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Time series data are ubiquitous across diverse real-world applications, making time series analysis critically important. Traditional approaches are largely task-specific, offering limited functionality and poor transferability. In recent…

Machine Learning · Computer Science 2025-09-18 Jiexia Ye , Yongzi Yu , Weiqi Zhang , Le Wang , Jia Li , Fugee Tsung

Air quality forecasting has garnered significant attention recently, with data-driven models taking center stage due to advancements in machine learning and deep learning models. However, researchers face challenges with complex data…

Machine Learning · Computer Science 2023-11-14 Jingwei Zuo , Wenbin Li , Michele Baldo , Hakim Hacid

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in…

Machine Learning · Statistics 2020-07-21 Xixi Li , Yanfei Kang , Feng Li

Time series forecasting has traditionally been formulated as a model-centric, static, and single-pass prediction problem that maps historical observations to future values. While this paradigm has driven substantial progress, it proves…

Machine Learning · Computer Science 2026-03-12 Mingyue Cheng , Xiaoyu Tao , Qi Liu , Ze Guo , Enhong Chen

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However, current large-scale datasets predominantly focus on low-frequency time series with sampling…

Machine Learning · Computer Science 2026-04-22 Subina Khanal , Seshu Tirupathi , Merim Dzaferagic , Marco Ruffini , Torben Bach Pedersen

Time series forecasting (TSF) holds significant importance in modern society, spanning numerous domains. Previous representation learning-based TSF algorithms typically embrace a contrastive learning paradigm featuring segregated…

Machine Learning · Computer Science 2023-12-12 Jiaxin Gao , Yuxiao Hu , Qinglong Cao , Siqi Dai , Yuntian Chen

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

This paper presents DeepTSF, a comprehensive machine learning operations (MLOps) framework aiming to innovate time series forecasting through workflow automation and codeless modeling. DeepTSF automates key aspects of the ML lifecycle,…

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

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on…

Machine Learning · Computer Science 2025-10-24 Qitai Tan , Yiyun Chen , Mo Li , Ruiwen Gu , Yilin Su , Xiao-Ping Zhang

Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep…

Machine Learning · Computer Science 2019-05-15 Hassan Ismail Fawaz , Germain Forestier , Jonathan Weber , Lhassane Idoumghar , Pierre-Alain Muller

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

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…

Machine Learning · Computer Science 2025-06-25 Pengpeng Ouyang , Dong Chen , Tong Yang , Shuo Feng , Zhao Jin , Mingliang Xu

Topological Data Analysis (TDA) has emerged as a powerful tool for extracting meaningful features from complex data structures, driving significant advancements in fields such as neuroscience, biology, machine learning, and financial…

Machine Learning · Computer Science 2025-04-02 ZiXin Lin , Nur Fariha Syaqina Zulkepli

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

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

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