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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

The past few years have witnessed the rapid development in multivariate time series forecasting. The key to accurate forecasting results is capturing the long-term dependency between each time step (cross-time dependency) and modeling the…

Machine Learning · Computer Science 2023-06-06 Donghao Luo , Xue Wang

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

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

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

Machine Learning · Computer Science 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively…

Machine Learning · Computer Science 2020-09-15 Sakshi Mishra , Praveen Palanisamy

Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying…

Machine Learning · Computer Science 2023-01-09 Ozan Ozyegen , Juyoung Wang , Mucahit Cevik

In this paper, we introduce ProNet, an novel deep learning approach designed for multi-horizon time series forecasting, adaptively blending autoregressive (AR) and non-autoregressive (NAR) strategies. Our method involves dividing the…

Machine Learning · Computer Science 2024-08-13 Yang Lin

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn…

Machine Learning · Computer Science 2022-02-09 Jiajun Liu , Kun Zhao , Brano Kusy , Ji-rong Wen , Raja Jurdak

Long-term Time Series Forecasting is crucial across numerous critical domains, yet its accuracy remains fundamentally constrained by the receptive field bottleneck in existing models. Mainstream Transformer- and Multi-layer Perceptron…

Computational Engineering, Finance, and Science · Computer Science 2025-11-13 Weixu Wang , Xiaobo Zhou , Xin Qiao , Lei Wang , Tie Qiu

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…

Machine Learning · Computer Science 2022-09-09 Sitan Yang , Carson Eisenach , Dhruv Madeka

Tree-based models have been successfully applied to a wide variety of tasks, including time series forecasting. They are increasingly in demand and widely accepted because of their comparatively high level of interpretability. However, many…

Machine Learning · Computer Science 2024-01-03 Matthias Jakobs , Amal Saadallah

Time series forecasting is an important problem, with many real world applications. Ensembles of deep neural networks have recently achieved impressive forecasting accuracy, but such large ensembles are impractical in many real world…

Machine Learning · Computer Science 2022-08-31 Espen Haugsdal , Erlend Aune , Massimiliano Ruocco

Multivariate time series forecasting is of great importance to many scientific disciplines and industrial sectors. The evolution of a multivariate time series depends on the dynamics of its variables and the connectivity network of causal…

Machine Learning · Computer Science 2020-09-03 Christos Koutlis , Symeon Papadopoulos , Manos Schinas , Ioannis Kompatsiaris

Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…

Machine Learning · Computer Science 2022-11-23 Jaehoon Lee , Chan Kim , Gyumin Lee , Haksoo Lim , Jeongwhan Choi , Kookjin Lee , Dongeun Lee , Sanghyun Hong , Noseong Park