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Traffic flow forecasting is a crucial task in transportation management and planning. The main challenges for traffic flow forecasting are that (1) as the length of prediction time increases, the accuracy of prediction will decrease; (2)…

Artificial Intelligence · Computer Science 2024-05-13 Jianli Xiao , Baichao Long

Accurate traffic forecasting is essential for intelligent transportation systems, supporting a wide range of real-world applications. However, it remains challenging due to two key factors:~(1) Traffic series contain heterogeneous temporal…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Qitai Tan , Yahao Liu , Xiao-Ping Zhang

Time series forecasting has played a significant role in many practical fields. But time series data generated from real-world applications always exhibits high variance and lots of noise, which makes it difficult to capture the inherent…

Machine Learning · Computer Science 2024-10-10 Yangyang Guo , Yanjun Zhao , Sizhe Dang , Tian Zhou , Liang Sun , Yi Qian

Time series forecasting is crucial for various applications, such as weather forecasting, power load forecasting, and financial analysis. In recent studies, MLP-mixer models for time series forecasting have been shown as a promising…

Machine Learning · Computer Science 2024-12-24 Md Mahmuddun Nabi Murad , Mehmet Aktukmak , Yasin Yilmaz

Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…

Machine Learning · Computer Science 2025-09-24 Huanyao Zhang , Jiaye Lin , Wentao Zhang , Haitao Yuan , Guoliang Li

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series,…

Machine Learning · Computer Science 2024-12-24 Wenjie Xi , Rundong Zuo , Alejandro Alvarez , Jie Zhang , Byron Choi , Jessica Lin

Time series forecasting is an important problem, with many real world applications. Ensembles of deep neural networks have recently achieved impressive forecasting accuracy, but such large ensembles are impractical in many real world…

Machine Learning · Computer Science 2022-08-31 Espen Haugsdal , Erlend Aune , Massimiliano Ruocco

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Restoring images captured under adverse weather conditions is a fundamental task for many computer vision applications. However, most existing weather restoration approaches are only capable of handling a specific type of degradation, which…

Computer Vision and Pattern Recognition · Computer Science 2024-11-27 Ruoxi Zhu , Zhengzhong Tu , Jiaming Liu , Alan C. Bovik , Yibo Fan

We propose a transformer architecture for time series forecasting with a focus on time series tokenisation and apply it to a real-world prediction problem from the pricing domain. Our architecture aims to learn effective representations at…

Machine Learning · Computer Science 2025-04-22 Egon Peršak , Miguel F. Anjos , Sebastian Lautz , Aleksandar Kolev

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

Transformer-based architectures achieved breakthrough performance in natural language processing and computer vision, yet they remain inferior to simpler linear baselines in multivariate long-term forecasting. To better understand this…

Machine Learning · Computer Science 2024-06-04 Romain Ilbert , Ambroise Odonnat , Vasilii Feofanov , Aladin Virmaux , Giuseppe Paolo , Themis Palpanas , Ievgen Redko

Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Machine Learning · Computer Science 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

Recent work has shown that simple linear models can outperform several Transformer based approaches in long term time-series forecasting. Motivated by this, we propose a Multi-layer Perceptron (MLP) based encoder-decoder model, Time-series…

Machine Learning · Statistics 2024-04-05 Abhimanyu Das , Weihao Kong , Andrew Leach , Shaan Mathur , Rajat Sen , Rose Yu

We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a…

Machine Learning · Computer Science 2018-05-11 Joan Serrà , Santiago Pascual , Alexandros Karatzoglou

Multivariate time series analysis has long been one of the key research topics in the field of artificial intelligence. However, analyzing complex time series data remains a challenging and unresolved problem due to its high dimensionality,…

Computer Vision and Pattern Recognition · Computer Science 2026-03-03 Hao Si , Xiao Wang , Fan Zhang , Xiaoya Zhou , Dengdi Sun , Wanli Lyu , Qingquan Yang , Jin Tang

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

Machine Learning · Computer Science 2024-03-26 Shuhan Zhong , Sizhe Song , Weipeng Zhuo , Guanyao Li , Yang Liu , S. -H. Gary Chan