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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

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

Machine Learning · Computer Science 2024-02-06 Mohamed Mejri , Chandramouli Amarnath , Abhijit Chatterjee

Modern IT system operation demands the integration of system software and hardware metrics. As a result, it generates a massive amount of data, which can be potentially used to make data-driven operational decisions. In the basic form, the…

Machine Learning · Computer Science 2022-11-16 Jiajia Li , Feng Tan , Cheng He , Zikai Wang , Haitao Song , Lingfei Wu , Pengwei Hu

The recently developed transformer networks have achieved impressive performance in image denoising by exploiting the self-attention (SA) in images. However, the existing methods mostly use a relatively small window to compute SA due to the…

Computer Vision and Pattern Recognition · Computer Science 2023-02-28 Shi Guo , Hongwei Yong , Xindong Zhang , Jianqi Ma , Lei Zhang

In recent years, numerous Transformer-based models have been applied to long-term time-series forecasting (LTSF) tasks. However, recent studies with linear models have questioned their effectiveness, demonstrating that simple linear layers…

Machine Learning · Computer Science 2024-08-20 Jiaheng Yin , Zhengxin Shi , Jianshen Zhang , Xiaomin Lin , Yulin Huang , Yongzhi Qi , Wei Qi

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

Machine Learning · Computer Science 2026-02-17 Aitian Ma , Dongsheng Luo , Mo Sha

A univariate time series with high variability can pose a challenge even to Deep Neural Network (DNN). To overcome this, a univariate time series is decomposed into simpler constituent series, whose sum equals the original series. As…

Machine Learning · Computer Science 2023-03-14 Debdarsan Niyogi

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

Time-frequency representation (TFR) allowing for mode reconstruction plays a significant role in interpreting and analyzing the nonstationary signal constituted of various modes. However, it is difficult for most previous methods to handle…

Signal Processing · Electrical Eng. & Systems 2021-09-01 Haijian Zhang , Guang Hua

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Machine Learning · Computer Science 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

Short-term wind speed prediction is essential for economical wind power utilization. The real-world wind speed data is typically intermittent and fluctuating, presenting great challenges to existing shallow models. In this paper, we present…

Machine Learning · Computer Science 2023-05-08 Hailong Shu

We investigate ensembling techniques in forecasting and examine their potential for use in nonseasonal time-series similar to those in the early days of the COVID-19 pandemic. Developing improved forecast methods is essential as they…

Machine Learning · Computer Science 2022-01-04 Pieter Cawood , Terence L. van Zyl

Electricity load forecasting enables the grid operators to optimally implement the smart grid's most essential features such as demand response and energy efficiency. Electricity demand profiles can vary drastically from one region to…

Machine Learning · Computer Science 2023-05-15 Abdul Wahab , Muhammad Anas Tahir , Naveed Iqbal , Faisal Shafait , Syed Muhammad Raza Kazmi

The transformer model is known to be computationally demanding, and prohibitively costly for long sequences, as the self-attention module uses a quadratic time and space complexity with respect to sequence length. Many researchers have…

Computation and Language · Computer Science 2025-05-19 Ziwei He , Meng Yang , Minwei Feng , Jingcheng Yin , Xinbing Wang , Jingwen Leng , Zhouhan Lin

Accurate decade-scale daily runoff forecasting in small watersheds is difficult because signals blend drifting trends, multi-scale seasonal cycles, regime shifts, and sparse extremes. Prior deep models (DLinear, TimesNet, PatchTST, TiDE,…

Machine Learning · Computer Science 2025-10-07 Qianfei Fan , Jiayu Wei , Peijun Zhu , Wensheng Ye , Meie Fang

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

We introduce a multi-windowed graph Fourier transform (MWGFT) for the joint vertex-frequency analysis of signals defined on graphs. Building on generalized translation and modulation induced by the graph Laplacian, the proposed framework…

Classical Analysis and ODEs · Mathematics 2026-01-28 Iulia Martina Bulai , Elena Cordero , Edoardo Pucci , Sandra Saliani

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Accurate and high-resolution precipitation nowcasting from radar echo sequences is crucial for disaster mitigation and economic planning, yet it remains a significant challenge. Key difficulties include modeling complex multi-scale…

Computer Vision and Pattern Recognition · Computer Science 2026-04-20 Wenjie Luo , Chuanhu Deng , Chaorong Li , Rongyao Deng , Qiang Yang
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