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Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe…

Machine Learning · Computer Science 2022-06-27 Tian Zhou , Jianqing Zhu , Xue Wang , Ziqing Ma , Qingsong Wen , Liang Sun , Rong Jin

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…

Machine Learning · Computer Science 2025-09-12 Shengsheng Lin , Haojun Chen , Haijie Wu , Chunyun Qiu , Weiwei Lin

A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a…

Machine Learning · Statistics 2020-02-25 Guowei Zhang , Tao Ren , Yifan Yang

Residential electricity demand forecasting is critical for efficient energy management and grid stability. Accurate predictions enable utility companies to optimize planning and operations. However, real-world residential electricity demand…

Machine Learning · Computer Science 2025-03-31 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

Time series data in real-world scenarios contain a substantial amount of nonlinear information, which significantly interferes with the training process of models, leading to decreased prediction performance. Therefore, during the time…

Machine Learning · Computer Science 2024-06-05 Dandan Zhang , Zhiqiang Zhang , Nanguang Chen , Yun Wang

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

Multivariate time-series (MTS) forecasting is a challenging task in many real-world non-stationary dynamic scenarios. In addition to intra-series temporal signals, the inter-series dependency also plays a crucial role in shaping future…

Machine Learning · Computer Science 2023-12-29 Weijun Chen , Heyuan Wang , Ye Tian , Shijie Guan , Ning Liu

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly…

Machine Learning · Computer Science 2025-09-15 Chenheng Xu , Dan Wu , Yixin Zhu , Ying Nian Wu

Convolutional neural network (CNN) has achieved impressive success in computer vision during the past few decades. The image convolution operation helps CNNs to get good performance on image-related tasks. However, it also has high…

Computer Vision and Pattern Recognition · Computer Science 2024-01-31 Hengyue Pan , Yixin Chen , Zhiliang Tian , Peng Qiao , Linbo Qiao , Dongsheng Li

Time delay neural networks (TDNNs) are an effective acoustic model for large vocabulary speech recognition. The strength of the model can be attributed to its ability to effectively model long temporal contexts. However, current TDNN models…

Computation and Language · Computer Science 2018-02-21 Florian Kreyssig , Chao Zhang , Philip Woodland

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

Recent years have witnessed the unprecedented rising of time series from almost all kindes of academic and industrial fields. Various types of deep neural network models have been introduced to time series analysis, but the important…

Machine Learning · Computer Science 2018-06-26 Jingyuan Wang , Ze Wang , Jianfeng Li , Junjie Wu

Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term…

Machine Learning · Computer Science 2019-02-05 Reza Asadi , Amelia Regan

Long-term time series forecasting (LTSF) is hampered by the challenge of modeling complex dependencies that span multiple temporal scales and frequency resolutions. Existing methods, including Transformer and MLP-based models, often…

Machine Learning · Computer Science 2025-09-22 Qianyang Li , Xingjun Zhang , Shaoxun Wang , Jia Wei

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Machine Learning · Computer Science 2024-12-18 Yining Pang , Chenghan Li

Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal patterns crucial. Decomposition techniques make such structure…

Machine Learning · Computer Science 2026-03-03 Weibin Feng , Ran Tao , John Cartlidge , Jin Zheng

The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts. In this paper, we pioneer the exploration of explicitly modeling this periodicity to enhance the performance of models…

Machine Learning · Computer Science 2024-10-16 Shengsheng Lin , Weiwei Lin , Xinyi Hu , Wentai Wu , Ruichao Mo , Haocheng Zhong