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Time series forecasting in specialized domains is often constrained by limited data availability, where conventional models typically require large-scale datasets to effectively capture underlying temporal dynamics. To tackle this few-shot…

Machine Learning · Computer Science 2026-02-03 Haonan Shi , Dehua Shuai , Liming Wang , Xiyang Liu , Long Tian

Recent advancements in deep learning have led to the development of various models for long-term multivariate time-series forecasting (LMTF), many of which have shown promising results. Generally, the focus has been on…

Machine Learning · Computer Science 2024-02-28 Shiyi Qi , Zenglin Xu , Yiduo Li , Liangjian Wen , Qingsong Wen , Qifan Wang , Yuan Qi

Predicting the demand for electricity with uncertainty helps in planning and operation of the grid to provide reliable supply of power to the consumers. Machine learning (ML)-based demand forecasting approaches can be categorized into (1)…

Machine Learning · Computer Science 2023-02-15 Yiwei Fu , Nurali Virani , Honggang Wang

In long-term multivariate time series forecasting, effectively capturing both periodic patterns and residual dynamics is essential. To address this within standard deep learning benchmark settings, we propose the Hierarchical Patching Mixer…

Machine Learning · Computer Science 2026-02-20 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

Machine Learning · Computer Science 2025-08-07 Abdul Monaf Chowdhury , Rabeya Akter , Safaeid Hossain Arib

Recent advancements in long-term time series forecasting (LTSF) have primarily focused on capturing cross-time and cross-variate (channel) dependencies within historical data. However, a critical aspect often overlooked by many existing…

Machine Learning · Computer Science 2024-12-03 Chaolv Zeng , Yuan Tian , Guanjie Zheng , Yunjun Gao

Transformer-based models are at the forefront in long time-series forecasting (LTSF). While in many cases, these models are able to achieve state of the art results, they suffer from a bias toward low-frequencies in the data and high…

Machine Learning · Computer Science 2026-05-13 Elisha Dayag , Nhat Thanh Van Tran , Jack Xin

Accurate decade-scale daily runoff forecasting in small watersheds is difficult because signals blend drifting trends, multi-scale seasonal cycles, regime shifts, and sparse extremes. Prior deep models (DLinear, TimesNet, PatchTST, TiDE,…

Machine Learning · Computer Science 2025-10-07 Qianfei Fan , Jiayu Wei , Peijun Zhu , Wensheng Ye , Meie Fang

We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…

Machine Learning · Statistics 2019-11-25 Junjie Liang , Dongkuan Xu , Yiwei Sun , Vasant Honavar

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting…

Computation and Language · Computer Science 2026-03-04 Xin Qiu , Junlong Tong , Yirong Sun , Yunpu Ma , Wei Zhang , Xiaoyu Shen

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

Multivariate Time Series Forecasting plays a key role in many applications. Recent works have explored using Large Language Models for MTSF to take advantage of their reasoning abilities. However, many methods treat LLMs as end-to-end…

Artificial Intelligence · Computer Science 2025-09-19 Kuiye Ding , Fanda Fan , Yao Wang , Ruijie jian , Xiaorui Wang , Luqi Gong , Yishan Jiang , Chunjie Luo , Jianfeng Zhan

Transformer-based and CNN-based methods demonstrate strong performance in long-term time series forecasting. However, their high computational and storage requirements can hinder large-scale deployment. To address this limitation, we…

Machine Learning · Computer Science 2026-01-08 Juntong Ni , Zewen Liu , Shiyu Wang , Ming Jin , Wei Jin

This research examines the use of Large Language Models (LLMs) in predicting time series, with a specific focus on the LLMTIME model. Despite the established effectiveness of LLMs in tasks such as text generation, language translation, and…

Machine Learning · Computer Science 2024-08-12 Rui Cao , Qiao Wang

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate…

Machine Learning · Statistics 2026-02-06 Jiecheng Lu , Xu Han , Shihao Yang

Long-term time series forecasting (LTSF) remains challenging due to the trade-off between parallel efficiency and sequential modeling of temporal coherence. Direct multi-step forecasting (DMS) methods enable fast, parallel prediction of all…

Machine Learning · Computer Science 2026-02-03 Sunho Kim , Susik Yoon

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

Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities,…

Machine Learning · Computer Science 2025-03-14 Jialiang Tang , Shuo Chen , Chen Gong , Jing Zhang , Dacheng Tao

Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…

Machine Learning · Computer Science 2025-04-01 Chenxi Liu , Qianxiong Xu , Hao Miao , Sun Yang , Lingzheng Zhang , Cheng Long , Ziyue Li , Rui Zhao

Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…

Machine Learning · Computer Science 2021-06-08 Qingyang Xu , Qingsong Wen , Liang Sun