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Accurate time series prediction is challenging due to the inherent nonlinearity and sensitivity to initial conditions. We propose a novel approach that enhances neural network predictions through differential learning, which involves…

Machine Learning · Computer Science 2025-03-11 Akash Yadav , Eulalia Nualart

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

Subsequence clustering of time series is an essential task in data mining, and interpreting the resulting clusters is also crucial since we generally do not have prior knowledge of the data. Thus, given a large collection of tensor time…

Machine Learning · Computer Science 2024-02-23 Kohei Obata , Koki Kawabata , Yasuko Matsubara , Yasushi Sakurai

The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a…

Machine Learning · Statistics 2017-10-13 Chuanyun Zang

Modern recommender systems employ various sequential modules such as self-attention to learn dynamic user interests. However, these methods are less effective in capturing collaborative and transitional signals within user interaction…

Information Retrieval · Computer Science 2023-12-27 Tianyu Zhu , Yansong Shi , Yuan Zhang , Yihong Wu , Fengran Mo , Jian-Yun Nie

Time series forecasting holds significant value in various domains such as economics, traffic, energy, and AIOps, as accurate predictions facilitate informed decision-making. However, the existing Mean Squared Error (MSE) loss function…

Machine Learning · Computer Science 2025-10-29 Xiangfei Qiu , Xingjian Wu , Hanyin Cheng , Xvyuan Liu , Chenjuan Guo , Jilin Hu , Bin Yang

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Machine Learning · Computer Science 2019-09-19 Long H. Nguyen , Zhenhe Pan , Opeyemi Openiyi , Hashim Abu-gellban , Mahdi Moghadasi , Fang Jin

Time series forecasting remains a central challenge problem in almost all scientific disciplines. We introduce a novel load forecasting method in which observed dynamics are modeled as a forced linear system using Dynamic Mode Decomposition…

Physics and Society · Physics 2021-07-13 Daniel Dylewsky , David Barajas-Solano , Tong Ma , Alexandre M. Tartakovsky , J. Nathan Kutz

Long-term forecasting presents unique challenges due to the time and memory complexity of handling long sequences. Existing methods, which rely on sliding windows to process long sequences, struggle to effectively capture long-term…

Machine Learning · Computer Science 2024-03-26 Junwoo Park , Daehoon Gwak , Jaegul Choo , Edward Choi

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

Recently, self-attention based models have achieved state-of-the-art performance in sequential recommendation task. Following the custom from language processing, most of these models rely on a simple positional embedding to exploit the…

Machine Learning · Computer Science 2020-08-24 Sung Min Cho , Eunhyeok Park , Sungjoo Yoo

Multivariate time series forecasting requires simultaneously modeling temporal patterns and cross-variate dependencies. Channel-independent methods such as PatchTST excel at temporal modeling but ignore variable correlations, while pure…

Machine Learning · Computer Science 2025-10-24 Yuhang Wang

Time series forecasting is essential across diverse domains. While MLP-based methods have gained attention for achieving Transformer-comparable performance with fewer parameters and better robustness, they face critical limitations…

Machine Learning · Computer Science 2025-11-14 Hu Zhang , Zhien Dai , Zhaohui Tang , Yongfang Xie

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…

Machine Learning · Computer Science 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

Spatiotemporal time series forecasting plays a key role in a wide range of real-world applications. While significant progress has been made in this area, fully capturing and leveraging spatiotemporal heterogeneity remains a fundamental…

Machine Learning · Computer Science 2024-09-04 Zheng Dong , Renhe Jiang , Haotian Gao , Hangchen Liu , Jinliang Deng , Qingsong Wen , Xuan Song

Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

Machine Learning · Computer Science 2025-03-25 Davide Villaboni , Alberto Castellini , Ivan Luciano Danesi , Alessandro Farinelli

The Transformer architecture yields state-of-the-art results in many tasks such as natural language processing (NLP) and computer vision (CV), since the ability to efficiently capture the precise long-range dependency coupling between input…

Machine Learning · Computer Science 2023-01-06 Peiwang Tang , Xianchao Zhang

A univariate time series with high variability can pose a challenge even to Deep Neural Network (DNN). To overcome this, a univariate time series is decomposed into simpler constituent series, whose sum equals the original series. As…

Machine Learning · Computer Science 2023-03-14 Debdarsan Niyogi