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Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Machine Learning · Computer Science 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

Large vision models (LVMs) have recently proven to be surprisingly effective time series forecasters, simply by rendering temporal data as images. This success, how ever, rests on a largely unexamined premise: the rendered time series…

Computer Vision and Pattern Recognition · Computer Science 2026-05-14 Mingrui Zhang , Hanchen Yang , Wengen Li , Xudong Jiang , Yichao Zhang , Jihong Guan , Shuigeng Zhou

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

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

Representation learning plays a critical role in the analysis of time series data and has high practical value across a wide range of applications. including trend analysis, time series data retrieval and forecasting. In practice, data…

Machine Learning · Computer Science 2023-12-13 Chengyang Ye , Qiang Ma

Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models. With a lot of hype and industrial demand in this field, it is not always clear how much progress…

Machine Learning · Computer Science 2026-02-20 Daniel Durstewitz , Christoph Jürgen Hemmer , Florian Hess , Charlotte Ricarda Doll , Lukas Eisenmann

Time series foundation models (TSFMs) have demonstrated increasing capabilities due to their extensive pretraining on large volumes of diverse time series data. Consequently, the quality of time series data is crucial to TSFM performance,…

Machine Learning · Computer Science 2026-03-11 Shunyu Wu , Tianyue Li , Yixuan Leng , Jingyi Suo , Jian Lou , Dan Li , See-Kiong Ng

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…

Machine Learning · Computer Science 2019-12-02 Omer Berat Sezer , Mehmet Ugur Gudelek , Ahmet Murat Ozbayoglu

Time series forecasting (TSF) is an essential branch of machine learning with various applications. Most methods for TSF focus on constructing different networks to extract better information and improve performance. However, practical…

Machine Learning · Computer Science 2025-02-19 Yanru Sun , Zongxia Xie , Haoyu Xing , Hualong Yu , Qinghua Hu

Time series foundation models have demonstrated strong performance in zero-shot learning, making them well-suited for predicting rapidly evolving patterns in real-world applications where relevant training data are scarce. However, most of…

Machine Learning · Computer Science 2024-11-06 Haoyu Ma , Yushu Chen , Wenlai Zhao , Jinzhe Yang , Yingsheng Ji , Xinghua Xu , Xiaozhu Liu , Hao Jing , Shengzhuo Liu , Guangwen Yang

In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

Machine Learning · Computer Science 2021-07-12 Paolo Mancuso , Veronica Piccialli , Antonio M. Sudoso

The prevailing Direct Forecasting (DF) paradigm dominates Long-term Time Series Forecasting (LTSF) by forcing models to predict the entire future horizon in a single forward pass. While efficient, this rigid coupling of output and…

Machine Learning · Computer Science 2026-02-03 Jiaming Ma , Siyuan Mu , Ruilin Tang , Haofeng Ma , Qihe Huang , Zhengyang Zhou , Pengkun Wang , Binwu Wang , Yang Wang

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

Detecting and analyzing complex patterns in multivariate time-series data is crucial for decision-making in urban and environmental system operations. However, challenges arise from the high dimensionality, intricate complexity, and…

Machine Learning · Computer Science 2024-12-25 Haowen Xu , Ali Boyaci , Jianming Lian , Aaron Wilson

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

Feature engineering is required to obtain better results for time series forecasting, and decomposition is a crucial one. One decomposition approach often cannot be used for numerous forecasting tasks since the standard time series…

Machine Learning · Computer Science 2022-10-10 Liwang Zhou , Jing Gao

Multivariate time series (MTS) have become increasingly common in healthcare domains where human vital signs and laboratory results are collected for predictive diagnosis. Recently, there have been increasing efforts to visualize healthcare…

Machine Learning · Computer Science 2017-08-29 Minh Nguyen , Sanjay Purushotham , Hien To , Cyrus Shahabi