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Time series forecasting holds significant value in various domains such as economics, traffic, energy, and AIOps, as accurate predictions facilitate informed decision-making. However, the existing Mean Squared Error (MSE) loss function…

Machine Learning · Computer Science 2025-10-29 Xiangfei Qiu , Xingjian Wu , Hanyin Cheng , Xvyuan Liu , Chenjuan Guo , Jilin Hu , Bin Yang

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

Time series anomaly detection is crucial for maintaining stable systems. Existing methods face two main challenges. First, it is difficult to directly model the dependencies of diverse and complex patterns within the sequences. Second, many…

Machine Learning · Computer Science 2025-04-22 Wenxin Zhang , Cuicui Luo

In this brief paper, we investigate online training of Long Short Term Memory (LSTM) architectures in a distributed network of nodes, where each node employs an LSTM based structure for online regression. In particular, each node…

Signal Processing · Electrical Eng. & Systems 2020-02-25 Tolga Ergen , Suleyman Serdar Kozat

Time series forecasting is vital in many real-world applications, yet developing models that generalize well on unseen relevant domains -- such as forecasting web traffic data on new platforms/websites or estimating e-commerce demand in new…

Machine Learning · Computer Science 2024-12-17 Songgaojun Deng , Maarten de Rijke

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

Machine Learning · Statistics 2023-10-06 Mingxuan Zhang , Yan Sun , Faming Liang

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

Rapid progress in machine learning and deep learning has enabled a wide range of applications in the electricity load forecasting of power systems, for instance, univariate and multivariate short-term load forecasting. Though the strong…

Machine Learning · Computer Science 2024-02-20 Yuqi Jiang , Yan Li , Yize Chen

Accurate prediction over long time horizons is crucial for modeling complex physical processes such as wave propagation. Although deep neural networks show promise for real-time forecasting, they often struggle with accumulating phase and…

Machine Learning · Computer Science 2024-12-05 Indu Kant Deo , Rajeev Jaiman

Generalizing neural surrogate models across different PDE parameters remains difficult because changes in PDE coefficients often make learning harder and optimization less stable. The problem becomes even more severe when the model must…

Machine Learning · Computer Science 2026-05-19 Zhangyong Liang

The ability to forecast far into the future is highly beneficial to many applications, including but not limited to climatology, energy consumption, and logistics. However, due to noise or measurement error, it is questionable how far into…

Machine Learning · Computer Science 2022-05-26 Fan-Keng Sun , Duane S. Boning

For the last few years it has been observed that the Deep Neural Networks (DNNs) has achieved an excellent success in image classification, speech recognition. But DNNs are suffer great deal of challenges for time series forecasting because…

Machine Learning · Computer Science 2019-01-09 Samit Bhanja , Abhishek Das

Time series forecasting is a critical task in domains such as energy, finance, and meteorology, where accurate long-term predictions are essential. While Transformer-based models have shown promise in capturing temporal dependencies, their…

Machine Learning · Computer Science 2024-12-10 Zhenkai Qin , Baozhong Wei , Caifeng Gao , Jianyuan Ni

Short-term load forecasting (STLF) is challenging due to complex time series (TS) which express three seasonal patterns and a nonlinear trend. This paper proposes a novel hybrid hierarchical deep learning model that deals with multiple…

Machine Learning · Computer Science 2021-12-07 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Long-term time series forecasting is critical in domains such as finance, economics, and energy, where accurate and reliable predictions over extended horizons drive strategic decision-making. Despite the progress in machine learning-based…

Machine Learning · Computer Science 2025-02-18 Aditya Dey , Jonas Kusch , Fadi Al Machot

Multivariate long-term time series forecasting (LTSF) supports critical applications such as traffic-flow management, solar-power scheduling, and electricity-transformer monitoring. The existing LTSF paradigms follow a three-stage pipeline…

Machine Learning · Computer Science 2026-02-03 Hyekyung Yoon , Minhyuk Lee , Imseung Park , Myungjoo Kang

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

Machine Learning · Computer Science 2026-03-17 Wentao Gao , Xiaojing Du , Wenjun Yu , Xiongren Chen , Yifan Guo , Feiyu Yang

Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper,…

Machine Learning · Computer Science 2025-05-26 Yihang Lu , Yangyang Xu , Qitao Qing , Xianwei Meng