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Vertical federated learning (VFL) is a promising area for time series forecasting in many applications, such as healthcare and manufacturing. Critical challenges to address include data privacy and over-fitting on small and noisy datasets…

Machine Learning · Computer Science 2025-06-12 Aditya Shankar , Jérémie Decouchant , Dimitra Gkorou , Rihan Hai , Lydia Y. Chen

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

Spatio-temporal processes often exhibit highly heterogeneous and non-intuitive responses to localized disruptions, limiting the effectiveness of conventional message passing approaches in modeling local heterogeneity. We reformulate…

Machine Learning · Computer Science 2026-04-21 Abeer Mostafa , Raneen Younis , Zahra Ahmadi

Addressing complex meteorological processes at a fine spatial resolution requires substantial computational resources. To accelerate meteorological simulations, researchers have utilized neural networks to downscale meteorological variables…

Atmospheric and Oceanic Physics · Physics 2024-04-30 Jing Hu , Honghu Zhang , Peng Zheng , Jialin Mu , Xiaomeng Huang , Xi Wu

Modeling of spherical metasurfaces using Generalized Sheet Transition Conditions (GSTCs) and Vector Wave Function (VWF) expansion is presented. The fields internal and external to the metasurface is expanded in terms of spherical VWFs and…

Classical Physics · Physics 2019-06-26 Srikumar Sandeep , Shao Ying Huang

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

Data-driven methods are emerging as efficient alternatives to traditional numerical forecasting, offering fast inference and lower computational cost. Yet, for complex systems, long-term accuracy often deteriorates due to error…

Machine Learning · Computer Science 2025-09-03 Hao Zhou , Sibo Cheng

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

Efficiently modeling spatio-temporal (ST) physical processes and observations presents a challenging problem for the deep learning community. Many recent studies have concentrated on meticulously reconciling various advantages, leading to…

Artificial Intelligence · Computer Science 2024-06-04 Hao Wu , Yuxuan Liang , Wei Xiong , Zhengyang Zhou , Wei Huang , Shilong Wang , Kun Wang

Time series foundation models (TSFMs) have demonstrated increasing capabilities due to their extensive pretraining on large volumes of diverse time series data. Consequently, the quality of time series data is crucial to TSFM performance,…

Machine Learning · Computer Science 2026-03-11 Shunyu Wu , Tianyue Li , Yixuan Leng , Jingyi Suo , Jian Lou , Dan Li , See-Kiong Ng

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

We introduce SiamTST, a novel representation learning framework for multivariate time series. SiamTST integrates a Siamese network with attention, channel-independent patching, and normalization techniques to achieve superior performance.…

Machine Learning · Computer Science 2024-07-03 Simen Kristoffersen , Peter Skaar Nordby , Sara Malacarne , Massimiliano Ruocco , Pablo Ortiz

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ''GAME,'' where models are ranked, compared, and declared…

Machine Learning · Computer Science 2026-03-10 Thanapol Phungtua-eng , Yoshitaka Yamamoto

Telemetry streams from large-scale Internet-connected systems (e.g., IoT deployments and online platforms) naturally form an irregular multivariate time series (IMTS) whose accurate forecasting is operationally vital. A closer examination…

Machine Learning · Computer Science 2026-02-04 Ziyu Zhou , Yuchen Fang , Weilin Ruan , Shiyu Wang , James Kwok , Yuxuan Liang

Spatiotemporal predictive learning (ST-PL) is a hotspot with numerous applications, such as object movement and meteorological prediction. It aims at predicting the subsequent frames via observed sequences. However, inherent uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2022-04-13 Zenghao Chai , Zhengzhuo Xu , Yunpeng Bai , Zhihui Lin , Chun Yuan

The forecasting of Multivariate Time Series (MTS) has long been an important but challenging task. Due to the non-stationary problem across long-distance time steps, previous studies primarily adopt stationarization method to attenuate the…

Machine Learning · Computer Science 2024-03-11 Muyao Wang , Wenchao Chen , Bo Chen

Spatio-temporal graphs are powerful tools for modeling complex dependencies in traffic time series. However, the distributed nature of real-world traffic data across multiple stakeholders poses significant challenges in modeling and…

Machine Learning · Computer Science 2025-11-14 Feng Wang , Tianxiang Chen , Shuyue Wei , Qian Chu , Yi Zhang , Yifan Sun , Zhiming Zheng

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

Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time…

Machine Learning · Statistics 2025-09-03 Chen Su , Zhengzhou Cai , Yuanhe Tian , Zhuochao Chang , Zihong Zheng , Yan Song