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Irregularly sampled time series forecasting, characterized by non-uniform intervals, is prevalent in practical applications. However, previous research have been focused on regular time series forecasting, typically relying on transformer…

Machine Learning · Computer Science 2024-10-01 Byunghyun Kim , Jae-Gil Lee

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 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

In recent years, the application of Large Language Models (LLMs) to time series forecasting (TSF) has garnered significant attention among researchers. This study presents a new frame of LLMs named CGF-LLM using GPT-2 combined with fuzzy…

Long-term time series forecasting (LTSF) is hampered by the challenge of modeling complex dependencies that span multiple temporal scales and frequency resolutions. Existing methods, including Transformer and MLP-based models, often…

Machine Learning · Computer Science 2025-09-22 Qianyang Li , Xingjun Zhang , Shaoxun Wang , Jia Wei

Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…

Machine Learning · Computer Science 2024-07-15 Ignacio Hounie , Javier Porras-Valenzuela , Alejandro Ribeiro

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one…

Machine Learning · Computer Science 2022-12-07 Zanwei Zhou , Ruizhe Zhong , Chen Yang , Yan Wang , Xiaokang Yang , Wei Shen

Traffic forecasting task is significant to modern urban management. Recently, there is growing attention on large-scale forecasting, as it better reflects the complexity of real-world traffic networks. However, existing models often exhibit…

Machine Learning · Computer Science 2025-12-10 Yongyao Wang , Jingyuan Wang , Xie Yu , Jiahao Ji , Chao Li

Time series forecasting has long been a focus of research across diverse fields, including economics, energy, healthcare, and traffic management. Recent works have introduced innovative architectures for time series models, such as the…

Machine Learning · Computer Science 2025-03-28 Young-Chae Hong , Bei Xiao , Yangho Chen

Forecasting irregularly sampled multivariate time series with missing values (IMTS) is a fundamental challenge in domains such as healthcare, climate science, and biology. While recent advances in vision and time series forecasting have…

Machine Learning · Computer Science 2026-02-27 Christian Klötergens , Tim Dernedde , Lars Schmidt-Thieme , Vijaya Krishna Yalavarthi

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

Global warming leads to the increase in frequency and intensity of climate extremes that cause tremendous loss of lives and property. Accurate long-range climate prediction allows more time for preparation and disaster risk management for…

Machine Learning · Computer Science 2021-12-13 Ken C. L. Wong , Hongzhi Wang , Etienne E. Vos , Bianca Zadrozny , Campbell D. Watson , Tanveer Syeda-Mahmood

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

The Transformer architecture yields state-of-the-art results in many tasks such as natural language processing (NLP) and computer vision (CV), since the ability to efficiently capture the precise long-range dependency coupling between input…

Machine Learning · Computer Science 2023-01-06 Peiwang Tang , Xianchao Zhang

Accurate and reliable energy time series prediction is of great significance for power generation planning and allocation. At present, deep learning time series prediction has become the mainstream method. However, the multi-scale time…

Machine Learning · Computer Science 2025-08-08 Wei Li , Zixin Wang , Qizheng Sun , Qixiang Gao , Fenglei Yang

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Machine Learning · Computer Science 2025-12-16 Tan Wang , Yun Wei Dong , Qi Wang

We consider nonnegative time series forecasting framework. Based on recent advances in Nonnegative Matrix Factorization (NMF) and Archetypal Analysis, we introduce two procedures referred to as Sliding Mask Method (SMM) and Latent Clustered…

Machine Learning · Computer Science 2021-02-11 Yohann de Castro , Luca Mencarelli

We study an emerging and intriguing problem of multimodal temporal event forecasting with large language models. Compared to using text or graph modalities, the investigation of utilizing images for temporal event forecasting has not been…

Multimedia · Computer Science 2024-08-09 Haoxuan Li , Zhengmao Yang , Yunshan Ma , Yi Bin , Yang Yang , Tat-Seng Chua

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
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