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Recent CNN and Transformer-based models tried to utilize frequency and periodicity information for long-term time series forecasting. However, most existing work is based on Fourier transform, which cannot capture fine-grained and local…

Machine Learning · Computer Science 2024-01-05 Peiyuan Liu , Beiliang Wu , Naiqi Li , Tao Dai , Fengmao Lei , Jigang Bao , Yong Jiang , Shu-Tao Xia

Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

Machine Learning · Computer Science 2024-11-06 Zhenwei Zhang , Linghang Meng , Yuantao Gu

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

In this paper, we address the challenge of multivariate time-series forecasting using quantum machine learning techniques. We introduce adaptation strategies that extend variational quantum circuit models, traditionally limited to…

Accurate spectrum prediction is crucial for dynamic spectrum access (DSA) and resource allocation. However, due to the unique characteristics of spectrum data, existing methods based on the time or frequency domain often struggle to…

Machine Learning · Computer Science 2025-08-26 Yanghao Qin , Bo Zhou , Guangliang Pan , Qihui Wu , Meixia Tao

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Machine Learning · Computer Science 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls

The recent success of neural networks as implicit representation of data has driven growing interest in neural functionals: models that can process other neural networks as input by operating directly over their weight spaces. Nevertheless,…

Machine Learning · Computer Science 2023-05-24 Allan Zhou , Kaien Yang , Yiding Jiang , Kaylee Burns , Winnie Xu , Samuel Sokota , J. Zico Kolter , Chelsea Finn

Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting. The goal of meta-forecasting is to train over a collection of source time series and generalize to new time series one-at-a-time. Previous…

Machine Learning · Computer Science 2023-02-07 Mike Van Ness , Huibin Shen , Hao Wang , Xiaoyong Jin , Danielle C. Maddix , Karthick Gopalswamy

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models.…

Artificial Intelligence · Computer Science 2024-08-20 Jaehoon Lee , Hankook Lee , Sungik Choi , Sungjun Cho , Moontae Lee

The nonlinear Fourier transform (NFT), a powerful tool in soliton theory and exactly solvable models, is a method for solving integrable partial differential equations governing wave propagation in certain nonlinear media. The NFT…

Information Theory · Computer Science 2014-10-09 Mansoor I. Yousefi , Frank R. Kschischang

Fast Fourier Transform (FFT) is an efficient algorithm to compute the Discrete Fourier Transform (DFT) and its inverse. In this paper, we pay special attention to the description of complex-data FFT. We analyze two common descriptions of…

Numerical Analysis · Computer Science 2011-10-28 Zhengjun Cao , Xiao Fan

Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…

Machine Learning · Computer Science 2022-06-17 Tian Zhou , Ziqing Ma , Qingsong Wen , Xue Wang , Liang Sun , Rong Jin

Multivariate time-series forecasting (MTSF) stands as a compelling field within the machine learning community. Diverse neural network based methodologies deployed in MTSF applications have demonstrated commendable efficacy. Despite the…

Machine Learning · Computer Science 2024-05-24 Wonkeun Jo , Dongil Kim

Graph signal processing (GSP) facilitates the analysis of high-dimensional data on non-Euclidean domains by utilizing graph signals defined on graph vertices. In addition to static data, each vertex can provide continuous time-series…

Signal Processing · Electrical Eng. & Systems 2025-02-21 Tuna Alikaşifoğlu , Bünyamin Kartal , Eray Özgünay , Aykut Koç

Tabular datasets are ubiquitous in data science applications. Given their importance, it seems natural to apply state-of-the-art deep learning algorithms in order to fully unlock their potential. Here we propose neural network models that…

Machine Learning · Computer Science 2021-02-15 Inkit Padhi , Yair Schiff , Igor Melnyk , Mattia Rigotti , Youssef Mroueh , Pierre Dognin , Jerret Ross , Ravi Nair , Erik Altman