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Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex…

Machine Learning · Computer Science 2022-07-05 Tianping Zhang , Yizhuo Zhang , Wei Cao , Jiang Bian , Xiaohan Yi , Shun Zheng , Jian Li

MLP-like models built entirely upon multi-layer perceptrons have recently been revisited, exhibiting the comparable performance with transformers. It is one of most promising architectures due to the excellent trade-off between network…

Computer Vision and Pattern Recognition · Computer Science 2022-03-25 Kecheng Zheng , Yang Cao , Kai Zhu , Ruijing Zhao , Zheng-Jun Zha

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

Multivariate time-series (MTS) forecasting is a challenging task in many real-world non-stationary dynamic scenarios. In addition to intra-series temporal signals, the inter-series dependency also plays a crucial role in shaping future…

Machine Learning · Computer Science 2023-12-29 Weijun Chen , Heyuan Wang , Ye Tian , Shijie Guan , Ning Liu

Time series forecasters are widely used across various domains. Among them, MLP (multi-layer perceptron)-based forecasters have been proven to be more robust to noise compared to Transformer-based forecasters. However, MLP struggles to…

Machine Learning · Computer Science 2026-03-18 Xiang Ao

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

Recent advances have investigated the use of pretrained large language models (LLMs) for time-series forecasting by aligning numerical inputs with LLM embedding spaces. However, existing multimodal approaches often overlook the distinct…

Computation and Language · Computer Science 2026-05-22 Suchan Lee , Jihoon Choi , Sohyeon Lee , Minseok Song , Bong-Gyu Jang , Hwanjo Yu , Soyeon Caren Han

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Machine Learning · Computer Science 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…

Machine Learning · Computer Science 2024-07-02 Ruiqi Li , Maowei Jiang , Kai Wang , Kaiduo Feng , Quangao Liu , Yue Sun , Xiufang Zhou

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen

Time series forecasting is essential in a wide range of real world applications. Recently, frequency-domain methods have attracted increasing interest for their ability to capture global dependencies. However, when applied to non-stationary…

Machine Learning · Statistics 2026-02-09 Zhongde An , Jinhong You , Jiyanglin Li , Yiming Tang , Wen Li , Heming Du , Shouguo Du

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Machine Learning · Computer Science 2025-08-05 Runze Yang , Longbing Cao , Xin You , Kun Fang , Jianxun Li , Jie Yang

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

Machine Learning · Computer Science 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

Time series forecasting (TSF) plays a crucial role in various domains, including web data analysis, energy consumption prediction, and weather forecasting. While Multi-Layer Perceptrons (MLPs) are lightweight and effective for capturing…

Machine Learning · Computer Science 2026-03-05 Zhengnan Li , Haoxuan Li , Hao Wang , Jun Fang , Yuting Tan , Xilong Cheng Yunxiao Qin

Accurate time series forecasting models are often compromised by data drift, where underlying data distributions change over time, leading to significant declines in prediction performance. To address this challenge, this study proposes an…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Nikhil Pawar , Guilherme Vieira Hollweg , Akhtar Hussain , Wencong Su , Van-Hai Bui

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Machine Learning · Computer Science 2025-02-25 Ege Onur Taga , M. Emrullah Ildiz , Samet Oymak

In this paper, we propose to study four meteorological and seasonal time series coupled with a multi-layer perceptron (MLP) modeling. We chose to combine two transfer functions for the nodes of the hidden layer, and to use a temporal…

Machine Learning · Computer Science 2015-06-19 Cyril Voyant , Marie Laure Nivet , Christophe Paoli , Marc Muselli , Gilles Notton
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