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Time-series forecasting is crucial for numerous real-world applications including weather prediction and financial market modeling. While temporal-domain methods remain prevalent, frequency-domain approaches can effectively capture…

Machine Learning · Computer Science 2025-08-05 Zhixuan Li , Naipeng Chen , Seonghwa Choi , Sanghoon Lee , Weisi Lin

Reliable weather forecasting is of great importance in science, business, and society. The best performing data-driven models for weather prediction tasks rely on recurrent or convolutional neural networks, where some of which incorporate…

Machine Learning · Computer Science 2022-02-23 Onur Bilgin , Paweł Mąka , Thomas Vergutz , Siamak Mehrkanoon

We propose Mixed-Panels-Transformer Encoder (MPTE), a novel framework for estimating factor models in panel datasets with mixed frequencies and nonlinear signals. Traditional factor models rely on linear signal extraction and require…

Econometrics · Economics 2026-01-26 Alessio Brini , Ekaterina Seregina

Human behavior understanding requires looking at minute details in the large context of a scene containing multiple input modalities. It is necessary as it allows the design of more human-like machines. While transformer approaches have…

Computer Vision and Pattern Recognition · Computer Science 2022-12-09 Tanay Agrawal , Michal Balazia , Philipp Müller , François Brémond

Synthesizing high-quality dynamic medical videos remains a significant challenge due to the need for modeling both spatial consistency and temporal dynamics. Existing Transformer-based approaches face critical limitations, including…

Computer Vision and Pattern Recognition · Computer Science 2025-06-06 Huihan Wang , Zhiwen Yang , Hui Zhang , Dan Zhao , Bingzheng Wei , Yan Xu

While existing multivariate time series forecasting models have advanced significantly in modeling periodicity, they largely neglect the periodic heterogeneity common in real-world data, where variables exhibit distinct and dynamically…

Machine Learning · Computer Science 2026-03-03 Jiaming Ma , Qihe Huang , Haofeng Ma , Guanjun Wang , Sheng Huang , Zhengyang Zhou , Pengkun Wang , Binwu Wang , Yang Wang

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

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

While model architectures and training strategies have become more generic and flexible with respect to different data modalities over the past years, a persistent limitation lies in the assumption of fixed quantities and arrangements of…

Image and Video Processing · Electrical Eng. & Systems 2023-11-07 Lisa Weijler , Florian Kowarsch , Michael Reiter , Pedro Hermosilla , Margarita Maurer-Granofszky , Michael Dworzak

Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…

Machine Learning · Computer Science 2024-07-02 Ruiqi Li , Maowei Jiang , Kai Wang , Kaiduo Feng , Quangao Liu , Yue Sun , Xiufang Zhou

This paper introduces FANTF (Fuzzy Attention Network-Based Transformers), a novel approach that integrates fuzzy logic with existing transformer architectures to advance time series forecasting, classification, and anomaly detection tasks.…

Machine Learning · Computer Science 2025-04-02 Sanjay Chakraborty , Fredrik Heintz

Multi-horizon time series forecasting has many practical applications such as demand forecasting. Accurate demand prediction is critical to help make buying and inventory decisions for supply chain management of e-commerce and physical…

Detecting anomalies in time-series data is critical in domains such as industrial operations, finance, and cybersecurity, where early identification of abnormal patterns is essential for ensuring system reliability and enabling preventive…

Machine Learning · Computer Science 2026-02-20 Hyeongwon Kang , Jinwoo Park , Seunghun Han , Pilsung Kang

The complex world around us is inherently multimodal and sequential (continuous). Information is scattered across different modalities and requires multiple continuous sensors to be captured. As machine learning leaps towards better…

Machine Learning · Computer Science 2019-11-25 Amir Zadeh , Chengfeng Mao , Kelly Shi , Yiwei Zhang , Paul Pu Liang , Soujanya Poria , Louis-Philippe Morency

Time series forecasting is a long-standing challenge due to the real-world information is in various scenario (e.g., energy, weather, traffic, economics, earthquake warning). However some mainstream forecasting model forecasting result is…

Artificial Intelligence · Computer Science 2022-12-05 Maowei Jiang , Pengyu Zeng , Kai Wang , Huan Liu , Wenbo Chen , Haoran Liu

Neural ODEs (NODEs) have emerged as powerful tools for modeling time series data, offering the flexibility to adapt to varying input scales and capture complex dynamics. However, they face significant challenges: first, their reliance on…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Yang Weng

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

Long-term weather forecasting is critical for socioeconomic planning and disaster preparedness. While recent approaches employ finetuning to extend prediction horizons, they remain constrained by the issues of catastrophic forgetting, error…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Hao Chen , Tao Han , Jie Zhang , Song Guo , Fenghua Ling , Lei Bai
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