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The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

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

Long-term time series forecasting is a vital task and has a wide range of real applications. Recent methods focus on capturing the underlying patterns from one single domain (e.g. the time domain or the frequency domain), and have not taken…

Machine Learning · Computer Science 2023-08-28 Yuxiao Luo , Ziyu Lyu , Xingyu Huang

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Network traffic prediction is essential for automating modern network management. It is a difficult time series forecasting (TSF) problem that has been addressed by Deep Learning (DL) models due to their ability to capture complex patterns.…

Networking and Internet Architecture · Computer Science 2026-01-07 Eilaf MA Babai , Aalaa MA Babai , Koji Okamura

The fast adaptation capability of deep neural networks in non-stationary environments is critical for online time series forecasting. Successful solutions require handling changes to new and recurring patterns. However, training deep neural…

Machine Learning · Computer Science 2022-10-18 Quang Pham , Chenghao Liu , Doyen Sahoo , Steven C. H. Hoi

Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe…

Machine Learning · Computer Science 2022-06-27 Tian Zhou , Jianqing Zhu , Xue Wang , Ziqing Ma , Qingsong Wen , Liang Sun , Rong Jin

Time series data, characterized by its intrinsic long and short-range dependencies, poses a unique challenge across analytical applications. While Transformer-based models excel at capturing long-range dependencies, they face limitations in…

Machine Learning · Computer Science 2024-05-07 Emadeldeen Eldele , Mohamed Ragab , Zhenghua Chen , Min Wu , Xiaoli Li

Recent research has challenged the necessity of complex deep learning architectures for time series forecasting, demonstrating that simple linear models can often outperform sophisticated approaches. Building upon this insight, we introduce…

Machine Learning · Computer Science 2024-10-30 Remi Genet , Hugo Inzirillo

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

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Machine Learning · Computer Science 2024-11-06 Kun Yi , Jingru Fei , Qi Zhang , Hui He , Shufeng Hao , Defu Lian , Wei Fan

In this paper, we present SSDNet, a novel deep learning approach for time series forecasting. SSDNet combines the Transformer architecture with state space models to provide probabilistic and interpretable forecasts, including trend and…

Machine Learning · Computer Science 2021-12-21 Yang Lin , Irena Koprinska , Mashud Rana

Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as DL models within the renewable energy domain. Given the…

Machine Learning · Computer Science 2025-05-07 Lutfu Sua , Haibo Wang , Jun Huang

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

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

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman
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