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Long-term time series forecasting (LTSF) represents a critical frontier in time series analysis, characterized by extensive input sequences, as opposed to the shorter spans typical of traditional approaches. While longer sequences…

Machine Learning · Computer Science 2024-10-17 Jinliang Deng , Feiyang Ye , Du Yin , Xuan Song , Ivor W. Tsang , Hui Xiong

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Machine Learning · Computer Science 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Predicting the demand for electricity with uncertainty helps in planning and operation of the grid to provide reliable supply of power to the consumers. Machine learning (ML)-based demand forecasting approaches can be categorized into (1)…

Machine Learning · Computer Science 2023-02-15 Yiwei Fu , Nurali Virani , Honggang Wang

Understanding the robustness of deep learning models for multivariate long-term time series forecasting (M-LTSF) remains challenging, as evaluations typically rely on real-world datasets with unknown noise properties. We propose a…

Machine Learning · Computer Science 2026-03-27 Nick Janssen , Melanie Schaller , Bodo Rosenhahn

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen

Recent work shows that linear models can outperform several transformer models in long-term time-series forecasting (TSF). However, instead of explicitly performing temporal interaction through self-attention, linear models implicitly…

Machine Learning · Computer Science 2026-02-03 Xu Zhang , Qitong Wang , Peng Wang , Wei Wang

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Machine Learning · Computer Science 2025-02-25 Ege Onur Taga , M. Emrullah Ildiz , Samet Oymak

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

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

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

The fast adaptation capability of deep neural networks in non-stationary environments is critical for online time series forecasting. Successful solutions require handling changes to new and recurring patterns. However, training deep neural…

Machine Learning · Computer Science 2022-10-18 Quang Pham , Chenghao Liu , Doyen Sahoo , Steven C. H. Hoi

We present Masked Frequency Modeling (MFM), a unified frequency-domain-based approach for self-supervised pre-training of visual models. Instead of randomly inserting mask tokens to the input embeddings in the spatial domain, in this paper,…

Computer Vision and Pattern Recognition · Computer Science 2023-04-26 Jiahao Xie , Wei Li , Xiaohang Zhan , Ziwei Liu , Yew Soon Ong , Chen Change Loy

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

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Machine Learning · Computer Science 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

By investigating iterative methods for a constrained linear model, we propose a new class of fully connected V-cycle MgNet for long-term time series forecasting, which is one of the most difficult tasks in forecasting. MgNet is a CNN model…

Artificial Intelligence · Computer Science 2023-02-03 Jianqing Zhu , Juncai He , Lian Zhang , Jinchao Xu

Long-term time series forecasting (LTSF) is a crucial aspect of modern society, playing a pivotal role in facilitating long-term planning and developing early warning systems. While many Transformer-based models have recently been…

Machine Learning · Computer Science 2023-05-31 Jiaxin Gao , Wenbo Hu , Yuntian Chen

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

Machine Learning · Computer Science 2025-04-16 Yifan Hu , Peiyuan Liu , Peng Zhu , Dawei Cheng , Tao Dai

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang