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With the development of Internet of Things (IoT) systems, precise long-term forecasting method is requisite for decision makers to evaluate current statuses and formulate future policies. Currently, Transformer and MLP are two paradigms for…

Machine Learning · Computer Science 2023-12-12 Li Shen , Yuning Wei , Yangzhu Wang , Hongguang Li

Efficient inventory management and accurate sales forecasting are critical challenges in large-scale e-commerce platforms such as Amazon, where stockouts and overstocking can lead to substantial financial losses and operational…

Computational Engineering, Finance, and Science · Computer Science 2025-12-02 Zheqi Hu , Yiwen Hu , Hanwu Li

Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…

Machine Learning · Computer Science 2025-11-04 Zixuan Ma , Chenfeng Huang

Recent developments related to the energy transition pose particular challenges for distribution grids. Hence, precise load forecasts become more and more important for effective grid management. Novel modeling approaches such as the…

Machine Learning · Computer Science 2023-05-19 Elena Giacomazzi , Felix Haag , Konstantin Hopf

Recent innovations in transformers have shown their superior performance in natural language processing (NLP) and computer vision (CV). The ability to capture long-range dependencies and interactions in sequential data has also triggered a…

Statistical Finance · Quantitative Finance 2025-03-24 Chu Myaet Thwal , Ye Lin Tun , Kitae Kim , Seong-Bae Park , Choong Seon Hong

We present a conformal prediction method for time series using the Transformer architecture to capture long-memory and long-range dependencies. Specifically, we use the Transformer decoder as a conditional quantile estimator to predict the…

Machine Learning · Computer Science 2024-06-11 Junghwan Lee , Chen Xu , Yao Xie

Time series forecasting is a significant problem in many applications, e.g., financial predictions and business optimization. Modern datasets can have multiple correlated time series, which are often generated with global (shared)…

Machine Learning · Computer Science 2021-11-10 Ling Chen , Weiqi Chen , Binqing Wu , Youdong Zhang , Bo Wen , Chenghu Yang

The proliferation of mobile devices generates a massive volume of time series across various domains, where effective time series forecasting enables a variety of real-world applications. This study focuses on a new problem of source-free…

Machine Learning · Computer Science 2025-11-03 Kangjia Yan , Chenxi Liu , Hao Miao , Xinle Wu , Yan Zhao , Chenjuan Guo , Bin Yang

In urban computing, precise and swift forecasting of multivariate time series data from traffic networks is crucial. This data incorporates additional spatial contexts such as sensor placements and road network layouts, and exhibits complex…

Machine Learning · Computer Science 2024-12-19 Tongtong Zhang , Zhiyong Cui , Bingzhang Wang , Yilong Ren , Haiyang Yu , Pan Deng , Yinhai Wang

Long-term time series forecasting (LTSF) provides longer insights into future trends and patterns. Over the past few years, deep learning models especially Transformers have achieved advanced performance in LTSF tasks. However, LTSF faces…

Machine Learning · Computer Science 2024-06-28 Aobo Liang , Xingguo Jiang , Yan Sun , Xiaohou Shi , Ke Li

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some…

Machine Learning · Computer Science 2022-09-30 Yiwei Fu , Honggang Wang , Nurali Virani

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…

Machine Learning · Computer Science 2025-06-25 Pengpeng Ouyang , Dong Chen , Tong Yang , Shuo Feng , Zhao Jin , Mingliang Xu

Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper,…

Machine Learning · Computer Science 2025-05-26 Yihang Lu , Yangyang Xu , Qitao Qing , Xianwei Meng

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

Machine Learning · Computer Science 2024-08-09 Xin Zhou , Weiqing Wang , Wray Buntine , Shilin Qu , Abishek Sriramulu , Weicong Tan , Christoph Bergmeir

Detecting and analyzing complex patterns in multivariate time-series data is crucial for decision-making in urban and environmental system operations. However, challenges arise from the high dimensionality, intricate complexity, and…

Machine Learning · Computer Science 2024-12-25 Haowen Xu , Ali Boyaci , Jianming Lian , Aaron Wilson

The interest in combining model-based control approaches with diffusion models has been growing. Although we have seen many impressive robotic control results in difficult tasks, the performance of diffusion models is highly sensitive to…

Robotics · Computer Science 2026-02-04 Yutaka Shimizu , Masayoshi Tomizuka

Discrete Token Modeling (DTM), which employs vector quantization techniques, has demonstrated remarkable success in modeling non-natural language modalities, particularly in time series generation. While our prior work SDformer established…

Machine Learning · Computer Science 2026-04-07 Shibo Feng , Zhicheng Chen , Xi Xiao , Zhong Zhang , Qing Li , Xingyu Gao , Peilin Zhao

Many methods aim to enhance time series forecasting by decomposing the series through intricate model structures and prior knowledge, yet they are inevitably limited by computational complexity and the robustness of the assumptions. Our…

Machine Learning · Computer Science 2025-10-07 Hanzhong Cao , Wenbo Yan , Ying Tan

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

Machine Learning · Computer Science 2026-01-29 Zhiyu Chen , Minhao Liu , Yanru Zhang