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Transformer-based models have shown strong performance in time-series forecasting by leveraging self-attention to model long-range temporal dependencies. However, their effectiveness depends critically on the quality and structure of input…

Machine Learning · Computer Science 2026-02-11 Saurish Nagrath , Saroj Kumar Panigrahy

Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…

Machine Learning · Computer Science 2022-06-17 Tian Zhou , Ziqing Ma , Qingsong Wen , Xue Wang , Liang Sun , Rong Jin

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

Communication efficiency is a widely recognised research problem in Federated Learning (FL), with recent work focused on developing techniques for efficient compression, distribution and aggregation of model parameters between clients and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-10 Chamath Palihawadana , Nirmalie Wiratunga , Anjana Wijekoon , Harsha Kalutarage

This study proposes a unified forecasting framework for high-dimensional multi-task time series to meet the prediction demands of cloud native backend systems operating under highly dynamic loads, coupled metrics, and parallel tasks. The…

Machine Learning · Computer Science 2025-12-25 Zixiao Huang , Jixiao Yang , Sijia Li , Chi Zhang , Jinyu Chen , Chengda Xu

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series…

Machine Learning · Computer Science 2024-07-02 Wei Fan , Kun Yi , Hangting Ye , Zhiyuan Ning , Qi Zhang , Ning An

Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability…

Machine Learning · Computer Science 2021-03-30 Haoyi Zhou , Shanghang Zhang , Jieqi Peng , Shuai Zhang , Jianxin Li , Hui Xiong , Wancai Zhang

Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…

Statistical Finance · Quantitative Finance 2025-09-16 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

In the real world, long sequence time-series forecasting (LSTF) is needed in many cases, such as power consumption prediction and air quality prediction.Multi-dimensional long time series model has more strict requirements on the model,…

Machine Learning · Computer Science 2022-05-11 Ning Wang

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

This work explores a dynamics-informed Temporal Fusion Transformer (TFT) as a data-driven surrogate for computationally intensive Earth system simulations. Focusing on multivariate time series describing global ocean transport, we…

Machine Learning · Computer Science 2026-05-21 Adeline Hillier , Jennifer Sleeman , Jay Brett , Caroline Tang , Jenelle Millison , Anand Gnanadesikan

The evolution of wireless communication systems towards millimeter-wave ($30-100$ GHz) and sub-THz ($>100$ GHz) frequency bands highlighted the need for accurate and fast beam management and a proactive link-blockage prediction in…

Signal Processing · Electrical Eng. & Systems 2021-11-25 Luca Rinaldi , Dario Tagliaferri , Francesco Linsalata , Marouan Mizmizi , Maurizio Magarini , Umberto Spagnolini

Many real-world time series exhibit strong periodic structures arising from physical laws, human routines, or seasonal cycles. However, modern deep forecasting models often fail to capture these recurring patterns due to spectral bias and a…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Lijun Sun

A new time series bootstrap scheme, the time frequency toggle (TFT)-bootstrap, is proposed. Its basic idea is to bootstrap the Fourier coefficients of the observed time series, and then to back-transform them to obtain a bootstrap sample in…

Statistics Theory · Mathematics 2012-11-21 Claudia Kirch , Dimitris N. Politis

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

Unsupervised/self-supervised time series representation learning is a challenging problem because of its complex dynamics and sparse annotations. Existing works mainly adopt the framework of contrastive learning with the time-based…

Machine Learning · Computer Science 2022-05-31 Ling Yang , Shenda Hong

Extrapolating future weather radar echoes from past observations is a complex task vital for precipitation nowcasting. The spatial morphology and temporal evolution of radar echoes exhibit a certain degree of correlation, yet they also…

Computer Vision and Pattern Recognition · Computer Science 2024-02-29 Liangyu Xu , Wanxuan Lu , Hongfeng Yu , Fanglong Yao , Xian Sun , Kun Fu

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Machine Learning · Computer Science 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

To address limitations of the graph fractional Fourier transform (GFRFT) Wiener filtering and the traditional joint time-vertex fractional Fourier transform (JFRFT) Wiener filtering, this study proposes a filtering method based on the…

Signal Processing · Electrical Eng. & Systems 2025-07-30 Ziqi Yan , Zhichao Zhang
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