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Among the existing Transformer-based multivariate time series forecasting methods, iTransformer, which treats each variable sequence as a token and only explicitly extracts cross-variable dependencies, and PatchTST, which adopts a…

Machine Learning · Computer Science 2025-01-08 Liyang Qin , Xiaoli Wang , Chunhua Yang , Huaiwen Zou , Haochuan Zhang

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific…

Machine Learning · Computer Science 2023-11-23 Marcel Kollovieh , Abdul Fatir Ansari , Michael Bohlke-Schneider , Jasper Zschiegner , Hao Wang , Yuyang Wang

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Transformers have demonstrated remarkable efficacy in forecasting time series data. However, their extensive dependence on self-attention mechanisms demands significant computational resources, thereby limiting their practical applicability…

Machine Learning · Computer Science 2024-06-26 Cat P. Le , Chris Cannella , Ali Hasan , Yuting Ng , Vahid Tarokh

With the growing complexity and dynamics of the mobile communication networks, accurately predicting key system parameters, such as channel state information (CSI), user location, and network traffic, has become essential for a wide range…

Artificial Intelligence · Computer Science 2025-08-06 Yucheng Sheng , Jiacheng Wang , Xingyu Zhou , Le Liang , Hao Ye , Shi Jin , Geoffrey Ye Li

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

We address a three-tier numerical framework based on manifold learning for the forecasting of high-dimensional time series. At the first step, we embed the time series into a reduced low-dimensional space using a nonlinear manifold learning…

Numerical Analysis · Mathematics 2023-03-16 Panagiotis Papaioannou , Ronen Talmon , Ioannis Kevrekidis , Constantinos Siettos

Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Marcel Meyer , David Zapata , Sascha Kaltenpoth , Oliver Müller

Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

Machine Learning · Computer Science 2023-05-29 Zheng Sun , Yi Wei , Wenxiao Jia , Long Yu

Recent research on time series foundation models has primarily focused on forecasting, leaving it unclear how generalizable their learned representations are. In this study, we examine whether frozen pre-trained forecasting models can…

Machine Learning · Computer Science 2025-10-31 Andreas Auer , Daniel Klotz , Sebastinan Böck , Sepp Hochreiter

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

Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…

Machine Learning · Computer Science 2015-03-12 Josif Grabocka , Lars Schmidt-Thieme

Time series forecasting is essential across domains from finance to supply chain management. This paper introduces ForecastGAN, a novel decomposition based adversarial framework addressing limitations in existing approaches for…

Machine Learning · Computer Science 2025-11-07 Syeda Sitara Wishal Fatima , Afshin Rahimi

Machine fault diagnosis (FD) is a critical task for predictive maintenance, enabling early fault detection and preventing unexpected failures. Despite its importance, existing FD models are operation-specific with limited generalization…

Machine Learning · Computer Science 2025-11-06 Emadeldeen Eldele , Mohamed Ragab , Xu Qing , Edward , Zhenghua Chen , Min Wu , Xiaoli Li , Jay Lee

Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal…

Machine Learning · Computer Science 2024-11-12 Willa Potosnak , Cristian Challu , Mononito Goswami , Michał Wiliński , Nina Żukowska , Artur Dubrawski

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

Time series forecasting is extensively applied across diverse domains. Transformer-based models demonstrate significant potential in modeling cross-time and cross-variable interaction. However, we notice that the cross-variable correlation…

Machine Learning · Computer Science 2024-10-08 Ao Hu , Dongkai Wang , Yong Dai , Shiyi Qi , Liangjian Wen , Jun Wang , Zhi Chen , Xun Zhou , Zenglin Xu , Jiang Duan

Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operation. Yet, it remains largely a dataset-specific task, requiring comprehensive training data,…

Machine Learning · Computer Science 2026-04-27 Marco Obermeier , Marco Pruckner , Florian Haselbeck , Andreas Zeiselmair

The zero-shot evaluation of time series foundation models (TSFMs) for classification typically uses a frozen encoder followed by a task-specific classifier. However, this practice violates the training-free premise of zero-shot deployment…

Machine Learning · Computer Science 2026-02-03 Juntao Fang , Shifeng Xie , Shengbin Nie , Yuhui Ling , Yuming Liu , Zijian Li , Keli Zhang , Lujia Pan , Themis Palpanas , Ruichu Cai

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin