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Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while…

Machine Learning · Computer Science 2024-11-07 Jialin Chen , Jan Eric Lenssen , Aosong Feng , Weihua Hu , Matthias Fey , Leandros Tassiulas , Jure Leskovec , Rex Ying

Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal…

Machine Learning · Computer Science 2024-10-04 Siyang Li , Yize Chen , Hui Xiong

There has been an emergence of various models for long-term time series forecasting. Recent studies have demonstrated that a single linear layer, using Channel Dependent (CD) or Channel Independent (CI) modeling, can even outperform a large…

Machine Learning · Computer Science 2023-12-20 Yuan Peiwen , Zhu Changsheng

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Machine Learning · Computer Science 2022-06-14 Benhan Li , Shengdong Du , Tianrui Li , Jie Hu , Zhen Jia

Unsupervised anomaly detection of multivariate time series is a challenging task, given the requirements of deriving a compact detection criterion without accessing the anomaly points. The existing methods are mainly based on reconstruction…

Machine Learning · Computer Science 2026-05-26 Qingxiang Liu , Xiaoliang Luo , Chenghao Liu , Sheng Sun , Di Yao , Lvchun Wang , Wei Yu , Yuxuan Liang

In multivariate time series forecasting (MTSF), existing strategies for processing sequences are typically categorized as channel-independent and channel-mixing. The former treats all temporal information of each variable as a token,…

Artificial Intelligence · Computer Science 2025-07-08 Bing Fan , Shusen Ma , Yun-Bo Zhao , Yu Kang

Forecasting multivariate time series data, which involves predicting future values of variables over time using historical data, has significant practical applications. Although deep learning-based models have shown promise in this field,…

Machine Learning · Computer Science 2023-06-16 Zahra Fatemi , Minh Huynh , Elena Zheleva , Zamir Syed , Xiaojun Di

Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Machine Learning · Computer Science 2025-10-01 Xiaojian Wang , Chaoli Zhang , Zhonglong Zheng , Yunliang Jiang

Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

Machine Learning · Computer Science 2023-05-29 Zheng Sun , Yi Wei , Wenxiao Jia , Long Yu

Multivariate time series data comprises various channels of variables. The multivariate forecasting models need to capture the relationship between the channels to accurately predict future values. However, recently, there has been an…

Machine Learning · Computer Science 2023-04-12 Lu Han , Han-Jia Ye , De-Chuan Zhan

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Due to the proficiency of self-attention mechanisms (SAMs) in capturing dependencies in sequence modeling, several existing dynamic graph neural networks (DGNNs) utilize Transformer architectures with various encoding designs to capture…

Machine Learning · Computer Science 2025-06-03 Jie Peng , Zhewei Wei , Yuhang Ye

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…

Machine Learning · Computer Science 2026-04-21 Pooyan Khosravinia , João Gama , Bruno Veloso

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…

Machine Learning · Computer Science 2020-01-24 Neo Wu , Bradley Green , Xue Ben , Shawn O'Banion

Multivariate time series long-term prediction, which aims to predict the change of data in a long time, can provide references for decision-making. Although transformer-based models have made progress in this field, they usually do not make…

Machine Learning · Computer Science 2023-08-08 Chengqing Yu , Fei Wang , Zezhi Shao , Tao Sun , Lin Wu , Yongjun Xu

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

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

Accurate traffic forecasting is essential for intelligent transportation systems, supporting a wide range of real-world applications. However, it remains challenging due to two key factors:~(1) Traffic series contain heterogeneous temporal…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Qitai Tan , Yahao Liu , Xiao-Ping Zhang