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Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

Machine Learning · Computer Science 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…

Machine Learning · Computer Science 2024-04-09 Hengyu Ye , Jiadong Chen , Shijin Gong , Fuxin Jiang , Tieying Zhang , Jianjun Chen , Xiaofeng Gao

This paper presents FDNet: a Focal Decomposed Network for efficient, robust and practical time series forecasting. We break away from conventional deep time series forecasting formulas which obtain prediction results from universal feature…

Machine Learning · Computer Science 2023-06-21 Li Shen , Yuning Wei , Yangzhu Wang , Huaxin Qiu

Feature engineering is required to obtain better results for time series forecasting, and decomposition is a crucial one. One decomposition approach often cannot be used for numerous forecasting tasks since the standard time series…

Machine Learning · Computer Science 2022-10-10 Liwang Zhou , Jing Gao

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Machine Learning · Computer Science 2024-05-15 Feifei Li , Suhan Guo , Feng Han , Jian Zhao , Furao Shen

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Machine Learning · Computer Science 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

Recent CNN and Transformer-based models tried to utilize frequency and periodicity information for long-term time series forecasting. However, most existing work is based on Fourier transform, which cannot capture fine-grained and local…

Machine Learning · Computer Science 2024-01-05 Peiyuan Liu , Beiliang Wu , Naiqi Li , Tao Dai , Fengmao Lei , Jigang Bao , Yong Jiang , Shu-Tao Xia

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

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

Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using…

Machine Learning · Computer Science 2017-06-28 Pankaj Malhotra , Vishnu TV , Lovekesh Vig , Puneet Agarwal , Gautam Shroff

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

Sensor-based human activity recognition is important in daily scenarios such as smart healthcare and homes due to its non-intrusive privacy and low cost advantages, but the problem of out-of-domain generalization caused by differences in…

Signal Processing · Electrical Eng. & Systems 2024-06-26 Jianguo Pan , Zhengxin Hu , Lingdun Zhang , Xia Cai

Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series…

Machine Learning · Computer Science 2019-10-15 Doyup Lee , Suehun Jung , Yeongjae Cheon , Dongil Kim , Seungil You

Time series forecasting is essential in a wide range of real world applications. Recently, frequency-domain methods have attracted increasing interest for their ability to capture global dependencies. However, when applied to non-stationary…

Machine Learning · Statistics 2026-02-09 Zhongde An , Jinhong You , Jiyanglin Li , Yiming Tang , Wen Li , Heming Du , Shouguo Du

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

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

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

Machine Learning · Computer Science 2024-01-02 Wanlin Cai , Yuxuan Liang , Xianggen Liu , Jianshuai Feng , Yuankai Wu

The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately…

Machine Learning · Computer Science 2024-11-08 Xinxing Zhou , Jiaqi Ye , Shubao Zhao , Ming Jin , Chengyi Yang , Yanlong Wen , Xiaojie Yuan

Time series prediction is a prevalent issue across various disciplines, such as meteorology, traffic surveillance, investment, and energy production and consumption. Many statistical and machine-learning strategies have been developed to…

Machine Learning · Computer Science 2023-05-26 Wei Wang , Yang Liu , Hao Sun
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