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Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Time series forecasting is a critical and practical problem in many real-world applications, especially for industrial scenarios, where load forecasting underpins the intelligent operation of modern systems like clouds, power grids and…

Machine Learning · Computer Science 2025-06-17 Shaoyuan Huang , Tiancheng Zhang , Zhongtian Zhang , Xiaofei Wang , Lanjun Wang , Xin Wang

Time series forecasting requires architectures that simultaneously achieve three competing objectives: (1) strict temporal causality for reliable predictions, (2) sub-quadratic complexity for practical scalability, and (3) multi-scale…

Machine Learning · Computer Science 2025-11-25 Qianru Zhang , Honggang Wen , Ming Li , Dong Huang , Siu-Ming Yiu , Christian S. Jensen , Pietro Liò

Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series,…

Machine Learning · Computer Science 2024-12-24 Wenjie Xi , Rundong Zuo , Alejandro Alvarez , Jie Zhang , Byron Choi , Jessica Lin

Multivariate time series analysis has long been one of the key research topics in the field of artificial intelligence. However, analyzing complex time series data remains a challenging and unresolved problem due to its high dimensionality,…

Computer Vision and Pattern Recognition · Computer Science 2026-03-03 Hao Si , Xiao Wang , Fan Zhang , Xiaoya Zhou , Dengdi Sun , Wanli Lyu , Qingquan Yang , Jin Tang

Environmental crisis remains a global challenge that affects public health and environmental quality. Despite extensive research, accurately forecasting environmental change trends to inform targeted policies and assess prediction…

Applications · Statistics 2025-11-04 Ning Xin , Jionglong Su , Md Maruf Hasan

Transformers have gained popularity in time series forecasting for their ability to capture long-sequence interactions. However, their high memory and computing requirements pose a critical bottleneck for long-term forecasting. To address…

Machine Learning · Computer Science 2023-12-12 Vijay Ekambaram , Arindam Jati , Nam Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Transformer-based models are at the forefront in long time-series forecasting (LTSF). While in many cases, these models are able to achieve state of the art results, they suffer from a bias toward low-frequencies in the data and high…

Machine Learning · Computer Science 2026-05-13 Elisha Dayag , Nhat Thanh Van Tran , Jack Xin

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and…

Machine Learning · Computer Science 2023-10-31 Yushu Chen , Shengzhuo Liu , Jinzhe Yang , Hao Jing , Wenlai Zhao , Guangwen Yang

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

Multivariate time series classification (MTSC) has attracted significant research attention due to its diverse real-world applications. Recently, exploiting transformers for MTSC has achieved state-of-the-art performance. However, existing…

Machine Learning · Computer Science 2024-05-24 Xuan-May Le , Ling Luo , Uwe Aickelin , Minh-Tuan Tran

Machine learning models can effectively forecast dynamical systems from time-series data, but they typically require large amounts of past data, making forecasting particularly challenging for systems with limited history. To overcome this,…

Machine Learning · Computer Science 2025-08-01 Declan A. Norton , Edward Ott , Andrew Pomerance , Brian Hunt , Michelle Girvan

Time series forecasts are often influenced by exogenous contextual features in addition to their corresponding history. For example, in financial settings, it is hard to accurately predict a stock price without considering public sentiments…

Multivariate time-series analysis involves extracting informative representations from sequences of multiple interdependent variables, supporting tasks such as forecasting, imputation, and anomaly detection. In real-world scenarios, these…

Machine Learning · Computer Science 2026-05-19 Israel Zexer , Omri Azencot

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Reliable uncertainty quantification is critical in multivariate time series forecasting problems arising in domains such as energy systems and transportation networks, among many others. Although Transformer-based architectures have…

Machine Learning · Computer Science 2026-03-13 Rajdeep Pathak , Rahul Goswami , Madhurima Panja , Palash Ghosh , Tanujit Chakraborty

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos