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Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

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

Urgent applications like wildfire management and renewable energy generation require precise, localized weather forecasts near the Earth's surface. However, forecasts produced by machine learning models or numerical weather prediction…

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical…

Machine Learning · Computer Science 2024-06-19 Zhiding Liu , Jiqian Yang , Mingyue Cheng , Yucong Luo , Zhi Li

The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…

Econometrics · Economics 2026-01-21 Oliver Snellman

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Demand forecasting in power sector has become an important part of modern demand management and response systems with the rise of smart metering enabled grids. Long Short-Term Memory (LSTM) shows promising results in predicting time series…

Machine Learning · Computer Science 2021-07-30 Koushik Roy , Abtahi Ishmam , Kazi Abu Taher

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Capacity management is critical for software organizations to allocate resources effectively and meet operational demands. An important step in capacity management is predicting future resource needs often relies on data-driven analytics…

Ambitious decarbonisation targets are rapidly increasing the commission of new offshore wind farms. For these newly commissioned plants to run, accurate power forecasts are needed from the onset. These allow grid stability, good reserve…

Machine Learning · Computer Science 2026-04-27 Dominic Weisser , Chloé Hashimoto-Cullen , Benjamin Guedj

Trajectory prediction and planning are fundamental yet disconnected components in autonomous driving. Prediction models forecast surrounding agent motion under unknown intentions, producing multimodal distributions, while planning assumes…

Robotics · Computer Science 2026-02-04 Constantin Selzer , Fabina B. Flohr

Multivariate time series forecasting is crucial across a wide range of domains. While presenting notable progress for the Transformer architecture, iTransformer still lags behind the latest MLP-based models. We attribute this performance…

Machine Learning · Computer Science 2025-11-12 Zhiwei Zhang , Xinyi Du , Xuanchi Guo , Weihao Wang , Wenjuan Han

Spatiotemporal graph neural networks have shown to be effective in time series forecasting applications, achieving better performance than standard univariate predictors in several settings. These architectures take advantage of a graph…

Machine Learning · Computer Science 2023-11-13 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

We consider the general problem of learning a predictor that satisfies multiple objectives of interest simultaneously, a broad framework that captures a range of specific learning goals including calibration, regret, and multiaccuracy. We…

Machine Learning · Computer Science 2026-02-17 Jivat Neet Kaur , Isaac Gibbs , Michael I. Jordan

In many real-world scenarios, data to train machine learning models becomes available over time. Unfortunately, these models struggle to continually learn new concepts without forgetting what has been learnt in the past. This phenomenon is…

Computation and Language · Computer Science 2023-01-16 Beyza Ermis , Giovanni Zappella , Martin Wistuba , Aditya Rawal , Cedric Archambeau

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Predicting pedestrian motion trajectories is crucial for path planning and motion control of autonomous vehicles. Accurately forecasting crowd trajectories is challenging due to the uncertain nature of human motions in different…

Computer Vision and Pattern Recognition · Computer Science 2024-01-11 Yu Liu , Yuexin Zhang , Kunming Li , Yongliang Qiao , Stewart Worrall , You-Fu Li , He Kong

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

Intermittent time series, characterised by the presence of a significant amount of zeros, constitute a large percentage of inventory items in supply chain. Probabilistic forecasts are needed to plan the inventory levels; the predictive…

Machine Learning · Statistics 2026-01-21 Stefano Damato , Nicolò Rubattu , Dario Azzimonti , Giorgio Corani

Artificial Intelligence (AI) models for time-series in pervasive computing keep getting larger and more complicated. The Transformer model is by far the most compelling of these AI models. However, it is difficult to obtain the desired…

Machine Learning · Computer Science 2024-08-30 Tianheng Ling , Gregor Schiele