lars Schmidt-Thieme , Vijaya Krishna Yalavarthi

Traffic prediction is a typical spatio-temporal data mining task and has great significance to the public transportation system. Considering the demand for its grand application, we recognize key factors for an ideal spatio-temporal…

Machine Learning · Computer Science 2023-09-26 Zijian Zhang , Ze Huang , Zhiwei Hu , Xiangyu Zhao , Wanyu Wang , Zitao Liu , Junbo Zhang , S. Joe Qin , Hongwei Zhao

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

Long short-term memory (LSTM) is a robust recurrent neural network architecture for learning spatiotemporal sequential data. However, it requires significant computational power for learning and implementing from both software and hardware…

Machine Learning · Computer Science 2022-10-26 Nelly Elsayed , Zag ElSayed , Anthony S. Maida

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

While LLMs have demonstrated remarkable potential in time series forecasting, their practical deployment remains constrained by excessive computational demands and memory footprints. Existing LLM-based approaches typically suffer from three…

Computation and Language · Computer Science 2025-03-11 Haoran Fan , Bin Li , Yixuan Weng , Shoujun Zhou

Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…

Machine Learning · Computer Science 2026-02-13 Md Rakibul Haque , Vishwa Goudar , Shireen Elhabian , Warren Woodrich Pettine

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

Contrastive learning methods have shown an impressive ability to learn meaningful representations for image or time series classification. However, these methods are less effective for time series forecasting, as optimization of instance…

Machine Learning · Computer Science 2024-11-13 Xiaochen Zheng , Xingyu Chen , Manuel Schürch , Amina Mollaysa , Ahmed Allam , Michael Krauthammer

Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…

Methodology · Statistics 2021-01-21 Biao Cai , Jingfei Zhang , Yongtao Guan

While machine learning is widely used to optimize wireless networks, training a separate model for each task in communication and localization is becoming increasingly unsustainable due to the significant costs associated with training and…

Signal Processing · Electrical Eng. & Systems 2025-11-20 Mohammad Cheraghinia , Eli De Poorter , Jaron Fontaine , Kwang Soon Kim , Merouane Debbah , Adnan Shahid

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Time series underwent the transition from statistics to deep learning, as did many other machine learning fields. Although it appears that the accuracy has been increasing as the model is updated in a number of publicly available datasets,…

Machine Learning · Computer Science 2022-08-16 Gedi Liu , Yifeng Jiang , Yi Ouyang , Keyang Zhong , Yang Wang

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

Multivariate time series forecasting plays a crucial role in various fields such as finance, traffic management, energy, and healthcare. Recent studies have highlighted the advantages of channel independence to resist distribution drift but…

Machine Learning · Computer Science 2024-11-19 Lu Han , Xu-Yang Chen , Han-Jia Ye , De-Chuan Zhan

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

Machine Learning · Computer Science 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

Time series foundation models are typically pre-trained on large, multi-source datasets; however, they often ignore exogenous covariates or incorporate them via simple concatenation with the target series, which limits their effectiveness…

Machine Learning · Computer Science 2026-02-12 Yong Shang , Zhipeng Yao , Ning Jin , Xiangfei Qiu , Hui Zhang , Bin Yang