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Related papers: Unified Long-Term Time-Series Forecasting Benchmar…

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Short fixed-length inputs are the main bottleneck of deep learning methods in long time-series forecasting tasks. Prolonging input length causes overfitting, rapidly deteriorating accuracy. Our research indicates that the overfitting is a…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

The evaluation of time series forecasting models is hindered by a lack of high-quality benchmarks, leading to overestimated assessments of progress. Existing datasets suffer from issues ranging from small-scale, low-frequency, pre-training…

Machine Learning · Computer Science 2026-05-11 Zhijian Xu , Wanxu Cai , Xilin Dai , Zhaorong Deng , Qiang Xu

This study provides benchmarks for different implementations of LSTM units between the deep learning frameworks PyTorch, TensorFlow, Lasagne and Keras. The comparison includes cuDNN LSTMs, fused LSTM variants and less optimized, but more…

Machine Learning · Computer Science 2018-06-06 Stefan Braun

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

As global climate change intensifies, accurate weather forecasting has become increasingly important, affecting agriculture, energy management, environmental protection, and daily life. This study introduces a hybrid model combining…

Machine Learning · Computer Science 2024-10-22 Yuhao Gong , Yuchen Zhang , Fei Wang , Chi-Han Lee

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Time series prediction with deep learning methods, especially long short-term memory neural networks (LSTMs), have scored significant achievements in recent years. Despite the fact that the LSTMs can help to capture long-term dependencies,…

Machine Learning · Computer Science 2018-11-12 Youru Li , Zhenfeng Zhu , Deqiang Kong , Hua Han , Yao Zhao

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Recent research has shown that large language models (LLMs) can be effectively used for real-world time series forecasting due to their strong natural language understanding capabilities. However, aligning time series into semantic spaces…

Machine Learning · Computer Science 2024-12-03 Lingzheng Zhang , Lifeng Shen , Yimin Zheng , Shiyuan Piao , Ziyue Li , Fugee Tsung

Nowadays, with the rapid development of IoT (Internet of Things) and CPS (Cyber-Physical Systems) technologies, big spatiotemporal data are being generated from mobile phones, car navigation systems, and traffic sensors. By leveraging…

Machine Learning · Computer Science 2021-08-23 Renhe Jiang , Du Yin , Zhaonan Wang , Yizhuo Wang , Jiewen Deng , Hangchen Liu , Zekun Cai , Jinliang Deng , Xuan Song , Ryosuke Shibasaki

Deep-learning models such as Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM) have been successfully used for process-mining tasks. They have achieved better performance for different predictive tasks than traditional…

Machine Learning · Computer Science 2021-05-04 Ishwar Venugopal , Jessica Töllich , Michael Fairbank , Ansgar Scherp

Time series forecasting is a fundamental task emerging from diverse data-driven applications. Many advanced autoregressive methods such as ARIMA were used to develop forecasting models. Recently, deep learning based methods such as DeepAr,…

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

Foundation models have recently gained attention within the field of machine learning thanks to its efficiency in broad data processing. While researchers had attempted to extend this success to time series models, the main challenge is…

Machine Learning · Computer Science 2023-11-22 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Roman Vaculin

There exist several data-driven approaches that enable us model time series data including traditional regression-based modeling approaches (i.e., ARIMA). Recently, deep learning techniques have been introduced and explored in the context…

Machine Learning · Computer Science 2021-12-20 Saroj Gopali , Faranak Abri , Sima Siami-Namini , Akbar Siami Namin

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

Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…

Optimization and Control · Mathematics 2021-09-24 Juyoung Wang , Mucahit Cevik , Merve Bodur

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…