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Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Machine Learning · Computer Science 2024-05-15 Feifei Li , Suhan Guo , Feng Han , Jian Zhao , Furao Shen

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

Time series forecasting has been a widely explored task of great importance in many applications. However, it is common that real-world time series data are recorded in a short time period, which results in a big gap between the deep model…

Machine Learning · Computer Science 2023-01-10 Yan Li , Xinjiang Lu , Yaqing Wang , Dejing Dou

This paper addresses the problem of time series forecasting for non-stationary signals and multiple future steps prediction. To handle this challenging task, we introduce DILATE (DIstortion Loss including shApe and TimE), a new objective…

Machine Learning · Statistics 2019-11-12 Vincent Le Guen , Nicolas Thome

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Time-to-Collision (TTC) forecasting is a critical task in collision prevention, requiring precise temporal prediction and comprehending both local and global patterns encapsulated in a video, both spatially and temporally. To address the…

Computer Vision and Pattern Recognition · Computer Science 2026-04-20 Nishq Poorav Desai , Ali Etemad , Michael Greenspan

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

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

Multi-Source cross-lingual transfer learning deals with the transfer of task knowledge from multiple labelled source languages to an unlabeled target language under the language shift. Existing methods typically focus on weighting the…

Computation and Language · Computer Science 2024-03-08 Ling Ge , Chunming Hu , Guanghui Ma , Jihong Liu , Hong Zhang

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series…

Machine Learning · Computer Science 2024-07-02 Wei Fan , Kun Yi , Hangting Ye , Zhiyuan Ning , Qi Zhang , Ning An

Time-series representation learning is a fundamental task for time-series analysis. While significant progress has been made to achieve accurate representations for downstream applications, the learned representations often lack…

Machine Learning · Computer Science 2021-05-24 Yuening Li , Zhengzhang Chen , Daochen Zha , Mengnan Du , Denghui Zhang , Haifeng Chen , Xia Hu

Due to the non-stationary nature, the distribution of real-world multivariate time series (MTS) changes over time, which is known as distribution drift. Most existing MTS forecasting models greatly suffer from distribution drift and degrade…

Machine Learning · Computer Science 2024-04-03 Hui He , Qi Zhang , Kun Yi , Kaize Shi , Zhendong Niu , Longbing Cao

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

Accurate and efficient multivariate time series (MTS) forecasting is essential for applications such as traffic management and weather prediction, which depend on capturing long-range temporal dependencies and interactions between entities.…

Machine Learning · Computer Science 2025-05-27 Yiming Niu , Jinliang Deng , Lulu Zhang , Zimu Zhou , Yongxin Tong

As environments evolve, temporal distribution shifts can degrade time series forecasting performance. A straightforward solution is to adapt to nonstationary changes while preserving stationary dependencies. Hence, some methods disentangle…

Machine Learning · Computer Science 2025-03-11 Zijian Li , Ruichu Cai , Zhenhui Yang , Haiqin Huang , Guangyi Chen , Yifan Shen , Zhengming Chen , Xiangchen Song , Kun Zhang

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Interpreting complex time series forecasting models is challenging due to the temporal dependencies between time steps and the dynamic relevance of input features over time. Existing interpretation methods are limited by focusing mostly on…

Machine Learning · Computer Science 2025-03-11 Md. Khairul Islam , Judy Fox

Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the…

Machine Learning · Computer Science 2025-09-26 Jintao Zhang , Mingyue Cheng , Xiaoyu Tao , Zhiding Liu , Daoyu Wang
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