English
Related papers

Related papers: Fi$^2$VTS: Time Series Forecasting Via Capturing I…

200 papers

Time series forecasting (TSF) is crucial in fields like economic forecasting, weather prediction, traffic flow analysis, and public health surveillance. Real-world time series data often include noise, outliers, and missing values, making…

Machine Learning · Computer Science 2024-07-09 Quangao Liu , Ruiqi Li , Maowei Jiang , Wei Yang , Chen Liang , LongLong Pang , Zhuozhang Zou

Irregularly sampled time series (ISTS) are widespread in real-world scenarios, exhibiting asynchronous observations on uneven time intervals across variables. Existing ISTS forecasting methods often solely utilize historical observations to…

Computer Vision and Pattern Recognition · Computer Science 2026-03-09 Zhi Lei , Chenxi Liu , Hao Miao , Wanghui Qiu , Bin Yang , Chenjuan Guo

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Machine Learning · Computer Science 2026-02-04 Huu Hiep Nguyen , Minh Hoang Nguyen , Dung Nguyen , Hung Le

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

In many machine learning tasks, input features with varying degrees of predictive capability are acquired at varying costs. In order to optimize the performance-cost trade-off, one would select features to observe a priori. However, given…

Machine Learning · Computer Science 2022-04-04 Randy Ardywibowo , Shahin Boluki , Zhangyang Wang , Bobak Mortazavi , Shuai Huang , Xiaoning Qian

Timely response of Network Intrusion Detection Systems (NIDS) is constrained by the flow generation process which requires accumulation of network packets. This paper introduces Multivariate Time Series (MTS) early detection into NIDS to…

Cryptography and Security · Computer Science 2024-05-28 Jinxin Liu , Murat Simsek , Michele Nogueira , Burak Kantarci

Forecasting Multivariate Time Series (MTS) involves significant challenges in various application domains. One immediate challenge is modeling temporal patterns with the finite length of the input. These temporal patterns usually involve…

Machine Learning · Computer Science 2024-09-30 Muyao Wang , Wenchao Chen , Zhibin Duan , Bo Chen

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

The nonlinear nature of chaotic systems results in extreme sensitivity to initial conditions and highly intricate dynamical behaviors, posing fundamental challenges for accurately predicting their evolution. To overcome the limitation that…

Machine Learning · Computer Science 2026-03-18 Junwen Ma , Mingyu Ge , Yisen Wang , Yong Zhang , Weicheng Fu

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…

To enhance the accuracy and robustness of PM$_{2.5}$ concentration forecasting, this paper introduces FALNet, a Frequency-Aware LSTM Network that integrates frequency-domain decomposition, temporal modeling, and attention-based refinement.…

Machine Learning · Computer Science 2025-04-16 Jiahui Lu , Shuang Wu , Zhenkai Qin , Guifang Yang

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

Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. Traditional time series approaches for prediction often focus on either autoregressive modeling, which relies solely on…

Machine Learning · Computer Science 2025-04-22 Kshitij Tayal , Arvind Renganathan , Xiaowei Jia , Vipin Kumar , Dan Lu

Foundation models (FMs) have transformed natural language processing, but their success has not yet translated to time series forecasting. Existing time series foundation models (TSFMs), often based on transformer variants, struggle with…

Machine Learning · Computer Science 2025-08-20 Lars Graf , Thomas Ortner , Stanisław Woźniak , Angeliki Pantazi

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

Machine Learning · Computer Science 2026-01-29 Zhiyu Chen , Minhao Liu , Yanru Zhang

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Time series forecasting has recently achieved significant progress with multi-scale models to address the heterogeneity between long and short range patterns. Despite their state-of-the-art performance, we identify two potential areas for…

Machine Learning · Computer Science 2025-02-18 Zihao Wu , Juncheng Dong , Haoming Yang , Vahid Tarokh

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

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

Recent progress in foundation models has enabled strong zero-shot performance for time series forecasting. In this work, we show that such capabilities can also emerge from tabular foundation models. We introduce TabPFN-TS, a simple method…

Machine Learning · Computer Science 2026-01-28 Shi Bin Hoo , Samuel Müller , David Salinas , Frank Hutter