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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

Recent advancements in foundation models have been successfully extended to the time series (TS) domain, facilitated by the emergence of large-scale TS datasets. However, previous efforts have primarily Capturing channel dependency (CD) is…

Machine Learning · Computer Science 2026-05-29 Seunghan Lee , Taeyoung Park , Kibok Lee

In recent years, deep-learning-based approaches have been introduced to solving time-series forecasting-related problems. These novel methods have demonstrated impressive performance in univariate and low-dimensional multivariate…

Machine Learning · Computer Science 2022-12-07 Weiyu Zong , Mingqian Feng , Griffin Heyrich , Peter Chin

A reliable long-term time-series forecaster is highly demanded in practice but comes across many challenges such as low computational and memory footprints as well as robustness against dynamic learning environments. This paper proposes…

Irregular multivariate time series (IMTS) is characterized by the lack of synchronized observations across its different channels. In this paper, we point out that this channel-wise asynchrony can lead to poor channel-wise modeling of…

Machine Learning · Computer Science 2025-09-23 Shuhan Zhong , Weipeng Zhuo , Sizhe Song , Guanyao Li , Zhongyi Yu , S. -H. Gary Chan

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Many important problems require modelling large-scale spatio-temporal datasets, with one prevalent example being weather forecasting. Recently, transformer-based approaches have shown great promise in a range of weather forecasting…

Machine Learning · Statistics 2024-10-11 Matthew Ashman , Cristiana Diaconu , Eric Langezaal , Adrian Weller , Richard E. Turner

Multivariate time series (MTS) data, when sampled irregularly and asynchronously, often present extensive missing values. Conventional methodologies for MTS analysis tend to rely on temporal embeddings based on timestamps that necessitate…

Machine Learning · Computer Science 2024-05-28 Chun-Kai Huang , Yi-Hsien Hsieh , Ta-Jung Chien , Li-Cheng Chien , Shao-Hua Sun , Tung-Hung Su , Jia-Horng Kao , Che Lin

Urban anomaly predictions, such as traffic accident prediction and crime prediction, are of vital importance to smart city security and maintenance. Existing methods typically use deep learning to capture the intra-dependencies in spatial…

Machine Learning · Computer Science 2023-04-05 Yao Lu , Pengyuan Zhou , Yong Liao , Haiyong Xie

Multivariate forecasting with Transformers faces a core scalability challenge: modeling cross-channel dependencies via attention compounds attention's quadratic sequence complexity with quadratic channel scaling, making full cross-channel…

Machine Learning · Computer Science 2026-05-12 Willa Potosnak , Nina Żukowska , Michał Wiliński , Dan Howarth , Ignacy Stępka , Mononito Goswami , Artur Dubrawski

Accurate spatiotemporal pattern analysis is critical in fields such as urban traffic, meteorology, and public health monitoring. However, existing methods face performance bottlenecks, typically yielding only incremental gains and often…

Machine Learning · Computer Science 2026-05-20 Jing Chen , Shixiang Pan , Yujie Fan , Haocheng Ye , Haitao Xu , Wenqiang Xu

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source…

Machine Learning · Computer Science 2026-01-13 Mingnan Zhu , Qixuan Zhang , Yixuan Cheng , Fangzhou Gu , Shiming Lin

With the rapid development of the Intelligent Transportation System (ITS), accurate traffic forecasting has emerged as a critical challenge. The key bottleneck lies in capturing the intricate spatio-temporal traffic patterns. In recent…

Machine Learning · Computer Science 2023-10-10 Hangchen Liu , Zheng Dong , Renhe Jiang , Jiewen Deng , Jinliang Deng , Quanjun Chen , Xuan Song

Transformer-based methods have recently achieved significant success in 3D human pose estimation, owing to their strong ability to model long-range dependencies. However, relying solely on the global attention mechanism is insufficient for…

Computer Vision and Pattern Recognition · Computer Science 2024-12-30 Guangsheng Xu , Guoyi Zhang , Lejia Ye , Shuwei Gan , Xiaohu Zhang , Xia Yang

Sensor-based human activity recognition is important in daily scenarios such as smart healthcare and homes due to its non-intrusive privacy and low cost advantages, but the problem of out-of-domain generalization caused by differences in…

Signal Processing · Electrical Eng. & Systems 2024-06-26 Jianguo Pan , Zhengxin Hu , Lingdun Zhang , Xia Cai

Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability,…

Machine Learning · Computer Science 2026-05-19 Hua Wang , Xianhao Jiao , Fan Zhang

Traffic flow forecasting is essential and challenging to intelligent city management and public safety. Recent studies have shown the potential of convolution-free Transformer approach to extract the dynamic dependencies among complex…

Physics and Society · Physics 2021-11-08 Xiao Yan , Xianghua Gan , Jingjing Tang , Rui Wang

Effective and Efficient spatio-temporal modeling is essential for action recognition. Existing methods suffer from the trade-off between model performance and model complexity. In this paper, we present a novel Spatio-Temporal Hybrid…

Computer Vision and Pattern Recognition · Computer Science 2020-03-19 Xu Li , Jingwen Wang , Lin Ma , Kaihao Zhang , Fengzong Lian , Zhanhui Kang , Jinjun Wang

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Understanding Origin-Destination (O-D) travel demand is crucial for transportation management. However, traditional spatial-temporal deep learning models grapple with addressing the sparse and long-tail characteristics in high-resolution…

Machine Learning · Computer Science 2024-02-01 Xinke Jiang , Dingyi Zhuang , Xianghui Zhang , Hao Chen , Jiayuan Luo , Xiaowei Gao
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