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Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

Spatiotemporal forecasting is critical for real-world applications like traffic management, yet capturing reliable interactions remains challenging under noisy and non-stationary conditions. Existing methods primarily rely on historical…

Machine Learning · Computer Science 2026-05-20 Yinghao Ai , Yukai Zhou , Ruoxi Jiang , Junyi An , Chao Qu , Zhijian Zhou , Shiyu Wang , Fenglei Cao , Zenglin Xu , Furao Shen , Yuan Qi

Attention mechanisms have been extensively employed in various applications, including time series modeling, owing to their capacity to capture intricate dependencies; however, their utility is often constrained by quadratic computational…

Machine Learning · Computer Science 2025-11-06 Mingtao Zhang , Guoli Yang , Zhanxing Zhu , Mengzhu Wang , Xiaoying Bai

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

Machine Learning · Computer Science 2024-11-06 Zhenwei Zhang , Linghang Meng , Yuantao Gu

Accurate analysis of medical time series (MedTS) data, such as electroencephalography (EEG) and electrocardiography (ECG), plays a pivotal role in healthcare applications, including the diagnosis of brain and heart diseases. MedTS data…

Machine Learning · Computer Science 2026-05-08 Guoqi Yu , Juncheng Wang , Chen Yang , Jing Qin , Angelica I. Aviles-Rivero , Shujun Wang

Recent advancements have progressively incorporated frequency-based techniques into deep learning models, leading to notable improvements in accuracy and efficiency for time series analysis tasks. However, the Mid-Frequency Spectrum Gap in…

Machine Learning · Computer Science 2025-03-04 Guoqi Yu , Yaoming Li , Juncheng Wang , Xiaoyu Guo , Angelica I. Aviles-Rivero , Tong Yang , Shujun Wang

This paper introduces FANTF (Fuzzy Attention Network-Based Transformers), a novel approach that integrates fuzzy logic with existing transformer architectures to advance time series forecasting, classification, and anomaly detection tasks.…

Machine Learning · Computer Science 2025-04-02 Sanjay Chakraborty , Fredrik Heintz

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Due to the non-stationary nature, the distribution of real-world multivariate time series (MTS) changes over time, which is known as distribution drift. Most existing MTS forecasting models greatly suffer from distribution drift and degrade…

Machine Learning · Computer Science 2024-04-03 Hui He , Qi Zhang , Kun Yi , Kaize Shi , Zhendong Niu , Longbing Cao

Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability,…

Machine Learning · Computer Science 2026-05-19 Hua Wang , Xianhao Jiao , Fan Zhang

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

In recent work on time-series prediction, Transformers and even large language models have garnered significant attention due to their strong capabilities in sequence modeling. However, in practical deployments, time-series prediction often…

Machine Learning · Computer Science 2026-02-17 Wenxuan Xie , Fanpu Cao

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Machine Learning · Computer Science 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

Multivariate time series forecasting is fundamental to numerous domains such as energy, finance, and environmental monitoring, where complex temporal dependencies and cross-variable interactions pose enduring challenges. Existing…

Machine Learning · Computer Science 2026-05-15 Xingsheng Chen , Xianpei Mu , Deyu Yi , Yilin Yuan , Xingwei He , Bo Gao , Regina Zhang , Pietro Lio , Siu-Ming Yiu

While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

Machine Learning · Computer Science 2026-02-09 Haoran Zhang , Haixuan Liu , Yong Liu , Yunzhong Qiu , Yuxuan Wang , Jianmin Wang , Mingsheng Long

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

Multivariate time-series data are frequently observed in critical care settings and are typically characterized by sparsity (missing information) and irregular time intervals. Existing approaches for learning representations in this domain…

Machine Learning · Computer Science 2022-02-17 Sindhu Tipirneni , Chandan K. Reddy

Time series forecasting is a crucial task in various domains. Caused by factors such as trends, seasonality, or irregular fluctuations, time series often exhibits non-stationary. It obstructs stable feature propagation through deep layers,…

Machine Learning · Computer Science 2024-01-05 Xiang Ma , Xuemei Li , Lexin Fang , Tianlong Zhao , Caiming Zhang

The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these models remains underexplored. Existing large-scale time series…

Machine Learning · Computer Science 2025-05-28 Zezhi Shao , Yujie Li , Fei Wang , Chengqing Yu , Yisong Fu , Tangwen Qian , Bin Xu , Boyu Diao , Yongjun Xu , Xueqi Cheng