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Related papers: SparseTSF: Modeling Long-term Time Series Forecast…

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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

Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are…

Machine Learning · Computer Science 2025-06-03 Minbo Ma , Kai Tang , Huan Li , Fei Teng , Dalin Zhang , Tianrui Li

Time series forecasting (TSF) is a fundamental and widely studied task, spanning methods from classical statistical approaches to modern deep learning and multimodal language modeling. Despite their effectiveness, these methods often follow…

Machine Learning · Computer Science 2025-12-23 Mingyue Cheng , Jiahao Wang , Daoyu Wang , Xiaoyu Tao , Qi Liu , Enhong Chen

Multivariate time series forecasting is widely applied in fields such as transportation, energy, and finance. However, the data commonly suffers from issues of multi-scale characteristics, weak correlations, and noise interference, which…

Machine Learning · Computer Science 2026-03-02 Xiang Ao

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Recently, Transformer-base models have made significant progress in the field of time series prediction which have achieved good results and become baseline models beyond Dlinear. The paper proposes an U-Net time series prediction model…

Machine Learning · Computer Science 2024-06-07 Li Chu , Xiao Bingjia , Yuan Qiping

Time series data from various domains is continuously growing, and extracting and analyzing temporal patterns within these series can provide valuable insights. Temporal pattern mining (TPM) extends traditional pattern mining by…

Databases · Computer Science 2024-10-01 Van Ho Long , Nguyen Ho , Trinh Le Cong , Anh-Vu Dinh-Duc , Tu Nguyen Ngoc

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where…

Machine Learning · Computer Science 2025-06-04 Zhiyuan Zhao , Haoxin Liu , Alexander Rodriguez , B. Aditya Prakash

Time series forecasting is vital in diverse sectors such as energy and transportation, where non-stationary dynamics are deeply intertwined with external events in other modalities such as texts. However, incorporating natural…

Machine Learning · Computer Science 2026-05-12 Yunfeng Ge , Ming Jin , Yiji Zhao , Hongyan Li , Bo Du , Chang Xu , Shirui Pan

Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.…

Machine Learning · Computer Science 2026-02-19 Xu Zhang , Peng Wang , Yichen Li , Wei Wang

Time series forecasting is critical across various domains, such as weather, finance and real estate forecasting, as accurate forecasts support informed decision-making and risk mitigation. While recent deep learning models have improved…

Machine Learning · Computer Science 2025-08-12 Jianfei Wu , Wenmian Yang , Bingning Liu , Weijia Jia

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

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

Very large time series are increasingly available from an ever wider range of IoT-enabled sensors, from which significant insights can be obtained through mining temporal patterns from them. A useful type of patterns found in many…

Databases · Computer Science 2023-01-10 Van Long Ho , Nguyen Ho , Torben Bach Pedersen

Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex…

Machine Learning · Computer Science 2022-07-05 Tianping Zhang , Yizhuo Zhang , Wei Cao , Jiang Bian , Xiaohan Yi , Shun Zheng , Jian Li

Time series forecasting is traditionally dominated by sequence-based architectures such as recurrent neural networks and attention mechanisms, which process all time steps uniformly and often incur substantial computational cost. However,…

Signal Processing · Electrical Eng. & Systems 2026-04-21 K. A. Shahriar

Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…

Machine Learning · Computer Science 2025-12-09 Yongbo Yu , Jari Peeperkorn , Johannes De Smedt , Jochen De Weerdt

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling…

Computation and Language · Computer Science 2025-04-29 Chen Su , Yuanhe Tian , Yan Song

Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However, current large-scale datasets predominantly focus on low-frequency time series with sampling…

Machine Learning · Computer Science 2026-04-22 Subina Khanal , Seshu Tirupathi , Merim Dzaferagic , Marco Ruffini , Torben Bach Pedersen