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Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

Explainability in time series forecasting is essential for improving model transparency and supporting informed decision-making. In this work, we present CrossScaleNet, an innovative architecture that combines a patch-based cross-attention…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Ibrahim Delibasoglu , Fredrik Heintz

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Online updating of time series forecasting models aims to address the concept drifting problem by efficiently updating forecasting models based on streaming data. Many algorithms are designed for online time series forecasting, with some…

Machine Learning · Computer Science 2023-09-25 Yi-Fan Zhang , Qingsong Wen , Xue Wang , Weiqi Chen , Liang Sun , Zhang Zhang , Liang Wang , Rong Jin , Tieniu Tan

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Machine Learning · Computer Science 2026-02-04 Huu Hiep Nguyen , Minh Hoang Nguyen , Dung Nguyen , Hung Le

Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…

Machine Learning · Computer Science 2022-09-09 Sitan Yang , Carson Eisenach , Dhruv Madeka

Multi-scale deep neural networks (MscaleDNNs) with downing-scaling mapping have demonstrated superiority over traditional DNNs in approximating target functions characterized by high frequency features. However, the performance of…

Machine Learning · Computer Science 2024-10-02 Jizu Huang , Rukang You , Tao Zhou

To fully leverage spatial information for remote sensing image segmentation and address semantic edge ambiguities caused by grayscale variations (e.g., shadows and low-contrast regions), we propose the Frequency and Spatial Domains based…

Computer Vision and Pattern Recognition · Computer Science 2025-10-02 Jiahao Fu , Yinfeng Yu , Liejun Wang

The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn…

Machine Learning · Computer Science 2022-02-09 Jiajun Liu , Kun Zhao , Brano Kusy , Ji-rong Wen , Raja Jurdak

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a…

Machine Learning · Computer Science 2021-09-07 Jinliang Deng , Xiusi Chen , Renhe Jiang , Xuan Song , Ivor W. Tsang

Transformer has shown promise in reinforcement learning to model time-varying features for obtaining generalized low-level robot policies on diverse robotics datasets in embodied learning. However, it still suffers from the issues of low…

Machine Learning · Computer Science 2024-12-19 Hengkai Tan , Songming Liu , Kai Ma , Chengyang Ying , Xingxing Zhang , Hang Su , Jun Zhu

As a core task in intelligent transportation systems, traffic forecasting plays a critical role in urban traffic management. Accurate traffic forecasting relies on modeling complex spatiotemporal dependencies, which is inherently…

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

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

Continual learning (CL) aims to learn new tasks while retaining past knowledge, addressing the challenge of forgetting during task adaptation. Rehearsal-based methods, which replay previous samples, effectively mitigate forgetting. However,…

Computer Vision and Pattern Recognition · Computer Science 2025-03-31 Ruiqi Liu , Boyu Diao , Libo Huang , Hangda Liu , Chuanguang Yang , Zhulin An , Yongjun Xu

Many real-world time series exhibit strong periodic structures arising from physical laws, human routines, or seasonal cycles. However, modern deep forecasting models often fail to capture these recurring patterns due to spectral bias and a…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Lijun Sun

By investigating iterative methods for a constrained linear model, we propose a new class of fully connected V-cycle MgNet for long-term time series forecasting, which is one of the most difficult tasks in forecasting. MgNet is a CNN model…

Artificial Intelligence · Computer Science 2023-02-03 Jianqing Zhu , Juncai He , Lian Zhang , Jinchao Xu

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

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

Weather forecasting plays a critical role in various sectors, driving decision-making and risk management. However, traditional methods often struggle to capture the complex dynamics of meteorological systems, particularly in the presence…

Computer Vision and Pattern Recognition · Computer Science 2024-05-30 Jiaze Wang , Hao Chen , Hongcan Xu , Jinpeng Li , Bowen Wang , Kun Shao , Furui Liu , Huaxi Chen , Guangyong Chen , Pheng-Ann Heng

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