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Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

Multivariate forecasting with Transformers faces a core scalability challenge: modeling cross-channel dependencies via attention compounds attention's quadratic sequence complexity with quadratic channel scaling, making full cross-channel…

Machine Learning · Computer Science 2026-05-12 Willa Potosnak , Nina Żukowska , Michał Wiliński , Dan Howarth , Ignacy Stępka , Mononito Goswami , Artur Dubrawski

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Machine Learning · Computer Science 2024-05-15 Feifei Li , Suhan Guo , Feng Han , Jian Zhao , Furao Shen

This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. Unlike traditional integer differencing methods, FD preserves…

Machine Learning · Computer Science 2023-12-05 Sarit Maitra , Vivek Mishra , Srashti Dwivedi , Sukanya Kundu , Goutam Kumar Kundu

Recent advancements in deep learning models for time series forecasting have been significant. These models often leverage fundamental time series properties such as seasonality and non-stationarity, which may suggest an intrinsic link…

Machine Learning · Computer Science 2025-09-09 Fei Wang , Yujie Li , Zezhi Shao , Chengqing Yu , Yisong Fu , Zhulin An , Yongjun Xu , Xueqi Cheng

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

Computation and Language · Computer Science 2025-08-05 Taibiao Zhao , Xiaobing Chen , Mingxuan Sun

Power system time series analytics is critical in understanding the system operation conditions and predicting the future trends. Despite the wide adoption of Artificial Intelligence (AI) tools, many AI-based time series analytical models…

Signal Processing · Electrical Eng. & Systems 2025-11-12 Zhenghao Zhou , Yiyan Li , Xinjie Yu , Runlong Liu , Zelin Guo , Zheng Yan , Mo-Yuen Chow , Yuqi Yang , Yang Xu

This article explores a novel approach to time series forecasting applied to the context of Chennai's climate data. Our methodology comprises two distinct established time series models, leveraging their strengths in handling seasonality…

Applications · Statistics 2025-07-11 Tanmay Kayal , Abhishek Das , U Saranya

Multivariate time series forecasting remains a challenge due to the complexity of local temporal dynamics and global dependencies across multiple variables. In this paper, we propose \textbf{N}eighboring \textbf{P}atching \textbf{Mixer}…

Machine Learning · Computer Science 2026-05-11 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Massive MIMO basestations, operating with frequency-division duplexing (FDD), require the users to feedback their channel state information (CSI) in order to design the precoding matrices. Given the powerful capabilities of deep neural…

Information Theory · Computer Science 2024-01-17 Yu Zhang , Ahmed Alkhateeb

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…

Machine Learning · Computer Science 2026-03-26 Jiacheng Wang , Liang Fan , Baihua Li , Luyan Zhang

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

Time division duplexing (TDD) has become the dominant duplexing mode in 5G and beyond due to its ability to exploit channel reciprocity for efficient downlink channel state information (CSI) acquisition. However, channel aging caused by…

Signal Processing · Electrical Eng. & Systems 2025-10-29 Francisco Díaz-Ruiz , Francisco J. Martín-Vega , José Antonio Cortés , Gerardo Gómez , Mari Carmen Aguayo-Torres

In this paper, we investigate meta-learning for combining forecasts generated by models of different types. While typical approaches for combining forecasts involve simple averaging, machine learning techniques enable more sophisticated…

Machine Learning · Computer Science 2025-04-15 Grzegorz Dudek

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

Despite the recent success of large language models (LLMs) in time-series forecasting, most existing methods still adopt a Deep Synchronous Fusion strategy, where dense interactions between textual and temporal features are enforced at…

Machine Learning · Computer Science 2026-04-15 Fan Zhang , Shiming Fan , Hua Wang

Modeling multiscale patterns is crucial for long-term time series forecasting (TSF). However, redundancy and noise in time series, together with semantic gaps between non-adjacent scales, make the efficient alignment and integration of…

Machine Learning · Computer Science 2026-02-19 Xu Zhang , Qitong Wang , Peng Wang , Wei Wang

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang
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