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In multivariate time series forecasting (MTSF), accurately modeling the intricate dependencies among multiple variables remains a significant challenge due to the inherent limitations of traditional approaches. Most existing models adopt…

Machine Learning · Computer Science 2025-11-19 Yuchen Luo , Xinyu Li , Liuhua Peng , Mingming Gong

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

Multivariate time series forecasting is crucial across a wide range of domains. While presenting notable progress for the Transformer architecture, iTransformer still lags behind the latest MLP-based models. We attribute this performance…

Machine Learning · Computer Science 2025-11-12 Zhiwei Zhang , Xinyi Du , Xuanchi Guo , Weihao Wang , Wenjuan Han

In multivariate time-series forecasting (MTSF), extracting the temporal correlations of the input sequences is crucial. While popular Transformer-based predictive models can perform well, their quadratic computational complexity results in…

Machine Learning · Computer Science 2024-07-23 Shusen Ma , Yu Kang , Peng Bai , Yun-Bo Zhao

Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Machine Learning · Computer Science 2025-10-01 Xiaojian Wang , Chaoli Zhang , Zhonglong Zheng , Yunliang Jiang

Accurate traffic forecasting is essential for intelligent transportation systems, supporting a wide range of real-world applications. However, it remains challenging due to two key factors:~(1) Traffic series contain heterogeneous temporal…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Qitai Tan , Yahao Liu , Xiao-Ping Zhang

Although transformer-based methods have achieved great success in multi-scale temporal pattern interaction modeling, two key challenges limit their further development: (1) Individual time points contain less semantic information, and…

Machine Learning · Computer Science 2024-11-01 Zongjiang Shang , Ling Chen , Binqing wu , Dongliang Cui

Understanding the robustness of deep learning models for multivariate long-term time series forecasting (M-LTSF) remains challenging, as evaluations typically rely on real-world datasets with unknown noise properties. We propose a…

Machine Learning · Computer Science 2026-03-27 Nick Janssen , Melanie Schaller , Bodo Rosenhahn

Accurate detection and diagnosis of abnormal behaviors such as network attacks from multivariate time series (MTS) are crucial for ensuring the stable and effective operation of industrial cyber-physical systems (CPS). However, existing…

Machine Learning · Computer Science 2024-03-06 Haili Sun , Yan Huang , Lansheng Han , Cai Fu , Chunjie Zhou

Accurate short-range prediction of extreme air temperature events remains a fundamental challenge in operational climate-risk management. We present Multi-Modal Weather State Transition Model with Anomaly-Driven Recurrent Attention Network…

Machine Learning · Computer Science 2025-11-18 Shaheen Mohammed Saleh Ahmed , Hakan Hakan Guneyli

Reliable weather forecasting is of great importance in science, business, and society. The best performing data-driven models for weather prediction tasks rely on recurrent or convolutional neural networks, where some of which incorporate…

Machine Learning · Computer Science 2022-02-23 Onur Bilgin , Paweł Mąka , Thomas Vergutz , Siamak Mehrkanoon

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

As the most representative scenario of spatial-temporal forecasting tasks, the traffic forecasting task attracted numerous attention from machine learning community due to its intricate correlation both in space and time dimension. Existing…

Machine Learning · Computer Science 2024-09-16 Xinyu Ning

Accurate short-term air-quality forecasting is essential for public health protection and urban management, yet many recent forecasting frameworks rely on complex, data-intensive, and computationally demanding models. This study…

Machine Learning · Computer Science 2026-03-27 Moazzam Umer Gondal , Hamad ul Qudous , Asma Ahmad Farhan , Sultan Alamri

Current postprocessing techniques often require separate models for each lead time and disregard possible inter-ensemble relationships by either correcting each member separately or by employing distributional approaches. In this work, we…

In recent years, Transformers have become the de-facto architecture for long-term sequence forecasting (LTSF), but faces challenges such as quadratic complexity and permutation invariant bias. A recent model, Mamba, based on selective state…

Machine Learning · Computer Science 2024-05-28 Xiuding Cai , Yaoyao Zhu , Xueyao Wang , Yu Yao

A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong…

Machine Learning · Computer Science 2022-05-02 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang , Tung Kieu , Xuanyi Dong , Shirui Pan

Anomaly detection in time series is essential for industrial monitoring and environmental sensing, yet distinguishing anomalies from complex patterns remains challenging. Existing methods like the Anomaly Transformer and DCdetector have…

Machine Learning · Computer Science 2025-05-20 Abdellah Zakaria Sellam , Ilyes Benaissa , Abdelmalik Taleb-Ahmed , Luigi Patrono , Cosimo Distante

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos

Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting,…

Machine Learning · Computer Science 2025-02-12 Yanlong Wang , Jian Xu , Fei Ma , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang