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Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability,…

Machine Learning · Computer Science 2026-05-19 Hua Wang , Xianhao Jiao , Fan Zhang

The immense success of the Transformer architecture in Natural Language Processing has led to its adoption in Time Se ries Forecasting (TSF), where superior performance has been shown. However, a recent important paper questioned their…

Computation and Language · Computer Science 2025-10-28 Musleh Alharthi , Kaleel Mahmood , Sarosh Patel , Ausif Mahmood

Integrating model-free and model-based approaches in reinforcement learning has the potential to achieve the high performance of model-free algorithms with low sample complexity. However, this is difficult because an imperfect dynamics…

Machine Learning · Computer Science 2019-06-10 Jacob Buckman , Danijar Hafner , George Tucker , Eugene Brevdo , Honglak Lee

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

Spatial-Temporal Graph (STG) forecasting on large-scale networks has garnered significant attention. However, existing models predominantly focus on short-horizon predictions and suffer from notorious computational costs and memory…

Machine Learning · Computer Science 2026-01-09 Yiji Zhao , Zihao Zhong , Ao Wang , Haomin Wen , Ming Jin , Yuxuan Liang , Huaiyu Wan , Hao Wu

Many real-world ubiquitous applications, such as parking recommendations and air pollution monitoring, benefit significantly from accurate long-term spatio-temporal forecasting (LSTF). LSTF makes use of long-term dependency between spatial…

Machine Learning · Computer Science 2022-09-02 Wei Shao , Zhiling Jin , Shuo Wang , Yufan Kang , Xiao Xiao , Hamid Menouar , Zhaofeng Zhang , Junshan Zhang , Flora Salim

Time series classification is an important analytical task across diverse domains. However, its practical application is often hindered by the scarcity of labeled data and the requirement for substantial computational resources. To address…

Machine Learning · Computer Science 2026-04-29 Xuanhao Yang , Bing Xue , Mengjie Zhang

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

We present a continuous time state estimation framework that unifies traditionally individual tasks of smoothing, tracking, and forecasting (STF), for a class of targets subject to smooth motion processes, e.g., the target moves with nearly…

Applications · Statistics 2021-04-21 Tiancheng Li , Huimin Chen , Shudong Sun , Juan M Corchado

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

Foundation models have achieved remarkable success in natural language processing and computer vision, demonstrating strong capabilities in modeling complex patterns. While recent efforts have explored adapting large language models (LLMs)…

Computer Vision and Pattern Recognition · Computer Science 2025-07-17 Changlu Chen , Yanbin Liu , Chaoxi Niu , Ling Chen , Tianqing Zhu

Time series forecasting (TSF) has been a challenging research area, and various models have been developed to address this task. However, almost all these models are trained with numerical time series data, which is not as effectively…

Machine Learning · Computer Science 2023-03-01 Luoxiao Yang , Xinqi Fan , Zijun Zhang

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Machine Learning · Computer Science 2026-02-04 Huu Hiep Nguyen , Minh Hoang Nguyen , Dung Nguyen , Hung Le

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

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

Transformers have been actively studied for time-series forecasting in recent years. While often showing promising results in various scenarios, traditional Transformers are not designed to fully exploit the characteristics of time-series…

Machine Learning · Computer Science 2022-06-22 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Spatio-temporal forecasting is essential for real-world applications such as traffic management and urban computing. Although recent methods have shown improved accuracy, they often fail to account for dynamic deviations between current…

Machine Learning · Computer Science 2025-10-07 Haotian Gao , Zheng Dong , Jiawei Yong , Shintaro Fukushima , Kenjiro Taura , Renhe Jiang

Traffic forecasting, a crucial application of spatio-temporal graph (STG) learning, has traditionally relied on deterministic models for accurate point estimations. Yet, these models fall short of quantifying future uncertainties. Recently,…

Machine Learning · Computer Science 2024-08-08 Lequan Lin , Dai Shi , Andi Han , Junbin Gao

The prevailing Direct Forecasting (DF) paradigm dominates Long-term Time Series Forecasting (LTSF) by forcing models to predict the entire future horizon in a single forward pass. While efficient, this rigid coupling of output and…

Machine Learning · Computer Science 2026-02-03 Jiaming Ma , Siyuan Mu , Ruilin Tang , Haofeng Ma , Qihe Huang , Zhengyang Zhou , Pengkun Wang , Binwu Wang , Yang Wang

We formulate a new inference task in the domain of multivariate time series forecasting (MTSF), called Variable Subset Forecast (VSF), where only a small subset of the variables is available during inference. Variables are absent during…

Machine Learning · Computer Science 2022-06-28 Jatin Chauhan , Aravindan Raghuveer , Rishi Saket , Jay Nandy , Balaraman Ravindran