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Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due…

Machine Learning · Statistics 2021-04-21 Xinyu Chen , Lijun Sun

Time-series forecasting (TSF) finds broad applications in real-world scenarios. Due to the dynamic nature of time-series data, it is crucial to equip TSF models with out-of-distribution (OOD) generalization abilities, as historical training…

Machine Learning · Computer Science 2024-06-14 Haoxin Liu , Harshavardhan Kamarthi , Lingkai Kong , Zhiyuan Zhao , Chao Zhang , B. Aditya Prakash

Time series forecasting has traditionally been formulated as a model-centric, static, and single-pass prediction problem that maps historical observations to future values. While this paradigm has driven substantial progress, it proves…

Machine Learning · Computer Science 2026-03-12 Mingyue Cheng , Xiaoyu Tao , Qi Liu , Ze Guo , Enhong Chen

Selecting an appropriate look-back horizon remains a fundamental challenge in time series forecasting (TSF), particularly in the federated learning scenarios where data is decentralized, heterogeneous, and often non-independent. While…

Machine Learning · Computer Science 2026-01-06 Dahao Tang , Nan Yang , Yanli Li , Zhiyu Zhu , Zhibo Jin , Dong Yuan

The design of training objective is central to training time-series forecasting models. Existing training objectives such as mean squared error mostly treat each future step as an independent, equally weighted task, which we found leading…

Machine Learning · Computer Science 2026-03-20 Hao Wang , Licheng Pan , Yuan Lu , Zhichao Chen , Tianqiao Liu , Shuting He , Zhixuan Chu , Qingsong Wen , Haoxuan Li , Zhouchen Lin

Imbalanced classification remains a pervasive challenge in machine learning, particularly when minority samples are too scarce to provide a robust discriminative boundary. In such extreme scenarios, conventional models often suffer from…

Machine Learning · Computer Science 2026-04-29 Hongfei Wu , Ruijian Han , Yancheng Yuan

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

Accurate volatility forecasts are vital in modern finance for risk management, portfolio allocation, and strategic decision-making. However, existing methods face key limitations. Fully multivariate models, while comprehensive, are…

Statistical Finance · Quantitative Finance 2025-10-09 Duo Zhang , Jiayu Li , Junyi Mo , Elynn Chen

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Machine Learning · Computer Science 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

Machine Learning · Computer Science 2026-03-17 Wentao Gao , Xiaojing Du , Wenjun Yu , Xiongren Chen , Yifan Guo , Feiyu Yang

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Machine Learning · Computer Science 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.…

Machine Learning · Computer Science 2026-02-19 Xu Zhang , Peng Wang , Yichen Li , Wei Wang

The proliferation of computing devices has brought about an opportunity to deploy machine learning models on new problem domains using previously inaccessible data. Traditional algorithms for training such models often require data to be…

Time series classification is a fundamental machine learning task with broad real-world applications. Although many deep learning methods have proven effective in learning time-series data for classification, they were originally developed…

Machine Learning · Computer Science 2026-01-06 Wenbin Pei , Ruohao Dai , Bing Xue , Mengjie Zhang , Qiang Zhang , Yiu-Ming Cheung

Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users often rely on visualizations such as charts and plots to…

Computer Vision and Pattern Recognition · Computer Science 2021-11-23 Srijan Sood , Zhen Zeng , Naftali Cohen , Tucker Balch , Manuela Veloso

Missing values in multivariate time series data can harm machine learning performance and introduce bias. These gaps arise from sensor malfunctions, blackouts, and human error and are typically addressed by data imputation. Previous work…

Machine Learning · Computer Science 2025-03-04 Mohammad Rafid Ul Islam , Prasad Tadepalli , Alan Fern

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Recent advances in deep learning have significantly elevated weather prediction models. However, these models often falter in real-world scenarios due to their sensitivity to spatial-temporal shifts. This issue is particularly acute in…

Machine Learning · Computer Science 2023-12-04 Lu Han , Xu-Yang Chen , Han-Jia Ye , De-Chuan Zhan

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where…

Machine Learning · Computer Science 2025-06-04 Zhiyuan Zhao , Haoxin Liu , Alexander Rodriguez , B. Aditya Prakash
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