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Time-series forecasting (TSF) finds broad applications in real-world scenarios. Due to the dynamic nature of time-series data, it is crucial to equip TSF models with out-of-distribution (OOD) generalization abilities, as historical training…

Machine Learning · Computer Science 2024-06-14 Haoxin Liu , Harshavardhan Kamarthi , Lingkai Kong , Zhiyuan Zhao , Chao Zhang , B. Aditya Prakash

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

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

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

Irregularly sampled time series with missing values are often observed in multiple real-world applications such as healthcare, climate and astronomy. They pose a significant challenge to standard deep learning models that operate only on…

Machine Learning · Computer Science 2024-10-04 Christian Klötergens , Vijaya Krishna Yalavarthi , Maximilian Stubbemann , Lars Schmidt-Thieme

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

Machine Learning · Computer Science 2025-04-16 Yifan Hu , Peiyuan Liu , Peng Zhu , Dawei Cheng , Tao Dai

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Machine Learning · Computer Science 2024-05-15 Feifei Li , Suhan Guo , Feng Han , Jian Zhao , Furao Shen

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

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in…

Machine Learning · Computer Science 2024-08-13 Musleh Alharthi , Ausif Mahmood

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

Time series forecasting is a significant problem in many applications, e.g., financial predictions and business optimization. Modern datasets can have multiple correlated time series, which are often generated with global (shared)…

Machine Learning · Computer Science 2021-11-10 Ling Chen , Weiqi Chen , Binqing Wu , Youdong Zhang , Bo Wen , Chenghu Yang

Operational forecasting centers are investing in decadal (1-10 year) forecast systems to support long-term decision making for a more climate-resilient society. One method that has previously been employed is the Dynamic Mode Decomposition…

Machine Learning · Computer Science 2021-06-22 Eduardo Rodrigues , Bianca Zadrozny , Campbell Watson , David Gold

With advancements in computing and communication technologies, the Internet of Things (IoT) has seen significant growth. IoT devices typically collect data from various sensors, such as temperature, humidity, and energy meters. Much of this…

Machine Learning · Computer Science 2025-07-16 Harsha Varun Marisetty , Manik Gupta , Yogesh Simmhan

In this paper, we focus on the generation of time-series data using neural networks. It is often the case that input time-series data have only one realized (and usually irregularly sampled) path, which makes it difficult to extract…

Machine Learning · Computer Science 2022-08-25 Kohei Hayashi , Kei Nakagawa

RNN-based methods have faced challenges in the Long-term Time Series Forecasting (LTSF) domain when dealing with excessively long look-back windows and forecast horizons. Consequently, the dominance in this domain has shifted towards…

Machine Learning · Computer Science 2023-08-23 Shengsheng Lin , Weiwei Lin , Wentai Wu , Feiyu Zhao , Ruichao Mo , Haotong Zhang

The proliferation of mobile devices generates a massive volume of time series across various domains, where effective time series forecasting enables a variety of real-world applications. This study focuses on a new problem of source-free…

Machine Learning · Computer Science 2025-11-03 Kangjia Yan , Chenxi Liu , Hao Miao , Xinle Wu , Yan Zhao , Chenjuan Guo , Bin Yang

Pretraining methods gain increasing attraction recently for solving PDEs with neural operators. It alleviates the data scarcity problem encountered by neural operator learning when solving single PDE via training on large-scale datasets…

Machine Learning · Computer Science 2024-11-28 Tian Wang , Chuang Wang

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim