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Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows. Retrieval-augmented forecasting addresses this by retrieving historical segments from memory, but existing approaches…

Machine Learning · Computer Science 2026-04-08 Junhyeok Kang , Jun Seo , Soyeon Park , Sangjun Han , Seohui Bae , Hyeokjun Choe , Soonyoung Lee

Weather forecasting remains a crucial yet challenging domain, where recently developed models based on deep learning (DL) have approached the performance of traditional numerical weather prediction (NWP) models. However, these DL models,…

Atmospheric and Oceanic Physics · Physics 2024-02-13 Zhanxiang Hua , Yutong He , Chengqian Ma , Alexandra Anderson-Frey

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

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

Load data from power network clusters indicates economic development in each area, crucial for predicting regional trends and guiding power enterprise decisions. The Transformer model, a leading method for load prediction, faces challenges…

Machine Learning · Computer Science 2024-07-31 Cheng Jiang , Gang Lu , Xue Ma , Di Wu

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Correlated time series (CTS) forecasting plays an essential role in many practical applications, such as traffic management and server load control. Many deep learning models have been proposed to improve the accuracy of CTS forecasting.…

Machine Learning · Computer Science 2023-02-28 Zhichen Lai , Dalin Zhang , Huan Li , Christian S. Jensen , Hua Lu , Yan Zhao

Mining Time Series data has a tremendous growth of interest in today's world. To provide an indication various implementations are studied and summarized to identify the different problems in existing applications. Clustering time series is…

Information Retrieval · Computer Science 2010-05-25 V. Kavitha , M. Punithavalli

Load modeling is difficult due to its uncertain and time-varying properties. Through the recently proposed ambient signals load modeling approach, these properties can be more frequently tracked. However, the large dataset of load modeling…

Systems and Control · Electrical Eng. & Systems 2020-07-01 Xinran Zhang , David J. Hill

Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…

Artificial Intelligence · Computer Science 2025-11-12 Jinbo Li , Hesam Izakian , Witold Pedrycz , Iqbal Jamal

In the distributed systems landscape, Blockchain has catalyzed the rise of cryptocurrencies, merging enhanced security and decentralization with significant investment opportunities. Despite their potential, current research on…

General Economics · Economics 2025-08-11 Yihang Fu , Mingyu Zhou , Luyao Zhang

Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…

Machine Learning · Computer Science 2026-02-16 Xingyu Zhang , Hanyun Du , Zeen Song , Siyu Zhao , Changwen Zheng , Wenwen Qiang

Multivariate time series forecasting plays a crucial role in various fields such as finance, traffic management, energy, and healthcare. Recent studies have highlighted the advantages of channel independence to resist distribution drift but…

Machine Learning · Computer Science 2024-11-19 Lu Han , Xu-Yang Chen , Han-Jia Ye , De-Chuan Zhan

Temporal non-stationarity, the phenomenon that time series distributions change over time, poses fundamental challenges to reliable time series forecasting. Intuitively, the complex time series can be decomposed into two factors, \ie…

Machine Learning · Computer Science 2025-10-21 Mingyuan Xia , Chunxu Zhang , Zijian Zhang , Hao Miao , Qidong Liu , Yuanshao Zhu , Bo Yang

Multivariate time series forecasting requires simultaneously modeling temporal patterns and cross-variate dependencies. Channel-independent methods such as PatchTST excel at temporal modeling but ignore variable correlations, while pure…

Machine Learning · Computer Science 2025-10-24 Yuhang Wang

Large Language Models (LLMs) have recently demonstrated impressive capabilities in natural language processing due to their strong generalization and sequence modeling capabilities. However, their direct application to time series…

Computation and Language · Computer Science 2025-08-12 Yanru Sun , Emadeldeen Eldele , Zongxia Xie , Yucheng Wang , Wenzhe Niu , Qinghua Hu , Chee Keong Kwoh , Min Wu

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Machine Learning · Computer Science 2024-10-18 Zezhi Shao , Fei Wang , Yongjun Xu , Wei Wei , Chengqing Yu , Zhao Zhang , Di Yao , Tao Sun , Guangyin Jin , Xin Cao , Gao Cong , Christian S. Jensen , Xueqi Cheng

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the…

Machine Learning · Computer Science 2024-03-15 Wenyong Han , Tao Zhu Member , Liming Chen , Huansheng Ning , Yang Luo , Yaping Wan

Long-term time series forecasting is critical in domains such as finance, economics, and energy, where accurate and reliable predictions over extended horizons drive strategic decision-making. Despite the progress in machine learning-based…

Machine Learning · Computer Science 2025-02-18 Aditya Dey , Jonas Kusch , Fadi Al Machot

In this paper we present a family of algorithms that can simultaneously align and cluster sets of multidimensional curves measured on a discrete time grid. Our approach is based on a generative mixture model that allows non-linear time…

Applications · Statistics 2012-12-12 Darya Chudova , Scott Gaffney , Padhraic Smyth