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Reversible Instance Normalization (RevIN) is a key technique enabling simple linear models to achieve state-of-the-art performance in time series forecasting. While replacing its non-robust statistics with robust counterparts (termed…

Machine Learning · Computer Science 2025-10-07 Fanzhe Fu , Yang Yang

Data normalization is one of the most important preprocessing steps when building a machine learning model, especially when the model of interest is a deep neural network. This is because deep neural network optimized with stochastic…

Statistical Finance · Quantitative Finance 2021-09-03 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

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 time-series analysis has traditionally focused on modeling data in the time domain, often with some approaches incorporating equivalent Fourier domain representations as auxiliary spectral features. In this work, we shift the main…

Machine Learning · Computer Science 2024-10-08 Minjung Kim , Yusuke Hioka , Michael Witbrock

The method is based on four fundamental features. The total spin precession frequency in the vertical plane due to the electric and magnetic dipole moments in an imperfect ring in a vertical plane is measured. The position of the ring…

Accelerator Physics · Physics 2017-11-20 Yury Senichev , Alexander Aksentev , Andrey Ivanov , Eremey Valetov

Nonstationary time series forecasting suffers from the distribution shift issue due to the different distributions that produce the training and test data. Existing methods attempt to alleviate the dependence by, e.g., removing low-order…

Machine Learning · Computer Science 2026-02-20 Xihao Piao , Zheng Chen , Lingwei Zhu , Yushun Dong , Yasuko Matsubara , Yasushi Sakurai

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

Machine Learning · Computer Science 2025-02-14 Luca Butera , Giovanni De Felice , Andrea Cini , Cesare Alippi

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

In this paper we investigate the performance of periodogram based estimators of the spectral density matrix of possibly high-dimensional time series. We suggest and study shrinkage as a remedy against numerical instabilities due to…

Statistics Theory · Mathematics 2008-08-13 Hilmar Böhm , Rainer von Sachs

Domain generalization methods aim to learn transferable knowledge from source domains that can generalize well to unseen target domains. Recent studies show that neural networks frequently suffer from a simplicity-biased learning behavior…

Machine Learning · Computer Science 2024-10-22 Xilin He , Jingyu Hu , Qinliang Lin , Cheng Luo , Weicheng Xie , Siyang Song , Muhammad Haris Khan , Linlin Shen

Normalization layer constitutes an essential component in neural networks. In transformers, the predominantly used RMSNorm constrains vectors to a unit hypersphere, followed by dimension-wise rescaling through a learnable scaling…

Machine Learning · Computer Science 2026-02-12 Wenrui Cai , Defa Zhu , Qingjie Liu , Qiyang Min

Despite their popularity, deep neural networks (DNNs) applied to time series forecasting often fail to beat simpler statistical models. One of the main causes of this suboptimal performance is the data non-stationarity present in many…

Machine Learning · Computer Science 2024-10-08 Edoardo Urettini , Daniele Atzeni , Reshawn J. Ramjattan , Antonio Carta

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

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Improving the generalization ability of Deep Neural Networks (DNNs) is critical for their practical uses, which has been a longstanding challenge. Some theoretical studies have uncovered that DNNs have preferences for some frequency…

Computer Vision and Pattern Recognition · Computer Science 2023-03-28 Shiqi Lin , Zhizheng Zhang , Zhipeng Huang , Yan Lu , Cuiling Lan , Peng Chu , Quanzeng You , Jiang Wang , Zicheng Liu , Amey Parulkar , Viraj Navkal , Zhibo Chen

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

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency…

Machine Learning · Computer Science 2026-03-11 Boya Zhang , Shuaijie Yin , Huiwen Zhu , Xing He

The frequency-domain fast boundary element method (BEM) combined with the exponential window technique leads to an efficient yet simple method for elastodynamic analysis. In this paper, the efficiency of this method is further enhanced by…

Computational Engineering, Finance, and Science · Computer Science 2013-03-22 Jinyou Xiao , Wenjing Ye , Lihua Wen

Interest in functional time series has spiked in the recent past with papers covering both methodology and applications being published at a much increased pace. This article contributes to the research in this area by proposing a new…

Methodology · Statistics 2019-11-21 Alexander Aue , Anne van Delft

Previous research in speech enhancement has mostly focused on modeling time or time-frequency domain information alone, with little consideration given to the potential benefits of simultaneously modeling both domains. Since these domains…

Sound · Computer Science 2023-05-16 Feng Dang , Qi Hu , Pengyuan Zhang , Yonghong Yan