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Multi-variate time series (MTS) forecasting is crucial for various applications. Existing methods have shown promising results owing to their strong ability to capture intra- and inter-variate dependencies. However, these methods often…

Machine Learning · Computer Science 2025-09-05 Binqing Wu , Zongjiang Shang , Jianlong Huang , Ling Chen

Multivariate Time Series (MTS) forecasting plays a vital role in various real-world applications, such as traffic management and predictive maintenance. Existing approaches typically model MTS data in either Euclidean or Riemannian space,…

Machine Learning · Computer Science 2025-12-17 Yong Fang , Na Li , Hangguan Shan , Eryun Liu , Xinyu Li , Wei Ni , Er-Ping Li

Nowadays, with the rising number of sensors in sectors such as healthcare and industry, the problem of multivariate time series classification (MTSC) is getting increasingly relevant and is a prime target for machine and deep learning…

Machine Learning · Computer Science 2022-04-12 Leonardos Pantiskas , Kees Verstoep , Mark Hoogendoorn , Henri Bal

Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…

Machine Learning · Computer Science 2024-04-30 Gareth Davies

Multi-modal biomedical time series (MBTS) data offers a holistic view of the physiological state, holding significant importance in various bio-medical applications. Owing to inherent noise and distribution gaps across different modalities,…

Machine Learning · Computer Science 2023-12-08 Hongbo Guo , Xinzi Xu , Hao Wu , Guoxing Wang

Multivariate time series (MTS) forecasting has attracted much attention in many intelligent applications. It is not a trivial task, as we need to consider both intra-variable dependencies and inter-variable dependencies. However, existing…

Machine Learning · Computer Science 2021-12-15 Donghui Chen , Ling Chen , Zongjiang Shang , Youdong Zhang , Bo Wen , Chenghu Yang

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

Machine Learning · Computer Science 2025-02-13 Shibo Feng , Peilin Zhao , Liu Liu , Pengcheng Wu , Zhiqi Shen

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

In the family of Intelligent Transportation Systems (ITS), Multimodal Transport Systems (MMTS) have placed themselves as a mainstream transportation mean of our time as a feasible integrative transportation process. The Global Economy…

Artificial Intelligence · Computer Science 2021-07-26 Oliviu Matei , Erdei Rudolf , Camelia-M. Pintea

Time series data are ubiquitous across diverse real-world applications, making time series analysis critically important. Traditional approaches are largely task-specific, offering limited functionality and poor transferability. In recent…

Machine Learning · Computer Science 2025-09-18 Jiexia Ye , Yongzi Yu , Weiqi Zhang , Le Wang , Jia Li , Fugee Tsung

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends. However, many contemporary…

Machine Learning · Computer Science 2026-05-19 Sumit S Shevtekar , Chandresh K Maurya

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

Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused…

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing…

Machine Learning · Computer Science 2025-10-16 Ching Chang , Jeehyun Hwang , Yidan Shi , Haixin Wang , Wen-Chih Peng , Tien-Fu Chen , Wei Wang

Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE.…

Machine Learning · Statistics 2024-06-25 Vitor Cerqueira , Luis Roque , Carlos Soares

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

Accurate and efficient multivariate time series (MTS) analysis is increasingly critical for a wide range of intelligent applications. Within this realm, Transformers have emerged as the predominant architecture due to their strong ability…

Machine Learning · Computer Science 2026-05-19 Rui An , Haohao Qu , Wenqi Fan , Xuequn Shang , Qing Li

Traffic forecasting is crucial for intelligent transportation systems (ITS), aiding in efficient resource allocation and effective traffic control. However, its effectiveness often relies heavily on abundant traffic data, while many cities…

Machine Learning · Computer Science 2024-02-27 Zhanyu Liu , Guanjie Zheng , Yanwei Yu

Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ''GAME,'' where models are ranked, compared, and declared…

Machine Learning · Computer Science 2026-03-10 Thanapol Phungtua-eng , Yoshitaka Yamamoto
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