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We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…

Machine Learning · Computer Science 2025-04-16 Ren Fujiwara , Yasuko Matsubara , Yasushi Sakurai

Forecasts of various processes have always been a sophisticated problem for statistics and data science. Over the past decades the solution procedures were updated by deep learning and kernel methods. According to many specialists, these…

Computers and Society · Computer Science 2024-06-11 Igor Mackarov

In the time-series domain, an increasing number of works combine text with temporal data to leverage the reasoning capabilities of large language models (LLMs) for various downstream time-series understanding tasks. This enables a single…

Computation and Language · Computer Science 2025-11-11 Zhirui Zhang , Changhua Pei , Tianyi Gao , Zhe Xie , Yibo Hao , Zhaoyang Yu , Longlong Xu , Tong Xiao , Jing Han , Dan Pei

The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects of LHF in this period and how deep learning has incorporated variants of trend, seasonality,…

Machine Learning · Computer Science 2025-06-17 Hans Krupakar , Kandappan V A

Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

Machine Learning · Computer Science 2021-10-22 Shereen Elsayed , Daniela Thyssens , Ahmed Rashed , Hadi Samer Jomaa , Lars Schmidt-Thieme

Network Traffic Matrix (TM) prediction is defined as the problem of estimating future network traffic from the previous and achieved network traffic data. It is widely used in network planning, resource management and network security. Long…

Networking and Internet Architecture · Computer Science 2017-06-12 Abdelhadi Azzouni , Guy Pujolle

Machine learning can provide deep insights into data, allowing machines to make high-quality predictions and having been widely used in real-world applications, such as text mining, visual classification, and recommender systems. However,…

Machine Learning · Computer Science 2020-08-11 Meng Wang , Weijie Fu , Xiangnan He , Shijie Hao , Xindong Wu

Deep Learning has been successfully applied to many application domains, yet its advantages have been slow to emerge for time series forecasting. For example, in the well-known Makridakis (M) Competitions, hybrids of traditional statistical…

Machine Learning · Computer Science 2024-01-26 John A. Miller , Mohammed Aldosari , Farah Saeed , Nasid Habib Barna , Subas Rana , I. Budak Arpinar , Ninghao Liu

Deep learning has become a one-size-fits-all solution for technical and business domains thanks to its flexibility and adaptability. It is implemented using opaque models, which unfortunately undermines the outcome trustworthiness. In order…

Machine Learning · Computer Science 2022-08-04 Anh-Duy Pham , Anastassia Kuestenmacher , Paul G. Ploeger

Long-term time series forecasting (LTSF) is a critical task across diverse domains. Despite significant advancements in LTSF research, we identify a performance bottleneck in existing LTSF methods caused by the inadequate modeling of…

Machine Learning · Computer Science 2025-09-22 Qi Xiong , Kai Tang , Minbo Ma , Ji Zhang , Jie Xu , Tianrui Li

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Deep time series forecasting has emerged as a rapidly growing field in recent years. Despite the exponential growth of community interests, progress on standard benchmarks is often limited to marginal improvements. A common consensus of the…

Machine Learning · Computer Science 2026-05-05 Yuxuan Wang , Haixu Wu , Yuezhou Ma , Yuchen Fang , Ziyi Zhang , Yong Liu , Shiyu Wang , Zhou Ye , Yang Xiang , Jianmin Wang , Mingsheng Long

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Deep learning methods have gained popularity in recent years through the media and the relative ease of implementation through open source packages such as Keras. We investigate the applicability of popular recurrent neural networks in…

Applications · Statistics 2023-01-05 Andrew T. Karl , James Wisnowski , Lambros Petropoulos

We present a joint forecasting framework for time series prediction that contrasts with traditional direct or recursive methods. This framework achieves state-of-the-art performance for our designed foundation model, YingLong, and reveals a…

Machine Learning · Computer Science 2025-06-16 Xue Wang , Tian Zhou , Jinyang Gao , Bolin Ding , Jingren Zhou

We analyse multimodal time-series data corresponding to weight, sleep and steps measurements. We focus on predicting whether a user will successfully achieve his/her weight objective. For this, we design several deep long short-term memory…

Time series, characterized by a sequence of data points organized in a discrete-time order, are ubiquitous in real-world scenarios. Unlike other data modalities, time series present unique challenges in learning and modeling due to their…

Machine Learning · Computer Science 2026-05-05 Yuxuan Wang , Haixu Wu , Jiaxiang Dong , Yong Liu , Chen Wang , Mingsheng Long , Jianmin Wang

We predict the emergence of extreme events in a parametrically driven nonlinear dynamical system using three Deep Learning models, namely Multi-Layer Perceptron, Convolutional Neural Network and Long Short-Term Memory. The Deep Learning…

Machine Learning · Computer Science 2021-08-18 J. Meiyazhagan , S. Sudharsan , M. Senthilvelan

This paper proposes a hybrid framework combining LSTM (Long Short-Term Memory) networks with LightGBM and CatBoost for stock price prediction. The framework processes time-series financial data and evaluates performance using seven models:…

Machine Learning · Computer Science 2025-05-30 Chang Yu , Fang Liu , Jie Zhu , Shaobo Guo , Yifan Gao , Zhongheng Yang , Meiwei Liu , Qianwen Xing

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara
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