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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

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly…

Machine Learning · Computer Science 2025-09-15 Chenheng Xu , Dan Wu , Yixin Zhu , Ying Nian Wu

Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability…

Machine Learning · Computer Science 2021-03-30 Haoyi Zhou , Shanghang Zhang , Jieqi Peng , Shuai Zhang , Jianxin Li , Hui Xiong , Wancai Zhang

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

Recently, Transformer-base models have made significant progress in the field of time series prediction which have achieved good results and become baseline models beyond Dlinear. The paper proposes an U-Net time series prediction model…

Machine Learning · Computer Science 2024-06-07 Li Chu , Xiao Bingjia , Yuan Qiping

Transformers have gained attention in atmospheric time series forecasting (ATSF) for their ability to capture global spatial-temporal correlations. However, their complex architectures lead to excessive parameter counts and extended…

Machine Learning · Computer Science 2025-09-25 Yisong Fu , Fei Wang , Zezhi Shao , Boyu Diao , Lin Wu , Zhulin An , Chengqing Yu , Yujie Li , Yongjun Xu

Long-term time series forecasting (LTSF) is a critical task across diverse domains. Despite significant advancements in LTSF research, we identify a performance bottleneck in existing LTSF methods caused by the inadequate modeling of…

Machine Learning · Computer Science 2025-09-22 Qi Xiong , Kai Tang , Minbo Ma , Ji Zhang , Jie Xu , Tianrui Li

Unsupervised/self-supervised time series representation learning is a challenging problem because of its complex dynamics and sparse annotations. Existing works mainly adopt the framework of contrastive learning with the time-based…

Machine Learning · Computer Science 2022-05-31 Ling Yang , Shenda Hong

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

Time series forecasting is an important challenge with significant applications in areas such as weather prediction, stock market analysis, scientific simulations and industrial process analysis. In this work, we introduce LMS-AutoTSF, a…

Machine Learning · Computer Science 2025-01-08 Ibrahim Delibasoglu , Sanjay Chakraborty , Fredrik Heintz

Time series forecasting (TSF) faces challenges in modeling complex intra-channel temporal dependencies and inter-channel correlations. Although recent research has highlighted the efficiency of linear architectures in capturing global…

Machine Learning · Computer Science 2026-01-29 Gawon Lee , Hanbyeol Park , Minseop Kim , Dohee Kim , Hyerim Bae

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

Time series forecasting (TSF) is crucial in fields like economic forecasting, weather prediction, traffic flow analysis, and public health surveillance. Real-world time series data often include noise, outliers, and missing values, making…

Machine Learning · Computer Science 2024-07-09 Quangao Liu , Ruiqi Li , Maowei Jiang , Wei Yang , Chen Liang , LongLong Pang , Zhuozhang Zou

Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…

Machine Learning · Computer Science 2026-05-12 Fanpu Cao , Shu Yang , Zhengjian Chen , Ye Liu , Laizhong Cui

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

Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

Machine Learning · Computer Science 2023-05-29 Zheng Sun , Yi Wei , Wenxiao Jia , Long Yu