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Long-term time series forecasting (LTSF) is hampered by the challenge of modeling complex dependencies that span multiple temporal scales and frequency resolutions. Existing methods, including Transformer and MLP-based models, often…

Machine Learning · Computer Science 2025-09-22 Qianyang Li , Xingjun Zhang , Shaoxun Wang , Jia Wei

The prediction of residential power usage is essential in assisting a smart grid to manage and preserve energy to ensure efficient use. An accurate energy forecasting at the customer level will reflect directly into efficiency improvements…

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

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Machine Learning · Computer Science 2024-10-18 Zezhi Shao , Fei Wang , Yongjun Xu , Wei Wei , Chengqing Yu , Zhao Zhang , Di Yao , Tao Sun , Guangyin Jin , Xin Cao , Gao Cong , Christian S. Jensen , Xueqi Cheng

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually require both graph networks (e.g., GCN) and temporal…

Machine Learning · Computer Science 2023-11-13 Kun Yi , Qi Zhang , Wei Fan , Hui He , Liang Hu , Pengyang Wang , Ning An , Longbing Cao , Zhendong Niu

The past few years have witnessed the rapid development in multivariate time series forecasting. The key to accurate forecasting results is capturing the long-term dependency between each time step (cross-time dependency) and modeling the…

Machine Learning · Computer Science 2023-06-06 Donghao Luo , Xue Wang

Accurate and efficient multivariate time series (MTS) forecasting is essential for applications such as traffic management and weather prediction, which depend on capturing long-range temporal dependencies and interactions between entities.…

Machine Learning · Computer Science 2025-05-27 Yiming Niu , Jinliang Deng , Lulu Zhang , Zimu Zhou , Yongxin Tong

The key problem in multivariate time series (MTS) analysis and forecasting aims to disclose the underlying couplings between variables that drive the co-movements. Considerable recent successful MTS methods are built with graph neural…

Machine Learning · Computer Science 2022-10-11 Kun Yi , Qi Zhang , Liang Hu , Hui He , Ning An , LongBing Cao , ZhenDong Niu

Precise yield prediction is essential for agricultural sustainability and food security. However, climate change complicates accurate yield prediction by affecting major factors such as weather conditions, soil fertility, and farm…

Computer Vision and Pattern Recognition · Computer Science 2025-09-22 Shalini Dangi , Surya Karthikeya Mullapudi , Chandravardhan Singh Raghaw , Shahid Shafi Dar , Mohammad Zia Ur Rehman , Nagendra Kumar

Time series data can be represented in both the time and frequency domains, with the time domain emphasizing local dependencies and the frequency domain highlighting global dependencies. To harness the strengths of both domains in capturing…

Machine Learning · Computer Science 2024-08-13 Zhengnan Li , Yunxiao Qin , Xilong Cheng , Yuting Tan

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…

Machine Learning · Computer Science 2024-02-16 Jinliang Deng , Xiusi Chen , Renhe Jiang , Du Yin , Yi Yang , Xuan Song , Ivor W. Tsang

Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data.…

Machine Learning · Computer Science 2024-02-26 Kun Yi , Qi Zhang , Hui He , Kaize Shi , Liang Hu , Ning An , Zhendong Niu

Long-term Time Series Forecasting is crucial across numerous critical domains, yet its accuracy remains fundamentally constrained by the receptive field bottleneck in existing models. Mainstream Transformer- and Multi-layer Perceptron…

Computational Engineering, Finance, and Science · Computer Science 2025-11-13 Weixu Wang , Xiaobo Zhou , Xin Qiao , Lei Wang , Tie Qiu

Accurate multi-step flight trajectory prediction plays an important role in Air Traffic Control, which can ensure the safety of air transportation. Two main issues limit the flight trajectory prediction performance of existing works. The…

Computer Vision and Pattern Recognition · Computer Science 2025-08-21 Lan Wu , Xuebin Wang , Ruijuan Chu , Guangyi Liu , Jing Zhang , Linyu Wang

Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends. However, many contemporary…

Machine Learning · Computer Science 2026-05-19 Sumit S Shevtekar , Chandresh K Maurya

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

Time series data in real-world scenarios contain a substantial amount of nonlinear information, which significantly interferes with the training process of models, leading to decreased prediction performance. Therefore, during the time…

Machine Learning · Computer Science 2024-06-05 Dandan Zhang , Zhiqiang Zhang , Nanguang Chen , Yun Wang