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Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

Currently, iTransformer is one of the most popular and effective models for multivariate time series (MTS) forecasting. Thanks to its inverted framework, iTransformer effectively captures multivariate correlation. However, the inverted…

Machine Learning · Computer Science 2025-07-17 Hongming Tan , Ting Chen , Ruochong Jin , Wai Kin Chan

Telemetry streams from large-scale Internet-connected systems (e.g., IoT deployments and online platforms) naturally form an irregular multivariate time series (IMTS) whose accurate forecasting is operationally vital. A closer examination…

Machine Learning · Computer Science 2026-02-04 Ziyu Zhou , Yuchen Fang , Weilin Ruan , Shiyu Wang , James Kwok , Yuxuan Liang

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Machine Learning · Computer Science 2025-03-14 Xiangjie Kong , Zhenghao Chen , Weiyao Liu , Kaili Ning , Lechao Zhang , Syauqie Muhammad Marier , Yichen Liu , Yuhao Chen , Feng Xia

In the complex landscape of multivariate time series forecasting, achieving both accuracy and interpretability remains a significant challenge. This paper introduces the Fuzzy Transformer (Fuzzformer), a novel recurrent neural network…

Artificial Intelligence · Computer Science 2025-10-02 Miha Ožbot , Igor Škrjanc , Vitomir Štruc

Dynamic graph learning plays a pivotal role in modeling evolving relationships over time, especially for temporal link prediction tasks in domains such as traffic systems, social networks, and recommendation platforms. While…

Machine Learning · Computer Science 2025-11-18 Tao Zou , Chengfeng Wu , Tianxi Liao , Junchen Ye , Bowen Du

Multivariate Time series forecasting is crucial in domains such as transportation, meteorology, and finance, especially for predicting extreme weather events. State-of-the-art methods predominantly rely on Transformer architectures, which…

Machine Learning · Computer Science 2024-10-16 Li Wu , Wenbin Pei , Jiulong Jiao , Qiang Zhang

Meteorological agencies around the world rely on real-time flood guidance to issue life-saving advisories and warnings. For decades traditional numerical weather prediction (NWP) models have been state-of-the-art for precipitation…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Levi Harris , Tianlong Chen

Long-term time series forecasting (LTSF) provides longer insights into future trends and patterns. Over the past few years, deep learning models especially Transformers have achieved advanced performance in LTSF tasks. However, LTSF faces…

Machine Learning · Computer Science 2024-06-28 Aobo Liang , Xingguo Jiang , Yan Sun , Xiaohou Shi , Ke Li

Accurate forecasting of solar power output is essential for efficient integration of renewable energy into the grid. In this study, an attention-based deep learning model, inspired by transformer architecture, is used for short-term solar…

Machine Learning · Computer Science 2026-04-28 Ankan Basu , Jyotiraditya Roy , Aditya Datta , Prayas Sanyal , Sumanta Banerjee

Temporal causal discovery is a crucial task aimed at uncovering the causal relations within time series data. The latest temporal causal discovery methods usually train deep learning models on prediction tasks to uncover the causality…

Machine Learning · Computer Science 2024-06-25 Lingbai Kong , Wengen Li , Hanchen Yang , Yichao Zhang , Jihong Guan , Shuigeng Zhou

The self-attention mechanism in Transformer architecture, invariant to sequence order, necessitates positional embeddings to encode temporal order in time series prediction. We argue that this reliance on positional embeddings restricts the…

Machine Learning · Computer Science 2024-08-21 Yongbo Yu , Weizhong Yu , Feiping Nie , Xuelong Li

Time series forecasting plays a critical role in domains such as energy, finance, and healthcare, where accurate predictions inform decision-making under uncertainty. Although Transformer-based models have demonstrated success in sequential…

Machine Learning · Computer Science 2025-05-27 Ali Forootani , Mohammad Khosravi

Multivariate Time Series forecasting has been an increasingly popular topic in various applications and scenarios. Recently, contrastive learning and Transformer-based models have achieved good performance in many long-term series…

Machine Learning · Computer Science 2023-01-24 Zhe Li , Zhongwen Rao , Lujia Pan , Pengyun Wang , Zenglin Xu

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Accurate traffic forecasting is essential for intelligent transportation systems, supporting a wide range of real-world applications. However, it remains challenging due to two key factors:~(1) Traffic series contain heterogeneous temporal…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Qitai Tan , Yahao Liu , Xiao-Ping Zhang

Graph Transformers have garnered significant attention for learning graph-structured data, thanks to their superb ability to capture long-range dependencies among nodes. However, the quadratic space and time complexity hinders the…

Information Retrieval · Computer Science 2024-05-08 Huiyuan Chen , Zhe Xu , Chin-Chia Michael Yeh , Vivian Lai , Yan Zheng , Minghua Xu , Hanghang Tong

Despite the notable advancements in numerous Transformer-based models, the task of long multi-horizon time series forecasting remains a persistent challenge, especially towards explainability. Focusing on commonly used saliency maps in…

Machine Learning · Computer Science 2023-09-18 Nghia Duong-Trung , Duc-Manh Nguyen , Danh Le-Phuoc