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Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability,…

Machine Learning · Computer Science 2026-05-19 Hua Wang , Xianhao Jiao , Fan Zhang

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

Recurrent neural networks (RNNs) with continuous-time hidden states are a natural fit for modeling irregularly-sampled time series. These models, however, face difficulties when the input data possess long-term dependencies. We prove that…

Machine Learning · Computer Science 2020-12-07 Mathias Lechner , Ramin Hasani

We propose a unified framework for delay differential equations (DDEs) based on deep neural networks (DNNs) - the neural delay differential equations (NDDEs), aimed at solving the forward and inverse problems of delay differential…

Machine Learning · Computer Science 2024-08-27 Housen Wang , Yuxing Chen , Sirong Cao , Xiaoli Wang , Qiang Liu

Network traffic prediction is essential for automating modern network management. It is a difficult time series forecasting (TSF) problem that has been addressed by Deep Learning (DL) models due to their ability to capture complex patterns.…

Networking and Internet Architecture · Computer Science 2026-01-07 Eilaf MA Babai , Aalaa MA Babai , Koji Okamura

Time series, typically represented as numerical sequences, can also be transformed into images and texts, offering multi-modal views (MMVs) of the same underlying signal. These MMVs can reveal complementary patterns and enable the use of…

Machine Learning · Computer Science 2025-11-03 ChengAo Shen , Wenchao Yu , Ziming Zhao , Dongjin Song , Wei Cheng , Haifeng Chen , Jingchao Ni

We present Higher-Order Tensor RNN (HOT-RNN), a novel family of neural sequence architectures for multivariate forecasting in environments with nonlinear dynamics. Long-term forecasting in such systems is highly challenging, since there…

Machine Learning · Computer Science 2019-08-27 Rose Yu , Stephan Zheng , Anima Anandkumar , Yisong Yue

This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. Unlike traditional integer differencing methods, FD preserves…

Machine Learning · Computer Science 2023-12-05 Sarit Maitra , Vivek Mishra , Srashti Dwivedi , Sukanya Kundu , Goutam Kumar Kundu

In order to further overcome the difficulties of the existing models in dealing with the non-stationary and nonlinear characteristics of high-frequency financial time series data, especially its weak generalization ability, this paper…

Econometrics · Economics 2021-03-08 Qi Tang , Tongmei Fan , Ruchen Shi , Jingyan Huang , Yidan Ma

Time series forecasting remains a central challenge problem in almost all scientific disciplines. We introduce a novel load forecasting method in which observed dynamics are modeled as a forced linear system using Dynamic Mode Decomposition…

Physics and Society · Physics 2021-07-13 Daniel Dylewsky , David Barajas-Solano , Tong Ma , Alexandre M. Tartakovsky , J. Nathan Kutz

Anomalies in time-series provide insights of critical scenarios across a range of industries, from banking and aerospace to information technology, security, and medicine. However, identifying anomalies in time-series data is particularly…

Machine Learning · Computer Science 2022-08-31 Wadie Skaf , Tomáš Horváth

Spatial-temporal forecasting has attracted tremendous attention in a wide range of applications, and traffic flow prediction is a canonical and typical example. The complex and long-range spatial-temporal correlations of traffic flow bring…

Machine Learning · Computer Science 2021-06-25 Zheng Fang , Qingqing Long , Guojie Song , Kunqing Xie

Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

Machine Learning · Computer Science 2023-05-29 Zheng Sun , Yi Wei , Wenxiao Jia , Long Yu

Integration of renewable energy sources and emerging loads like electric vehicles to smart grids brings more uncertainty to the distribution system management. Demand Side Management (DSM) is one of the approaches to reduce the uncertainty.…

Machine Learning · Computer Science 2021-09-28 Elahe Khoshbakhti Vaygan , Roozbeh Rajabi , Abouzar Estebsari

Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…

Machine Learning · Computer Science 2022-09-21 Pratyush Bhatt , Yash Kumar , Azzeddine Soulaimani

Time series forecasting in specialized domains is often constrained by limited data availability, where conventional models typically require large-scale datasets to effectively capture underlying temporal dynamics. To tackle this few-shot…

Machine Learning · Computer Science 2026-02-03 Haonan Shi , Dehua Shuai , Liming Wang , Xiyang Liu , Long Tian

Due to the dynamics of underlying physics and external influences, the uncertainty of time series often varies over time. However, existing Denoising Diffusion Probabilistic Models (DDPMs) often fail to capture this non-stationary nature,…

Machine Learning · Computer Science 2026-04-14 Weiwei Ye , Zhuopeng Xu , Ning Gui

Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches. This suggests…

Machine Learning · Computer Science 2023-10-10 Shengsheng Lin , Weiwei Lin , Wentai Wu , Songbo Wang , Yongxiang Wang

The paper presents a spatio-temporal wind speed forecasting algorithm using Deep Learning (DL)and in particular, Recurrent Neural Networks(RNNs). Motivated by recent advances in renewable energy integration and smart grids, we apply our…

Machine Learning · Computer Science 2017-07-27 Amir Ghaderi , Borhan M. Sanandaji , Faezeh Ghaderi

Time series forecasting often demands a trade-off between accuracy and efficiency. While recent Transformer models have improved forecasting capabilities, they come with high computational costs. Linear-based models have shown better…

Machine Learning · Computer Science 2025-07-14 Ahmad Mohammadshirazi , Pinaki Prasad Guha Neogi , Rajiv Ramnath
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