English
Related papers

Related papers: FlexTSF: A Flexible Forecasting Model for Time Ser…

200 papers

The field of time series forecasting has garnered significant attention in recent years, prompting the development of advanced models like TimeSieve, which demonstrates impressive performance. However, an analysis reveals certain…

Machine Learning · Computer Science 2025-03-31 Songning Lai , Ninghui Feng , Haochen Sui , Ze Ma , Hao Wang , Zichen Song , Hang Zhao , Yutao Yue

We formulate a new inference task in the domain of multivariate time series forecasting (MTSF), called Variable Subset Forecast (VSF), where only a small subset of the variables is available during inference. Variables are absent during…

Machine Learning · Computer Science 2022-06-28 Jatin Chauhan , Aravindan Raghuveer , Rishi Saket , Jay Nandy , Balaraman Ravindran

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

Computer Vision and Pattern Recognition · Computer Science 2025-10-13 Lefei Shen , Mouxiang Chen , Xu Liu , Han Fu , Xiaoxue Ren , Jianling Sun , Zhuo Li , Chenghao Liu

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

Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS…

Machine Learning · Computer Science 2025-05-26 Boyuan Li , Yicheng Luo , Zhen Liu , Junhao Zheng , Jianming Lv , Qianli Ma

Deep learning has shown strong performance in time series forecasting tasks. However, issues such as missing values and anomalies in sequential data hinder its further development in prediction tasks. Previous research has primarily focused…

Machine Learning · Computer Science 2025-12-17 Hua Wang , Jinghao Lu , Fan Zhang

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

Predicting volatility in financial markets, including stocks, index ETFs, foreign exchange, and cryptocurrencies, remains a challenging task due to the inherent complexity and non-linear dynamics of these time series. In this study, I apply…

Statistical Finance · Quantitative Finance 2024-10-17 Alex Li

Irregular multivariate time series (IMTS) are prevalent in critical domains like healthcare and finance, where accurate forecasting is vital for proactive decision-making. However, the asynchronous sampling and irregular intervals inherent…

Machine Learning · Computer Science 2026-03-16 Xvyuan Liu , Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Chenjuan Guo , Bin Yang , Jilin Hu

Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying…

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

Machine Learning · Computer Science 2026-02-17 Aitian Ma , Dongsheng Luo , Mo Sha

Financial time-series forecasting is critical for maintaining economic stability, guiding informed policymaking, and promoting sustainable investment practices. However, it remains challenging due to various underlying pattern shifts. These…

Machine Learning · Computer Science 2025-08-28 Zhuohang Zhu , Haodong Chen , Qiang Qu , Vera Chung

Multivariate time series forecasting plays a pivotal role in contemporary web technologies. In contrast to conventional methods that involve creating dedicated models for specific time series application domains, this research advocates for…

Machine Learning · Computer Science 2024-02-26 Xu Liu , Junfeng Hu , Yuan Li , Shizhe Diao , Yuxuan Liang , Bryan Hooi , Roger Zimmermann

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Machine Learning · Computer Science 2026-02-04 Huu Hiep Nguyen , Minh Hoang Nguyen , Dung Nguyen , Hung Le

Time series forecasting has played a pivotal role across various industries, including finance, transportation, energy, healthcare, and climate. Due to the abundant seasonal information they contain, timestamps possess the potential to…

Machine Learning · Computer Science 2024-11-21 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jinming Wu , Jianxin Liao

Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…

Machine Learning · Computer Science 2025-01-08 Liyang Qin , Xiaoli Wang , Chunhua Yang , Huaiwen Zou , Haochuan Zhang