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Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while…

Machine Learning · Computer Science 2024-11-07 Jialin Chen , Jan Eric Lenssen , Aosong Feng , Weihua Hu , Matthias Fey , Leandros Tassiulas , Jure Leskovec , Rex Ying

Accurate Multivariate Time Series (MTS) forecasting is crucial for collaborative design of complex systems, Digital Twin building, and maintenance ahead of time. However, the collaborative industrial environment presents new challenges for…

Machine Learning · Computer Science 2025-12-02 Shaoxun Wang , Xingjun Zhang , Kun Xia , Qianyang Li , Jiawei Cao , Zhendong Tan

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

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

Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics. This paper proposes CaReTS, a novel…

Machine Learning · Computer Science 2025-11-14 Fulong Yao , Wanqing Zhao , Chao Zheng , Xiaofei Han

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

Machine Learning · Computer Science 2024-03-05 Shiyi Qi , Liangjian Wen , Yiduo Li , Yuanhang Yang , Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal…

Machine Learning · Computer Science 2024-10-04 Siyang Li , Yize Chen , Hui Xiong

Clustering temporal and dynamically changing multivariate time series from real-world fields, called temporal clustering for short, has been a major challenge due to inherent complexities. Although several deep temporal clustering…

Machine Learning · Computer Science 2026-01-13 Zhi Wang , Yanni Li , Pingping Zheng , Yiyuan Jiao

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Machine Learning · Computer Science 2021-04-01 Manie Tadayon , Yumi Iwashita

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…

Machine Learning · Computer Science 2025-09-12 Shengsheng Lin , Haojun Chen , Haijie Wu , Chunyun Qiu , Weiwei Lin

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 (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data.…

Machine Learning · Computer Science 2024-02-26 Kun Yi , Qi Zhang , Hui He , Kaize Shi , Liang Hu , Ning An , Zhendong Niu

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

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

We propose a three-stage framework for forecasting high-dimensional time-series data. Our method first estimates parameters for each univariate time series. Next, we use these parameters to cluster the time series. These clusters can be…

Machine Learning · Computer Science 2021-10-28 Reese Pathak , Rajat Sen , Nikhil Rao , N. Benjamin Erichson , Michael I. Jordan , Inderjit S. Dhillon

Multivariate Time-Series (MTS) clustering is crucial for signal processing and data analysis. Although deep learning approaches, particularly those leveraging Contrastive Learning (CL), are prominent for MTS representation, existing…

Machine Learning · Computer Science 2026-01-13 Zexi Tan , Tao Xie , Haoyi Xiao , Baoyao Yang , Yuzhu Ji , An Zeng , Xiang Zhang , Yiqun Zhang

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

Machine Learning · Computer Science 2022-05-30 Xing Han , Tongzheng Ren , Jing Hu , Joydeep Ghosh , Nhat Ho

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl
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