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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

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

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…

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…

Machine Learning · Computer Science 2023-10-18 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Artificial Intelligence · Computer Science 2022-09-28 Baoyu Jing , Si Zhang , Yada Zhu , Bin Peng , Kaiyu Guan , Andrew Margenot , Hanghang Tong

In the field of machine learning and artificial intelligence, time series forecasting plays a pivotal role across various domains such as finance, healthcare, and weather. However, the task of selecting the most suitable forecasting method…

Machine Learning · Computer Science 2024-07-26 Anvitha Thirthapura Sreedhara , Joaquin Vanschoren

In today's data-driven landscape, time series forecasting is pivotal in decision-making across various sectors. Yet, the proliferation of more diverse time series data, coupled with the expanding landscape of available forecasting methods,…

Machine Learning · Computer Science 2024-05-01 Marc-André Zöller , Marius Lindauer , Marco F. Huber

Time series forecasting has applications across domains and industries, especially in healthcare, but the technical expertise required to analyze data, build models, and interpret results can be a barrier to using these techniques. This…

Machine Learning · Computer Science 2025-12-10 Aaron D. Mullen , Daniel R. Harris , Svetla Slavova , V. K. Cody Bumgardner

While multimodal data sources are increasingly available from real-world forecasting, most existing research remains on unimodal time series. In this work, we present MoTime, a suite of multimodal time series forecasting datasets that pair…

Machine Learning · Computer Science 2025-06-02 Xin Zhou , Weiqing Wang , Francisco J. Baldán , Wray Buntine , Christoph Bergmeir

State-of-the-art methods for explaining predictions from time series involve learning an instance-wise saliency mask for each time step; however, many types of time series are difficult to interpret in the time domain, due to the inherently…

Machine Learning · Computer Science 2025-04-04 Thea Brüsch , Kristoffer K. Wickstrøm , Mikkel N. Schmidt , Robert Jenssen , Tommy S. Alstrøm

A large number of time series forecasting models including traditional statistical models, machine learning models and more recently deep learning have been proposed in the literature. However, choosing the right model along with good…

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

We present sktime -- a new scikit-learn compatible Python library with a unified interface for machine learning with time series. Time series data gives rise to various distinct but closely related learning tasks, such as forecasting and…

Machine Learning · Computer Science 2019-09-18 Markus Löning , Anthony Bagnall , Sajaysurya Ganesh , Viktor Kazakov , Jason Lines , Franz J. Király

Long-term time series forecasting in centralized environments poses unique challenges regarding data privacy, communication overhead, and scalability. To address these challenges, we propose FedTime, a federated large language model (LLM)…

Machine Learning · Computer Science 2024-07-31 Raed Abdel-Sater , A. Ben Hamza

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Time series forecasting (TSF) possesses great practical values in various fields, including power and energy, transportation, etc. TSF methods have been studied based on knowledge from classical statistics to modern deep learning. Yet, all…

Machine Learning · Computer Science 2025-10-27 Luoxiao Yang , Yun Wang , Xinqi Fan , Israel Cohen , Jingdong Chen , Zijun Zhang

Multivariate long-term time series forecasting aims to predict future sequences by utilizing historical observations, with a core focus on modeling intra-sequence and cross-channel dependencies. Numerous studies have developed diverse…

Machine Learning · Computer Science 2026-02-03 Gaoxiang Zhao , Chunmao Huang , Li Zhou , Xiaoqiang Wang

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

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