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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

Deep Learning has been successfully applied to many application domains, yet its advantages have been slow to emerge for time series forecasting. For example, in the well-known Makridakis (M) Competitions, hybrids of traditional statistical…

Machine Learning · Computer Science 2024-01-26 John A. Miller , Mohammed Aldosari , Farah Saeed , Nasid Habib Barna , Subas Rana , I. Budak Arpinar , Ninghao Liu

Physics-based numerical models have been the bedrock of atmospheric sciences for decades, offering robust solutions but often at the cost of significant computational resources. Deep learning (DL) models have emerged as powerful tools in…

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

Deep time series forecasting has emerged as a rapidly growing field in recent years. Despite the exponential growth of community interests, progress on standard benchmarks is often limited to marginal improvements. A common consensus of the…

Machine Learning · Computer Science 2026-05-05 Yuxuan Wang , Haixu Wu , Yuezhou Ma , Yuchen Fang , Ziyi Zhang , Yong Liu , Shiyu Wang , Zhou Ye , Yang Xiang , Jianmin Wang , Mingsheng Long

The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full…

Machine Learning · Computer Science 2025-10-24 Difan Deng , Marius Lindauer

Time-series forecasting has been an important research domain for so many years. Its applications include ECG predictions, sales forecasting, weather conditions, even COVID-19 spread predictions. These applications have motivated many…

Machine Learning · Computer Science 2021-02-15 Shruti Jadon , Jan Kanty Milczek , Ajit Patankar

Autocorrelation is a defining characteristic of time-series data, where each observation is statistically dependent on its predecessors. In the context of deep time-series forecasting, autocorrelation arises in both the input history and…

Deep learning-based time series forecasting has dominated the short-term precipitation forecasting field with the help of its ability to estimate motion flow in high-resolution datasets. The growing interest in precipitation nowcasting…

Machine Learning · Computer Science 2024-06-17 Sojung An , Tae-Jin Oh , Eunha Sohn , Donghyun Kim

Time Series Classification (TSC) has received much attention in the past two decades and is still a crucial and challenging problem in data science and knowledge engineering. Indeed, along with the increasing availability of time series…

Machine Learning · Computer Science 2023-08-14 Aurélien Renault , Alexis Bondu , Vincent Lemaire , Dominique Gay

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

Asynchronous Time Series is a multivariate time series where all the channels are observed asynchronously-independently, making the time series extremely sparse when aligning them. We often observe this effect in applications with complex…

Machine Learning · Computer Science 2022-08-25 Vijaya Krishna Yalavarthi , Johannes Burchert , Lars Schmidt-Thieme

Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency…

Machine Learning · Computer Science 2025-06-16 Kun Yi , Qi Zhang , Wei Fan , Longbing Cao , Shoujin Wang , Guodong Long , Liang Hu , Hui He , Qingsong Wen , Hui Xiong

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

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

Unlocking the potential of deep learning in Peak-Hour Series Forecasting (PHSF) remains a critical yet underexplored task in various domains. While state-of-the-art deep learning models excel in regular Time Series Forecasting (TSF), they…

Machine Learning · Computer Science 2023-10-03 Zhenwei Zhang , Xin Wang , Jingyuan Xie , Heling Zhang , Yuantao Gu

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

Energy time-series analysis describes the process of analyzing past energy observations and possibly external factors so as to predict the future. Different tasks are involved in the general field of energy time-series analysis and…

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 are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang