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Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Statistical Finance · Quantitative Finance 2022-01-21 Carmina Fjellström

Scaling laws play a central role in the success of Large Language Models (LLMs), enabling the prediction of model performance relative to compute budgets prior to training. While Transformers have been the dominant architecture, recent…

Machine Learning · Computer Science 2026-02-23 Maximilian Beck , Kajetan Schweighofer , Sebastian Böck , Sebastian Lehner , Sepp Hochreiter

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

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…

Machine Learning · Computer Science 2023-12-25 Aiyinsi Zuo , Haixi Zhang , Zirui Li , Ce Zheng

We analyse multimodal time-series data corresponding to weight, sleep and steps measurements. We focus on predicting whether a user will successfully achieve his/her weight objective. For this, we design several deep long short-term memory…

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better…

Machine Learning · Computer Science 2023-11-13 Seonkyu Lim , Jaehyeon Park , Seojin Kim , Hyowon Wi , Haksoo Lim , Jinsung Jeon , Jeongwhan Choi , Noseong Park

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one…

Machine Learning · Computer Science 2022-12-07 Zanwei Zhou , Ruizhe Zhong , Chen Yang , Yan Wang , Xiaokang Yang , Wei Shen

Time Series Forecasting (TSF) has long been a challenge in time series analysis. Inspired by the success of Large Language Models (LLMs), researchers are now developing Large Time Series Models (LTSMs)-universal transformer-based models…

The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects of LHF in this period and how deep learning has incorporated variants of trend, seasonality,…

Machine Learning · Computer Science 2025-06-17 Hans Krupakar , Kandappan V A

Accurate spatiotemporal traffic forecasting is vital for intelligent resource management in 5G and beyond. However, conventional AI approaches often fail to capture the intricate spatial and temporal patterns that exist, due to e.g., the…

Machine Learning · Computer Science 2025-07-29 Khalid Ali , Zineddine Bettouche , Andreas Kassler , Andreas Fischer

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

The Long Short-Term Memory (LSTM) layer is an important advancement in the field of neural networks and machine learning, allowing for effective training and impressive inference performance. LSTM-based neural networks have been…

Neural and Evolutionary Computing · Computer Science 2019-01-04 Daniel Kent , Fathi M. Salem

Previous RNN architectures have largely been superseded by LSTM, or "Long Short-Term Memory". Since its introduction, there have been many variations on this simple design. However, it is still widely used and we are not aware of a…

Neural and Evolutionary Computing · Computer Science 2017-04-03 Andrew Pulver , Siwei Lyu

Long-term multivariate time series forecasting (LTSF) plays a crucial role in various high-performance computing applications, including real-time energy grid management and large-scale traffic flow simulation. However, existing solutions…

Machine Learning · Computer Science 2026-02-03 Qianyang Li , Xingjun Zhang , Shaoxun Wang , Jia Wei , Yueqi Xing

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

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

Transformer-based models have gained increasing attention in time series research, driving interest in Large Language Models (LLMs) and foundation models for time series analysis. As the field moves toward multi-modality, Large Vision…

Machine Learning · Computer Science 2025-07-11 Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Zhigang Deng , Qingsong Wen , Jingchao Ni

Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…

Machine Learning · Computer Science 2023-08-29 Chaoqun Wang , Yijun Li , Xiangqian Sun , Qi Wu , Dongdong Wang , Zhixiang Huang

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