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In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

Accurate time-series forecasting is vital for numerous areas of application such as transportation, energy, finance, economics, etc. However, while modern techniques are able to explore large sets of temporal data to build forecasting…

Machine Learning · Statistics 2018-08-17 Filipe Rodrigues , Ioulia Markou , Francisco Pereira

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

This paper presents a novel framework for demystification of convolutional deep learning models for time-series analysis. This is a step towards making informed/explainable decisions in the domain of time-series, powered by deep learning.…

Machine Learning · Computer Science 2020-05-06 Shoaib Ahmed Siddiqui , Dominik Mercier , Mohsin Munir , Andreas Dengel , Sheraz Ahmed

Time series analysis has become crucial in various fields, from engineering and finance to healthcare and social sciences. Due to their multidimensional nature, time series often need to be embedded into a fixed-dimensional feature space to…

Machine Learning · Computer Science 2025-05-27 Habib Irani , Yasamin Ghahremani , Arshia Kermani , Vangelis Metsis

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Temporal data, notably time series and spatio-temporal data, are prevalent in real-world applications. They capture dynamic system measurements and are produced in vast quantities by both physical and virtual sensors. Analyzing these data…

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying…

Machine Learning · Computer Science 2023-01-09 Ozan Ozyegen , Juyoung Wang , Mucahit Cevik

Time series forecasting is a significant problem in many applications, e.g., financial predictions and business optimization. Modern datasets can have multiple correlated time series, which are often generated with global (shared)…

Machine Learning · Computer Science 2021-11-10 Ling Chen , Weiqi Chen , Binqing Wu , Youdong Zhang , Bo Wen , Chenghu Yang

A large number of time series forecasting models including traditional statistical models, machine learning models and more recently deep learning have been proposed in the literature. However, choosing the right model along with good…

Feature engineering is required to obtain better results for time series forecasting, and decomposition is a crucial one. One decomposition approach often cannot be used for numerous forecasting tasks since the standard time series…

Machine Learning · Computer Science 2022-10-10 Liwang Zhou , Jing Gao

A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…

Machine Learning · Computer Science 2022-01-03 Pedro Costa , Vitor Cerqueira , João Vinagre

Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability,…

Machine Learning · Computer Science 2026-05-19 Hua Wang , Xianhao Jiao , Fan Zhang

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis