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Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Machine Learning · Statistics 2021-04-28 Bryan Lim , Stefan Zohren

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Western countries rely heavily on wheat, and yield prediction is crucial. Time-series deep learning models, such as Long Short Term Memory (LSTM), have already been explored and applied to yield prediction. Existing literature reported that…

Machine Learning · Computer Science 2023-07-05 Yogesh Bansal , David Lillis , Mohand Tahar Kechadi

This work presents a Long Short-Term Memory (LSTM) network for forecasting a monthly electricity demand time series with a one-year horizon. The novelty of this work is the use of pattern representation of the seasonal time series as an…

Signal Processing · Electrical Eng. & Systems 2020-04-29 Paweł Pełka , Grzegorz Dudek

Transformers have achieved state-of-the-art results across a range of domains, but their quadratic attention mechanism poses significant challenges for long-sequence modelling. Recent efforts to design linear-time attention mechanisms have…

Computation and Language · Computer Science 2025-12-03 Rares Dolga , Lucas Maystre , Marius Cobzarenco , David Barber

We investigate regression for variable length sequential data containing missing samples and introduce a novel tree architecture based on the Long Short-Term Memory (LSTM) networks. In our architecture, we employ a variable number of LSTM…

Machine Learning · Computer Science 2020-05-26 S. Onur Sahin , Suleyman S. Kozat

Recently, Transformer-based models for long sequence time series forecasting have demonstrated promising results. The self-attention mechanism as the core component of these Transformer-based models exhibits great potential in capturing…

Machine Learning · Computer Science 2024-12-17 Zhicheng Zhang , Yong Wang , Shaoqi Tan , Bowei Xia , Yujie Luo

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…

Machine Learning · Computer Science 2023-08-29 Chaoqun Wang , Yijun Li , Xiangqian Sun , Qi Wu , Dongdong Wang , Zhixiang Huang

Time series forecasting (TSF) is a fundamental and widely studied task, spanning methods from classical statistical approaches to modern deep learning and multimodal language modeling. Despite their effectiveness, these methods often follow…

Machine Learning · Computer Science 2025-12-23 Mingyue Cheng , Jiahao Wang , Daoyu Wang , Xiaoyu Tao , Qi Liu , Enhong Chen

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

Machine Learning · Computer Science 2022-05-11 Kelum Gajamannage , Yonggi Park

Machine and deep learning-based algorithms are the emerging approaches in addressing prediction problems in time series. These techniques have been shown to produce more accurate results than conventional regression-based modeling. It has…

Machine Learning · Computer Science 2019-11-22 Sima Siami-Namini , Neda Tavakoli , Akbar Siami Namin

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle…

Machine Learning · Statistics 2020-01-03 Changwei Hu , Yifan Hu , Sungyong Seo

Time series forecasting is an important problem across many domains, playing a crucial role in multiple real-world applications. In this paper, we propose a forecasting architecture that combines deep autoregressive models with a Spectral…

Machine Learning · Statistics 2021-12-28 Fernando Moreno-Pino , Pablo M. Olmos , Antonio Artés-Rodríguez

The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…

Machine Learning · Computer Science 2024-11-18 Anton Johansson , Arunselvan Ramaswamy

Long Short-Term Memory Networks (LSTMs) have been applied to daily discharge prediction with remarkable success. Many practical scenarios, however, require predictions at more granular timescales. For instance, accurate prediction of short…

Machine Learning · Computer Science 2021-04-20 Martin Gauch , Frederik Kratzert , Daniel Klotz , Grey Nearing , Jimmy Lin , Sepp Hochreiter

To improve the robustness of transformer neural networks used for temporal-dynamics prediction of chaotic systems, we propose a novel attention mechanism called easy attention which we demonstrate in time-series reconstruction and…

Machine Learning · Computer Science 2025-06-05 Marcial Sanchis-Agudo , Yuning Wang , Roger Arnau , Luca Guastoni , Jasmin Lim , Karthik Duraisamy , Ricardo Vinuesa

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Existing data-driven approaches in modeling and predicting time series data include ARIMA (Autoregressive Integrated Moving Average), Transformer-based models, LSTM (Long Short-Term Memory) and TCN (Temporal Convolutional Network). These…

Machine Learning · Computer Science 2025-12-09 Saroj Gopali , Bipin Chhetri , Deepika Giri , Sima Siami-Namini , Akbar Siami Namin