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Explainability in time series forecasting is essential for improving model transparency and supporting informed decision-making. In this work, we present CrossScaleNet, an innovative architecture that combines a patch-based cross-attention…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Ibrahim Delibasoglu , Fredrik Heintz

End-to-end data-driven machine learning methods often have exuberant requirements in terms of quality and quantity of training data which are often impractical to fulfill in real-world applications. This is specifically true in time series…

Machine Learning · Computer Science 2022-02-17 Muhammad Ali Chattha , Ludger van Elst , Muhammad Imran Malik , Andreas Dengel , Sheraz Ahmed

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Financial time-series forecasting is one of the most challenging domains in the field of time-series analysis. This is mostly due to the highly non-stationary and noisy nature of financial time-series data. With progressive efforts of the…

Machine Learning · Computer Science 2022-01-17 Mostafa Shabani , Dat Thanh Tran , Martin Magris , Juho Kanniainen , Alexandros Iosifidis

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Artificial Intelligence · Computer Science 2022-09-28 Baoyu Jing , Si Zhang , Yada Zhu , Bin Peng , Kaiyu Guan , Andrew Margenot , Hanghang Tong

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Normalization techniques are crucial for enhancing Transformer models' performance and stability in time series analysis tasks, yet traditional methods like batch and layer normalization often lead to issues such as token shift, attention…

Machine Learning · Computer Science 2024-05-28 Nan Huang , Christian Kümmerle , Xiang Zhang

Time series forecasting has received wide interest from existing research due to its broad applications and inherent challenging. The research challenge lies in identifying effective patterns in historical series and applying them to future…

Machine Learning · Computer Science 2023-07-14 Tianlong Zhao , Xiang Ma , Xuemei Li , Caiming Zhang

Accurate demand forecasting is crucial for optimizing supply chain management. Traditional methods often fail to capture complex patterns from seasonal variability and special events. Despite advancements in deep learning, interpretable…

Machine Learning · Computer Science 2025-03-04 Md Abrar Jahin , Asef Shahriar , Md Al Amin

The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively…

Machine Learning · Computer Science 2020-09-15 Sakshi Mishra , Praveen Palanisamy

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

Quantum machine learning offers a promising pathway for enhancing stock market prediction, particularly under complex, noisy, and highly dynamic financial environments. However, many classical forecasting models struggle with noisy input,…

Machine Learning · Computer Science 2026-02-16 Chi-Sheng Chen , Xinyu Zhang , En-Jui Kuo , Rong Fu , Qiuzhe Xie , Fan Zhang

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

This article presents the Sorting Composite Quantile Regression Neural Network (SCQRNN), an advanced quantile regression model designed to prevent quantile crossing and enhance computational efficiency. Integrating ad hoc sorting in…

Machine Learning · Computer Science 2024-06-04 Jens Decke , Arne Jenß , Bernhard Sick , Christian Gruhl

We introduce the concept of multiple temporal perspectives, a novel approach applicable to Recurrent Neural Network (RNN) architectures for enhancing their understanding of sequential data. This method involves maintaining diverse temporal…

Machine Learning · Computer Science 2024-07-15 Razvan-Gabriel Dumitru , Darius Peteleaza , Mihai Surdeanu