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Time series forecasting is critical to real-world decision making, yet most existing approaches remain unimodal and rely on extrapolating historical patterns. While recent progress in large language models (LLMs) highlights the potential…

Artificial Intelligence · Computer Science 2026-01-14 Jinkwan Jang , Hyunbin Jin , Hyungjin Park , Kyubyung Chae , Taesup Kim

Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

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

While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

Machine Learning · Computer Science 2026-02-09 Haoran Zhang , Haixuan Liu , Yong Liu , Yunzhong Qiu , Yuxuan Wang , Jianmin Wang , Mingsheng Long

Time-Series Forecasting based on Cumulative Data (TSFCD) is a crucial problem in decision-making across various industrial scenarios. However, existing time-series forecasting methods often overlook two important characteristics of…

Machine Learning · Computer Science 2023-09-26 Zhichao Chen , Leilei Ding , Zhixuan Chu , Yucheng Qi , Jianmin Huang , Hao Wang

We introduce Transfusion, a recipe for training a multi-modal model over discrete and continuous data. Transfusion combines the language modeling loss function (next token prediction) with diffusion to train a single transformer over…

Artificial Intelligence · Computer Science 2024-08-21 Chunting Zhou , Lili Yu , Arun Babu , Kushal Tirumala , Michihiro Yasunaga , Leonid Shamis , Jacob Kahn , Xuezhe Ma , Luke Zettlemoyer , Omer Levy

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Xudong Wang , Lijun Sun

Text-to-Time Series generation holds significant potential to address challenges such as data sparsity, imbalance, and limited availability of multimodal time series datasets across domains. While diffusion models have achieved remarkable…

Machine Learning · Computer Science 2025-05-09 Yunfeng Ge , Jiawei Li , Yiji Zhao , Haomin Wen , Zhao Li , Meikang Qiu , Hongyan Li , Ming Jin , Shirui Pan

Diffusion models have demonstrated remarkable performance in generating unimodal data across various tasks, including image, video, and text generation. On the contrary, the joint generation of multimodal data through diffusion models is…

Machine Learning · Computer Science 2025-06-16 Kevin Rojas , Yuchen Zhu , Sichen Zhu , Felix X. -F. Ye , Molei Tao

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde

Diffusion models have shown great promise in data generation, yet generating time series data remains challenging due to the need to capture complex temporal dependencies and structural patterns. In this paper, we present \textit{TSGDiff},…

Machine Learning · Computer Science 2025-11-18 Lifeng Shen , Xuyang Li , Lele Long

This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…

Machine Learning · Computer Science 2024-10-10 Xu Yan , Yaoting Jiang , Wenyi Liu , Didi Yi , Jianjun Wei

Precipitation nowcasting is a critical spatio-temporal prediction task for society to prevent severe damage owing to extreme weather events. Despite the advances in this field, the complex and stochastic nature of this task still poses…

Machine Learning · Computer Science 2025-12-25 Shi Quan Foo , Chi-Ho Wong , Zhihan Gao , Dit-Yan Yeung , Ka-Hing Wong , Wai-Kin Wong

Understanding temporal dynamics in medical imaging is crucial for applications such as disease progression modeling, treatment planning and anatomical development tracking. However, most deep learning methods either consider only single…

Computer Vision and Pattern Recognition · Computer Science 2025-09-01 Nico Albert Disch , Yannick Kirchhoff , Robin Peretzke , Maximilian Rokuss , Saikat Roy , Constantin Ulrich , David Zimmerer , Klaus Maier-Hein

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

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

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Machine Learning · Computer Science 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

Machine Learning · Computer Science 2024-03-05 Shiyi Qi , Liangjian Wen , Yiduo Li , Yuanhang Yang , Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

Computer Vision and Pattern Recognition · Computer Science 2025-10-13 Lefei Shen , Mouxiang Chen , Xu Liu , Han Fu , Xiaoxue Ren , Jianling Sun , Zhuo Li , Chenghao Liu
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