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Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

When evaluating quantities of interest that depend on the solutions to differential equations, we inevitably face the trade-off between accuracy and efficiency. Especially for parametrized, time dependent problems in engineering…

Numerical Analysis · Mathematics 2022-12-21 Paolo Conti , Mengwu Guo , Andrea Manzoni , Jan S. Hesthaven

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

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

Large language models (LLMs) have demonstrated their effectiveness in multivariate time series classification (MTSC). Effective adaptation of LLMs for MTSC necessitates informative data representations. Existing LLM-based methods directly…

Artificial Intelligence · Computer Science 2025-10-29 Jiahao Wang , Mingyue Cheng , Qingyang Mao , Yitong Zhou , Daoyu Wang , Qi Liu , Feiyang Xu , Xin Li

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

Time series forecasting plays a crucial role in diverse fields, necessitating the development of robust models that can effectively handle complex temporal patterns. In this article, we present a novel feature selection method embedded in…

Machine Learning · Computer Science 2024-01-01 Raquel Espinosa , Fernando Jiménez , José Palma

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

In this paper we investigate to what extent long short-term memory neural networks (LSTMs) are suitable for demand forecasting in the e-grocery retail sector. For this purpose, univariate as well as multivariate LSTM-based models were…

Machine Learning · Computer Science 2020-08-20 Marta Gołąbek , Robin Senge , Rainer Neumann

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

RNN-based methods have faced challenges in the Long-term Time Series Forecasting (LTSF) domain when dealing with excessively long look-back windows and forecast horizons. Consequently, the dominance in this domain has shifted towards…

Machine Learning · Computer Science 2023-08-23 Shengsheng Lin , Weiwei Lin , Wentai Wu , Feiyu Zhao , Ruichao Mo , Haotong Zhang

Demand forecasting in power sector has become an important part of modern demand management and response systems with the rise of smart metering enabled grids. Long Short-Term Memory (LSTM) shows promising results in predicting time series…

Machine Learning · Computer Science 2021-07-30 Koushik Roy , Abtahi Ishmam , Kazi Abu Taher

Time series forecasting (TSF) remains a challenging and largely unsolved problem in machine learning, despite significant recent efforts leveraging Large Language Models (LLMs), which predominantly rely on Transformer architectures.…

Machine Learning · Computer Science 2025-10-14 Yufa Zhou , Yixiao Wang , Surbhi Goel , Anru R. Zhang

The ever-increasing demand to extract temporal correlations across sequential data and perform context-based learning in this era of big data has led to the development of long short-term memory (LSTM) networks. Furthermore, there is an…

Emerging Technologies · Computer Science 2022-04-06 Honey Nikam , Siddharth Satyam , Shubham Sahay

Deep learning model (primarily convolutional networks and LSTM) for time series classification has been studied broadly by the community with the wide applications in different domains like healthcare, finance, industrial engineering and…

Machine Learning · Computer Science 2021-03-29 Minghao Liu , Shengqi Ren , Siyuan Ma , Jiahui Jiao , Yizhou Chen , Zhiguang Wang , Wei Song

The prevailing Direct Forecasting (DF) paradigm dominates Long-term Time Series Forecasting (LTSF) by forcing models to predict the entire future horizon in a single forward pass. While efficient, this rigid coupling of output and…

Machine Learning · Computer Science 2026-02-03 Jiaming Ma , Siyuan Mu , Ruilin Tang , Haofeng Ma , Qihe Huang , Zhengyang Zhou , Pengkun Wang , Binwu Wang , Yang Wang

We propose a transition-based dependency parser using Recurrent Neural Networks with Long Short-Term Memory (LSTM) units. This extends the feedforward neural network parser of Chen and Manning (2014) and enables modelling of entire…

Computation and Language · Computer Science 2016-07-01 Adhiguna Kuncoro , Yuichiro Sawai , Kevin Duh , Yuji Matsumoto

This paper presents an advanced Federated Learning (FL) framework for forecasting complex spatiotemporal data, improving upon recent state-of-the-art models. In the proposed approach, the original Gated Recurrent Unit (GRU) module within…

Machine Learning · Computer Science 2025-10-02 Thien Pham , Angelo Furno , Faïcel Chamroukhi , Latifa Oukhellou

Over the past few decades, the hydrology community has witnessed notable advancements in streamflow prediction, particularly with the introduction of cutting-edge machine-learning algorithms. Recurrent neural networks, especially Long…

Machine Learning · Computer Science 2023-05-23 Sinan Rasiya Koya , Tirthankar Roy