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Multi-variate time series (MTS) forecasting is crucial for various applications. Existing methods have shown promising results owing to their strong ability to capture intra- and inter-variate dependencies. However, these methods often…

Machine Learning · Computer Science 2025-09-05 Binqing Wu , Zongjiang Shang , Jianlong Huang , Ling Chen

Time series data is fundamental to decision-making across many domains including healthcare, finance, power systems, and logistics. However, analyzing this data correctly often requires incorporating unstructured contextual information,…

Machine Learning · Computer Science 2026-03-17 Felix Parker , Nimeesha Chan , Chi Zhang , Kimia Ghobadi

Data-driven model predictive control has two key advantages over model-free methods: a potential for improved sample efficiency through model learning, and better performance as computational budget for planning increases. However, it is…

Machine Learning · Computer Science 2022-07-21 Nicklas Hansen , Xiaolong Wang , Hao Su

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Operating effectively in complex environments while complying with specified constraints is crucial for the safe and successful deployment of robots that interact with and operate around people. In this work, we focus on generating…

Robotics · Computer Science 2024-10-01 Zeyu Feng , Hao Luan , Pranav Goyal , Harold Soh

While most ML models expect independent and identically distributed data, this assumption is often violated in real-world scenarios due to distribution shifts, resulting in the degradation of machine learning model performance. Until now,…

Machine Learning · Computer Science 2024-11-19 Kai Helli , David Schnurr , Noah Hollmann , Samuel Müller , Frank Hutter

Accurate long-term time series forecasting (LTSF) requires the capture of complex long-range dependencies and dynamic periodic patterns. Recent advances in frequency-domain analysis offer a global perspective for uncovering temporal…

Artificial Intelligence · Computer Science 2026-04-28 Xudong Jiang , Mingshan Loo , Hanchen Yang , Wengen Li , Mingrui Zhang , Yichao Zhang , Jihong Guan , Shuigeng Zhou

We present a joint forecasting framework for time series prediction that contrasts with traditional direct or recursive methods. This framework achieves state-of-the-art performance for our designed foundation model, YingLong, and reveals a…

Machine Learning · Computer Science 2025-06-16 Xue Wang , Tian Zhou , Jinyang Gao , Bolin Ding , Jingren Zhou

Fuzzy time series forecasting (FTSF) is a typical forecasting method with wide application. Traditional FTSF is regarded as an expert system which leads to loss of the ability to recognize undefined features. The mentioned is the main…

Machine Learning · Computer Science 2023-08-29 Tianxiang Zhan , Yuanpeng He , Yong Deng , Zhen Li

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…

Machine Learning · Computer Science 2024-08-14 Lifan Zhao , Yanyan Shen

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual…

Artificial Intelligence · Computer Science 2025-09-03 Shiqiao Zhou , Holger Schöner , Huanbo Lyu , Edouard Fouché , Shuo Wang

Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities…

Machine Learning · Computer Science 2026-02-06 Jiecheng Lu , Yan Sun , Shihao Yang

Electrical energy is essential in today's society. Accurate electrical load forecasting is beneficial for better scheduling of electricity generation and saving electrical energy. In this paper, we propose theory-guided deep-learning load…

Machine Learning · Computer Science 2022-10-07 Jiaxin Gao , Wenbo Hu , Dongxiao Zhang , Yuntian Chen

Time series forecasting has traditionally been formulated as a model-centric, static, and single-pass prediction problem that maps historical observations to future values. While this paradigm has driven substantial progress, it proves…

Machine Learning · Computer Science 2026-03-12 Mingyue Cheng , Xiaoyu Tao , Qi Liu , Ze Guo , Enhong Chen

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific…

Machine Learning · Computer Science 2023-11-23 Marcel Kollovieh , Abdul Fatir Ansari , Michael Bohlke-Schneider , Jasper Zschiegner , Hao Wang , Yuyang Wang

Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities,…

Machine Learning · Computer Science 2025-03-14 Jialiang Tang , Shuo Chen , Chen Gong , Jing Zhang , Dacheng Tao

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…

Machine Learning · Computer Science 2024-07-15 Ignacio Hounie , Javier Porras-Valenzuela , Alejandro Ribeiro

We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…

Machine Learning · Statistics 2019-11-25 Junjie Liang , Dongkuan Xu , Yiwei Sun , Vasant Honavar