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Periodicity is a fundamental characteristic of time series data and has long played a central role in forecasting. Recent deep learning methods strengthen the exploitation of periodicity by treating patches as basic tokens, thereby…

Machine Learning · Computer Science 2025-10-07 Yiming Niu , Jinliang Deng , Yongxin Tong

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

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

Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe…

Machine Learning · Computer Science 2022-06-27 Tian Zhou , Jianqing Zhu , Xue Wang , Ziqing Ma , Qingsong Wen , Liang Sun , Rong Jin

Time series forecasting uses historical data to predict future trends, leveraging the relationships between past observations and available features. In this paper, we propose RAFT, a retrieval-augmented time series forecasting method to…

Machine Learning · Computer Science 2025-05-08 Sungwon Han , Seungeon Lee , Meeyoung Cha , Sercan O Arik , Jinsung Yoon

Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…

Machine Learning · Computer Science 2021-06-08 Qingyang Xu , Qingsong Wen , Liang Sun

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Machine Learning · Computer Science 2025-03-14 Xiangjie Kong , Zhenghao Chen , Weiyao Liu , Kaili Ning , Lechao Zhang , Syauqie Muhammad Marier , Yichen Liu , Yuhao Chen , Feng Xia

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

Quantum Physics · Physics 2025-03-19 Hari Hara Suthan Chittoor , Paul Robert Griffin , Ariel Neufeld , Jayne Thompson , Mile Gu

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

Reliable periodic patterns serve as a fundamental basis for accurate multivariate time series forecasting. However, existing methods either implicitly extract periodicity through complex model architectures (e.g., Transformers) with high…

Machine Learning · Computer Science 2026-05-06 Yingbo Zhou , Yutong Ye , Zhiwei Ling , Shuhao Li , Rui Qian , Jian Xiong , Li Sun , Dejing Dou

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Forecasting complex system dynamics, particularly for long-term predictions, is persistently hindered by error accumulation and computational burdens. This study presents RefreshNet, a multiscale framework developed to overcome these…

Machine Learning · Computer Science 2024-01-25 Junaid Farooq , Danish Rafiq , Pantelis R. Vlachas , Mohammad Abid Bazaz

Among recent developments in time series forecasting methods, deep forecasting models have gained popularity as they can utilize hidden feature patterns in time series to improve forecasting performance. Nevertheless, the majority of…

Machine Learning · Computer Science 2023-10-13 Zhendong Wang , Ioanna Miliou , Isak Samsten , Panagiotis Papapetrou

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu