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The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…

Machine Learning · Computer Science 2024-04-09 Hengyu Ye , Jiadong Chen , Shijin Gong , Fuxin Jiang , Tieying Zhang , Jianjun Chen , Xiaofeng Gao

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

Time-series forecasting is crucial for numerous real-world applications including weather prediction and financial market modeling. While temporal-domain methods remain prevalent, frequency-domain approaches can effectively capture…

Machine Learning · Computer Science 2025-08-05 Zhixuan Li , Naipeng Chen , Seonghwa Choi , Sanghoon Lee , Weisi Lin

Time series forecasting is a long-standing challenge due to the real-world information is in various scenario (e.g., energy, weather, traffic, economics, earthquake warning). However some mainstream forecasting model forecasting result is…

Artificial Intelligence · Computer Science 2022-12-05 Maowei Jiang , Pengyu Zeng , Kai Wang , Huan Liu , Wenbo Chen , Haoran Liu

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Time-series forecasting is fundamental in industrial domains like manufacturing and smart factories. As systems evolve toward automation, models must operate on edge devices (e.g., PLCs, microcontrollers) with strict constraints on latency…

Machine Learning · Computer Science 2026-01-19 Jaehoon Lee , Seungwoo Lee , Younghwi Kim , Dohee Kim , Sunghyun Sim

Current approaches for time series forecasting, whether in the time or frequency domain, predominantly use deep learning models based on linear layers or transformers. They often encode time series data in a black-box manner and rely on…

Machine Learning · Computer Science 2025-10-14 Cheng He , Xijie Liang , Zengrong Zheng , Patrick P. C. Lee , Xu Huang , Zhaoyi Li , Hong Xie , Defu Lian , Enhong Chen

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Time series forecasting is a long-standing problem in statistics and machine learning. One of the key challenges is processing sequences with long-range dependencies. To that end, a recent line of work applied the short-time Fourier…

Machine Learning · Computer Science 2025-02-28 Eyal Yakir , Dor Tsur , Haim Permuter

Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting…

Machine Learning · Computer Science 2024-11-06 Xingyu Zhang , Siyu Zhao , Zeen Song , Huijie Guo , Jianqi Zhang , Changwen Zheng , Wenwen Qiang

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency…

Machine Learning · Computer Science 2026-03-11 Boya Zhang , Shuaijie Yin , Huiwen Zhu , Xing He

Many real-world time series exhibit strong periodic structures arising from physical laws, human routines, or seasonal cycles. However, modern deep forecasting models often fail to capture these recurring patterns due to spectral bias and a…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Lijun Sun

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Haoxin Liu , B. Aditya Prakash

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

Climate change stands as one of the most pressing global challenges of the twenty-first century, with far-reaching consequences such as rising sea levels, melting glaciers, and increasingly extreme weather patterns. Accurate forecasting is…

Machine Learning · Computer Science 2025-06-17 Tajamul Ashraf , Janibul Bashir

Time series forecasting has played the key role in different industrial, including finance, traffic, energy, and healthcare domains. While existing literatures have designed many sophisticated architectures based on RNNs, GNNs, or…

Machine Learning · Computer Science 2023-11-13 Kun Yi , Qi Zhang , Wei Fan , Shoujin Wang , Pengyang Wang , Hui He , Defu Lian , Ning An , Longbing Cao , Zhendong Niu

Accurate trajectory prediction is vital for safe autonomous driving, yet existing approaches struggle to balance modeling power and computational efficiency. Attention-based architectures incur quadratic complexity with increasing agents,…

Computer Vision and Pattern Recognition · Computer Science 2026-03-03 Yizhou Huang , Gengze Jiang , Yihua Cheng , Kezhi Wang
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