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Time-series forecasting is a critical task across many domains, from engineering to economics, where accurate predictions drive strategic decisions. However, applying advanced deep learning models in challenging, volatile domains like…

Machine Learning · Computer Science 2026-02-23 Andrzej Podobiński , Jarosław A. Chudziak

Predictive models are finding an increasing number of applications in many industries. As a result, a practical means for trading-off the cost of deploying a model versus its effectiveness is needed. Our work is motivated by risk prediction…

Machine Learning · Statistics 2016-04-21 Daniel P. Robinson , Suchi Saria

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Traditional time series models are task-specific and often depend on dataset-specific training and extensive feature engineering. While Transformer-based architectures have improved scalability, foundation models, commonplace in text,…

Machine Learning · Computer Science 2025-05-21 Utsav Dutta , Sina Khoshfetrat Pakazad , Henrik Ohlsson

Representation learning plays a critical role in the analysis of time series data and has high practical value across a wide range of applications. including trend analysis, time series data retrieval and forecasting. In practice, data…

Machine Learning · Computer Science 2023-12-13 Chengyang Ye , Qiang Ma

The architecture of transformers, which recently witness booming applications in vision tasks, has pivoted against the widespread convolutional paradigm. Relying on the tokenization process that splits inputs into multiple tokens,…

Computer Vision and Pattern Recognition · Computer Science 2022-12-22 Shengju Qian , Yi Zhu , Wenbo Li , Mu Li , Jiaya Jia

Time series forecasting is essential across domains from finance to supply chain management. This paper introduces ForecastGAN, a novel decomposition based adversarial framework addressing limitations in existing approaches for…

Machine Learning · Computer Science 2025-11-07 Syeda Sitara Wishal Fatima , Afshin Rahimi

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…

Machine Learning · Computer Science 2024-12-17 Soroush Omranpour , Guillaume Rabusseau , Reihaneh Rabbany

Traffic forecasting is a challenging problem due to complex road networks and sudden speed changes caused by various events on roads. A number of models have been proposed to solve this challenging problem with a focus on learning…

Machine Learning · Computer Science 2022-03-09 Hyunwook Lee , Seungmin Jin , Hyeshin Chu , Hongkyu Lim , Sungahn Ko

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Real-world deep learning models developed for Time Series Forecasting are used in several critical applications ranging from medical devices to the security domain. Many previous works have shown how deep learning models are prone to…

Machine Learning · Computer Science 2023-01-30 Yuvaraj Govindarajulu , Avinash Amballa , Pavan Kulkarni , Manojkumar Parmar

Symbolic encoding has been used in multi-operator learning as a way to embed additional information for distinct time-series data. For spatiotemporal systems described by time-dependent partial differential equations, the equation itself…

Machine Learning · Computer Science 2024-09-19 Derek Jollie , Jingmin Sun , Zecheng Zhang , Hayden Schaeffer

Deep neural networks are often applied to medical images to automate the problem of medical diagnosis. However, a more clinically relevant question that practitioners usually face is how to predict the future trajectory of a disease.…

Image and Video Processing · Electrical Eng. & Systems 2023-09-20 Huy Hoang Nguyen , Matthew B. Blaschko , Simo Saarakkala , Aleksei Tiulpin

Time series forecasting has received wide interest from existing research due to its broad applications and inherent challenging. The research challenge lies in identifying effective patterns in historical series and applying them to future…

Machine Learning · Computer Science 2023-07-14 Tianlong Zhao , Xiang Ma , Xuemei Li , Caiming Zhang

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Machine Learning · Computer Science 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

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

Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…

Computational Engineering, Finance, and Science · Computer Science 2019-06-11 Dat Thanh Tran , Alexandros Iosifidis , Juho Kanniainen , Moncef Gabbouj