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Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

Multivariate time series forecasting is crucial for various applications, such as financial investment, energy management, weather forecasting, and traffic optimization. However, accurate forecasting is challenging due to two main factors.…

Machine Learning · Computer Science 2025-01-13 Xiangfei Qiu , Xingjian Wu , Yan Lin , Chenjuan Guo , Jilin Hu , Bin Yang

Generating multivariate time series is a promising approach for sharing sensitive data in many medical, financial, and IoT applications. A common type of multivariate time series originates from a single source such as the biometric…

Machine Learning · Computer Science 2022-12-16 Ali Seyfi , Jean-Francois Rajotte , Raymond T. Ng

Self-supervised representation learning of Multivariate Time Series (MTS) is a challenging task and attracts increasing research interests in recent years. Many previous works focus on the pretext task of self-supervised learning and…

Machine Learning · Computer Science 2022-03-10 Yijiang Chen , Xiangdong Zhou , Zhen Xing , Zhidan Liu , Minyang Xu

Sequential models like recurrent neural networks and transformers have become standard for probabilistic multivariate time series forecasting across various domains. Despite their strengths, they struggle with capturing high-dimensional…

Machine Learning · Computer Science 2024-10-07 Yu Chen , Marin Biloš , Sarthak Mittal , Wei Deng , Kashif Rasul , Anderson Schneider

Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of…

Machine Learning · Computer Science 2024-03-22 Hajar Emami , Xuan-Hong Dang , Yousaf Shah , Petros Zerfos

The task of multi-channel time series forecasting is ubiquitous in numerous fields such as finance, supply chain management, and energy planning. It is critical to effectively capture complex dynamic dependencies within and between channels…

Artificial Intelligence · Computer Science 2026-03-20 Lei Gao , Hengda Bao , Jingfei Fang , Guangzheng Wu , Weihua Zhou , Yun Zhou

Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting,…

Machine Learning · Computer Science 2024-05-24 Gerald Woo , Chenghao Liu , Akshat Kumar , Caiming Xiong , Silvio Savarese , Doyen Sahoo

Accurate channel state information (CSI) underpins reliable and efficient wireless communication. However, acquiring CSI via pilot estimation incurs substantial overhead, especially in massive multiple-input multiple-output (MIMO) systems…

Information Theory · Computer Science 2025-12-05 Guangming Liang , Mingjie Yang , Dongzhu Liu , Paul Henderson , Lajos Hanzo

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

The real-time crash likelihood prediction model is an essential component of the proactive traffic safety management system. Over the years, numerous studies have attempted to construct a crash likelihood prediction model in order to…

Machine Learning · Computer Science 2023-08-30 B M Tazbiul Hassan Anik , Zubayer Islam , Mohamed Abdel-Aty

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

Multivariate time series forecasting plays a crucial role in various fields such as finance, traffic management, energy, and healthcare. Recent studies have highlighted the advantages of channel independence to resist distribution drift but…

Machine Learning · Computer Science 2024-11-19 Lu Han , Xu-Yang Chen , Han-Jia Ye , De-Chuan Zhan

Multimodal demand forecasting aims at predicting product demand utilizing visual, textual, and contextual information. This paper proposes a method for multimodal product demand forecasting using convolutional, graph-based, and…

Machine Learning · Computer Science 2023-07-07 Maarten Sukel , Stevan Rudinac , Marcel Worring

With its strong modeling capacity that comes from a multi-head and multi-layer structure, Transformer is a very powerful model for learning a sequential representation and has been successfully applied to speech separation recently.…

Sound · Computer Science 2020-10-26 Sanyuan Chen , Yu Wu , Zhuo Chen , Takuya Yoshioka , Shujie Liu , Jinyu Li

Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…

Machine Learning · Computer Science 2026-02-16 Xingyu Zhang , Hanyun Du , Zeen Song , Siyu Zhao , Changwen Zheng , Wenwen Qiang

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one…

Machine Learning · Computer Science 2022-12-07 Zanwei Zhou , Ruizhe Zhong , Chen Yang , Yan Wang , Xiaokang Yang , Wei Shen
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