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Real-world time series often have multiple frequency components that are intertwined with each other, making accurate time series forecasting challenging. Decomposing the mixed frequency components into multiple single frequency components…

Machine Learning · Computer Science 2025-02-27 Songtao Huang , Zhen Zhao , Can Li , Lei Bai

Despite the notable advancements in numerous Transformer-based models, the task of long multi-horizon time series forecasting remains a persistent challenge, especially towards explainability. Focusing on commonly used saliency maps in…

Machine Learning · Computer Science 2023-09-18 Nghia Duong-Trung , Duc-Manh Nguyen , Danh Le-Phuoc

Time series forecasting is an important challenge with significant applications in areas such as weather prediction, stock market analysis, scientific simulations and industrial process analysis. In this work, we introduce LMS-AutoTSF, a…

Machine Learning · Computer Science 2025-01-08 Ibrahim Delibasoglu , Sanjay Chakraborty , Fredrik Heintz

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

Machine Learning · Computer Science 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

Real-world time series typically exhibit complex temporal variations, making the time series classification task notably challenging. Recent advancements have demonstrated the potential of multi-scale analysis approaches, which provide an…

Artificial Intelligence · Computer Science 2025-07-25 Zhipeng Liu , Peibo Duan , Binwu Wang , Xuan Tang , Qi Chu , Changsheng Zhang , Yongsheng Huang , Bin Zhang

Many dimension reduction techniques have been developed for independent data, and most have also been extended to time series. However, these methods often fail to account for the dynamic dependencies both within and across series. In this…

Methodology · Statistics 2025-09-25 Daniel Peña , Victor J. Yohai

Time series forecasting requires models that can efficiently capture complex temporal dependencies, especially in large-scale and high-dimensional settings. While Transformer-based architectures excel at modeling long-range dependencies,…

Machine Learning · Computer Science 2025-12-12 Moulik Gupta , Achyut Mani Tripathi

Temporal non-stationarity, the phenomenon that time series distributions change over time, poses fundamental challenges to reliable time series forecasting. Intuitively, the complex time series can be decomposed into two factors, \ie…

Machine Learning · Computer Science 2025-10-21 Mingyuan Xia , Chunxu Zhang , Zijian Zhang , Hao Miao , Qidong Liu , Yuanshao Zhu , Bo Yang

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source…

Machine Learning · Computer Science 2026-01-13 Mingnan Zhu , Qixuan Zhang , Yixuan Cheng , Fangzhou Gu , Shiming Lin

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and…

Machine Learning · Computer Science 2025-05-22 Jeremy Qin

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Machine Learning · Computer Science 2019-09-19 Long H. Nguyen , Zhenhe Pan , Opeyemi Openiyi , Hashim Abu-gellban , Mahdi Moghadasi , Fang Jin

The decomposition of time series into components is an important task that helps to understand time series and can enable better forecasting. Nowadays, with high sampling rates leading to high-frequency data (such as daily, hourly, or…

Applications · Statistics 2021-07-29 Kasun Bandara , Rob J Hyndman , Christoph Bergmeir

Deep learning and pre-trained models have shown great success in time series forecasting. However, in the tourism industry, time series data often exhibit a leading time property, presenting a 2D structure. This introduces unique challenges…

Machine Learning · Computer Science 2024-10-25 Yuhua Liao , Zetian Wang , Peng Wei , Qiangqiang Nie , Zhenhua Zhang

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

Machine Learning · Computer Science 2025-02-13 Shibo Feng , Peilin Zhao , Liu Liu , Pengcheng Wu , Zhiqi Shen

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

In time series forecasting, effectively disentangling intricate temporal patterns is crucial. While recent works endeavor to combine decomposition techniques with deep learning, multiple frequencies may still be mixed in the decomposed…

Artificial Intelligence · Computer Science 2024-03-27 Xiaobing Yuan , Ling Chen

Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the…

Machine Learning · Computer Science 2025-09-26 Jintao Zhang , Mingyue Cheng , Xiaoyu Tao , Zhiding Liu , Daoyu Wang

Although many complex models were proposed to analyze time series data, some studies have demonstrated remarkable performance with simpler structures. A recent study proposed a non-parametric framework for 3D point cloud classification,…

Machine Learning · Computer Science 2026-05-12 Bowen Liu , Haijian Lai , Chan-Tong Lam , Junhao Dong , Benjamin Ng , Wei Ke , Sio-Kei Im

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni
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