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Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability…

Machine Learning · Computer Science 2025-04-02 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

In recent years, numerous Transformer-based models have been applied to long-term time-series forecasting (LTSF) tasks. However, recent studies with linear models have questioned their effectiveness, demonstrating that simple linear layers…

Machine Learning · Computer Science 2024-08-20 Jiaheng Yin , Zhengxin Shi , Jianshen Zhang , Xiaomin Lin , Yulin Huang , Yongzhi Qi , Wei Qi

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

Machine Learning · Computer Science 2022-02-15 Li Shen , Yangzhu Wang

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos

With the rapid development of the Intelligent Transportation System (ITS), accurate traffic forecasting has emerged as a critical challenge. The key bottleneck lies in capturing the intricate spatio-temporal traffic patterns. In recent…

Machine Learning · Computer Science 2023-10-10 Hangchen Liu , Zheng Dong , Renhe Jiang , Jiewen Deng , Jinliang Deng , Quanjun Chen , Xuan Song

The rise of foundation models has revolutionized natural language processing and computer vision, yet their best practices to time series forecasting remains underexplored. Existing time series foundation models often adopt methodologies…

Machine Learning · Computer Science 2025-03-04 Xiaobin Hong , Jiawen Zhang , Wenzhong Li , Sanglu Lu , Jia Li

Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…

Machine Learning · Computer Science 2026-01-29 Wei Li

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

Real-world problems often involve complex and unstructured sets of measurements, which occur when sensors are sparsely placed in either space or time. Being able to model this irregular spatiotemporal data and extract meaningful forecasts…

Machine Learning · Computer Science 2024-04-17 Arnaud Pannatier , Kyle Matoba , François Fleuret

Time series forecasting has made significant advances, including with Transformer-based models. The attention mechanism in Transformer effectively captures temporal dependencies by attending to all past inputs simultaneously. However, its…

Machine Learning · Computer Science 2025-11-04 Xiongxiao Xu , Canyu Chen , Yueqing Liang , Baixiang Huang , Guangji Bai , Liang Zhao , Kai Shu

Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source…

Machine Learning · Computer Science 2026-01-13 Mingnan Zhu , Qixuan Zhang , Yixuan Cheng , Fangzhou Gu , Shiming Lin

Predicting time-series is of great importance in various scientific and engineering fields. However, in the context of limited and noisy data, accurately predicting dynamics of all variables in a high-dimensional system is a challenging…

Machine Learning · Computer Science 2025-06-16 Zijian Wang , Peng Tao , Luonan Chen

Time series forecasting (TSF) plays a crucial role in various applications, including medical monitoring and crop growth. Despite the advancements in deep learning methods for TSF, their capacity to predict long-term series remains…

Artificial Intelligence · Computer Science 2024-11-05 Rujia Shen , Yang Yang , Yaoxion Lin , Liangliang Liu , Boran Wang , Yi Guan , Jingchi Jiang

Reliable uncertainty quantification is critical in multivariate time series forecasting problems arising in domains such as energy systems and transportation networks, among many others. Although Transformer-based architectures have…

Machine Learning · Computer Science 2026-03-13 Rajdeep Pathak , Rahul Goswami , Madhurima Panja , Palash Ghosh , Tanujit Chakraborty

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Fault diagnosis of rotating machinery is an important engineering problem. In recent years, fault diagnosis methods based on the Convolutional Neural Network (CNN) and Recurrent Neural Network (RNN) have been mature, but Transformer has not…

Computational Engineering, Finance, and Science · Computer Science 2021-08-31 Yuhong Jin , Lei Hou , Yushu Chen

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weather. In recent years, many research efforts have been proposed…

Machine Learning · Computer Science 2021-09-15 Wentao Xu , Weiqing Liu , Jiang Bian , Jian Yin , Tie-Yan Liu

Time series forecasting has recently achieved significant progress with multi-scale models to address the heterogeneity between long and short range patterns. Despite their state-of-the-art performance, we identify two potential areas for…

Machine Learning · Computer Science 2025-02-18 Zihao Wu , Juncheng Dong , Haoming Yang , Vahid Tarokh
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