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Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging.…
Time series forecasting is crucial for various applications, such as weather forecasting, power load forecasting, and financial analysis. In recent studies, MLP-mixer models for time series forecasting have been shown as a promising…
Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…
Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…
Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…
Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting…
Transformers have gained popularity in time series forecasting for their ability to capture long-sequence interactions. However, their high memory and computing requirements pose a critical bottleneck for long-term forecasting. To address…
Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…
Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…
Time series analysis plays a critical role in numerous applications, supporting tasks such as forecasting, classification, anomaly detection, and imputation. In this work, we present the time series pattern machine (TSPM), a model designed…
Time series forecasting is a crucial task in various domains. Caused by factors such as trends, seasonality, or irregular fluctuations, time series often exhibits non-stationary. It obstructs stable feature propagation through deep layers,…
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…
Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…
Spatiotemporal forecasting is critical in applications such as traffic prediction, climate modeling, and environmental monitoring. However, the prevalence of missing data in real-world sensor networks significantly complicates this task. In…
Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…
Long-term time series forecasting requires models that simultaneously capture rapid oscillations, medium-range periodicities, and slowly evolving macro-trends from a fixed look-back window. Existing lightweight MLP-based models typically…
Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…
Time series data can be represented in both the time and frequency domains, with the time domain emphasizing local dependencies and the frequency domain highlighting global dependencies. To harness the strengths of both domains in capturing…
Multivariate time series forecasting is widely applied in fields such as transportation, energy, and finance. However, the data commonly suffers from issues of multi-scale characteristics, weak correlations, and noise interference, which…
Predicting volatility in financial markets, including stocks, index ETFs, foreign exchange, and cryptocurrencies, remains a challenging task due to the inherent complexity and non-linear dynamics of these time series. In this study, I apply…