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Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Time series prediction is a prevalent issue across various disciplines, such as meteorology, traffic surveillance, investment, and energy production and consumption. Many statistical and machine-learning strategies have been developed to…

Machine Learning · Computer Science 2023-05-26 Wei Wang , Yang Liu , Hao Sun

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the…

Machine Learning · Computer Science 2024-03-15 Wenyong Han , Tao Zhu Member , Liming Chen , Huansheng Ning , Yang Luo , Yaping Wan

Unsupervised/self-supervised representation learning in time series is critical since labeled samples are usually scarce in real-world scenarios. Existing approaches mainly leverage the contrastive learning framework, which automatically…

Machine Learning · Computer Science 2023-07-10 Wenrui Zhang , Ling Yang , Shijia Geng , Shenda Hong

This study introduces simple yet effective continuous- and discrete-variable quantum neural network (QNN) models as a transfer-learning approach for forecasting tasks. The CV-QNN features a single quantum layer with two qubits to establish…

Machine Learning · Computer Science 2025-03-26 Ismael Abdulrahman

Quantum machine learning models for sequential data face scalability challenges with complex multivariate signals. We introduce the Hybrid Quantum Temporal Convolutional Network (HQTCN), which combines classical temporal windowing with a…

Machine Learning · Computer Science 2026-03-02 Junghoon Justin Park , Maria Pak , Sebin Lee , Samuel Yen-Chi Chen , Shinjae Yoo , Huan-Hsin Tseng , Jiook Cha

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Multivariate time series (MTS) forecasting plays an important role in the automation and optimization of intelligent applications. It is a challenging task, as we need to consider both complex intra-variable dependencies and inter-variable…

Machine Learning · Computer Science 2023-04-11 Ling Chen , Donghui Chen , Zongjiang Shang , Binqing Wu , Cen Zheng , Bo Wen , Wei Zhang

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

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

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

A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a…

Machine Learning · Statistics 2020-02-25 Guowei Zhang , Tao Ren , Yifan Yang

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…

Machine Learning · Computer Science 2025-09-12 Shengsheng Lin , Haojun Chen , Haijie Wu , Chunyun Qiu , Weiwei Lin

Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting…

Machine Learning · Computer Science 2022-02-24 Dazhao Du , Bing Su , Zhewei Wei

Time series prediction is essential for human activities in diverse areas. A common approach to this task is to harness Recurrent Neural Networks (RNNs). However, while their predictions are quite accurate, their learning process is complex…

Quantum Physics · Physics 2025-05-30 Michał Siemaszko , Adam Buraczewski , Bertrand Le Saux , Magdalena Stobińska