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Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

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

Multivariate time series forecasting requires models to simultaneously capture variable-wise structural dependencies and generalize across diverse tasks. While structural encoders are effective in modeling feature interactions, they lack…

Computation and Language · Computer Science 2025-06-26 Fengze Li , Yue Wang , Yangle Liu , Ming Huang , Dou Hong , Jieming Ma

With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…

Artificial Intelligence · Computer Science 2025-07-09 Robert Leppich , Michael Stenger , André Bauer , Samuel Kounev

Determining changes in global temperature and precipitation that may indicate climate change is complicated by annual variations. One approach for finding potential climate change indicators is to train a model that predicts the year from…

Atmospheric and Oceanic Physics · Physics 2022-12-09 Charles Anderson , Jason Stock

Due to effective pattern mining and feature representation, neural forecasting models based on deep learning have achieved great progress. The premise of effective learning is to collect sufficient data. However, in time series forecasting,…

Machine Learning · Computer Science 2023-07-04 Yan Gao , Yan Wang , Qiang Wang

Modern weather and climate models share a common heritage, and often even components, however they are used in different ways to answer fundamentally different questions. As such, attempts to emulate them using machine learning should…

Atmospheric and Oceanic Physics · Physics 2022-03-21 Duncan Watson-Parris

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…

Machine Learning · Computer Science 2024-02-16 Jinliang Deng , Xiusi Chen , Renhe Jiang , Du Yin , Yi Yang , Xuan Song , Ivor W. Tsang

Demand forecasting applications have immensely benefited from the state-of-the-art Deep Learning methods used for time series forecasting. Traditional uni-modal models are predominantly seasonality driven which attempt to model the demand…

Machine Learning · Computer Science 2022-10-24 Nitesh Kumar , Kumar Dheenadayalan , Suprabath Reddy , Sumant Kulkarni

Typical deep learning approaches to modeling high-dimensional data often result in complex models that do not easily reveal a new understanding of the data. Research in the deep learning field is very actively pursuing new methods to…

Machine Learning · Computer Science 2022-05-16 Charles Anderson , Jason Stock , David Anderson

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

Existing time series tokenization methods predominantly encode a constant number of samples into individual tokens. This inflexible approach can generate excessive tokens for even simple patterns like extended constant values, resulting in…

Machine Learning · Computer Science 2026-01-29 Leon Götz , Marcel Kollovieh , Stephan Günnemann , Leo Schwinn

Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…

Atmospheric and Oceanic Physics · Physics 2009-08-26 T. N. Palmer , F. J. Doblas-Reyes , A. Weisheimer , G. J. Shutts , J. Berner , J. M. Murphy

We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…

Machine Learning · Computer Science 2024-12-25 Ruipu Li , Alexander Rodríguez

We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a…

Machine Learning · Computer Science 2018-05-11 Joan Serrà , Santiago Pascual , Alexandros Karatzoglou

We propose a new neurally-inspired model that can learn to encode the global relationship context of visual events across time and space and to use the contextual information to modulate the analysis by synthesis process in a predictive…

Machine Learning · Computer Science 2015-04-17 Mingmin Zhao , Chengxu Zhuang , Yizhou Wang , Tai Sing Lee

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Changze Lv , Yansen Wang , Dongqi Han , Xiaoqing Zheng , Xuanjing Huang , Dongsheng Li

Transformer-based models have shown strong performance in time-series forecasting by leveraging self-attention to model long-range temporal dependencies. However, their effectiveness depends critically on the quality and structure of input…

Machine Learning · Computer Science 2026-02-11 Saurish Nagrath , Saroj Kumar Panigrahy

Deep neural networks have shown great success in many diverse fields. The training of these networks can take significant amounts of time, compute and energy. As datasets get larger and models become more complex, the exploration of model…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-08 Siddharth Samsi , Michael Jones , Mark M. Veillette

The increasing frequency of extreme weather events due to global climate change urges accurate weather prediction. Recently, great advances have been made by the \textbf{end-to-end methods}, thanks to deep learning techniques, but they face…

Machine Learning · Computer Science 2025-07-24 Shaohan Li , Hao Yang , Min Chen , Xiaolin Qin