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Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better…

Machine Learning · Computer Science 2023-11-13 Seonkyu Lim , Jaehyeon Park , Seojin Kim , Hyowon Wi , Haksoo Lim , Jinsung Jeon , Jeongwhan Choi , Noseong Park

Unlocking the potential of deep learning in Peak-Hour Series Forecasting (PHSF) remains a critical yet underexplored task in various domains. While state-of-the-art deep learning models excel in regular Time Series Forecasting (TSF), they…

Machine Learning · Computer Science 2023-10-03 Zhenwei Zhang , Xin Wang , Jingyuan Xie , Heling Zhang , Yuantao Gu

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

Machine Learning · Computer Science 2024-08-09 Xin Zhou , Weiqing Wang , Wray Buntine , Shilin Qu , Abishek Sriramulu , Weicong Tan , Christoph Bergmeir

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

Recent research has challenged the necessity of complex deep learning architectures for time series forecasting, demonstrating that simple linear models can often outperform sophisticated approaches. Building upon this insight, we introduce…

Machine Learning · Computer Science 2024-10-30 Remi Genet , Hugo Inzirillo

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects of LHF in this period and how deep learning has incorporated variants of trend, seasonality,…

Machine Learning · Computer Science 2025-06-17 Hans Krupakar , Kandappan V A

Machine learning methods have been adopted in the literature as contenders to conventional methods to solve the energy time series forecasting (TSF) problems. Recently, deep learning methods have been emerged in the artificial intelligence…

Machine Learning · Computer Science 2021-08-25 Hala Hamdoun , Alaa Sagheer , Hassan Youness

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Machine Learning · Computer Science 2024-11-06 Kun Yi , Jingru Fei , Qi Zhang , Hui He , Shufeng Hao , Defu Lian , Wei Fan

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman

Time series forecasting attempts to predict future events by analyzing past trends and patterns. Although well researched, certain critical aspects pertaining to the use of deep learning in time series forecasting remain ambiguous. Our…

Machine Learning · Computer Science 2024-03-08 Kiran Madhusudhanan , Shayan Jawed , Lars Schmidt-Thieme

The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full…

Machine Learning · Computer Science 2025-10-24 Difan Deng , Marius Lindauer

In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

Machine Learning · Computer Science 2021-07-12 Paolo Mancuso , Veronica Piccialli , Antonio M. Sudoso

Time series forecasting is critical for many applications, where deep learning-based point prediction models have demonstrated strong performance. However, in practical scenarios, there is also a need to quantify predictive uncertainty…

Machine Learning · Computer Science 2025-05-14 Xiannan Huang , Shuhan Qiu

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

We introduce OFTER, a time series forecasting pipeline tailored for mid-sized multivariate time series. OFTER utilizes the non-parametric models of k-nearest neighbors and Generalized Regression Neural Networks, integrated with a…

Machine Learning · Statistics 2023-04-11 Nikolas Michael , Mihai Cucuringu , Sam Howison

As multimodal data proliferates across diverse real-world applications, leveraging heterogeneous information such as texts and timestamps for accurate time series forecasting (TSF) has become a critical challenge. While diffusion models…

Machine Learning · Computer Science 2025-12-09 Da Zhang , Bingyu Li , Zhuyuan Zhao , Junyu Gao , Feiping Nie , Xuelong Li

The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…

Machine Learning · Computer Science 2024-04-09 Hengyu Ye , Jiadong Chen , Shijin Gong , Fuxin Jiang , Tieying Zhang , Jianjun Chen , Xiaofeng Gao