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Multivariate Long Sequence Time-series Forecasting (LSTF) has been a critical task across various real-world applications. Recent advancements focus on the application of transformer architectures attributable to their ability to capture…

Machine Learning · Computer Science 2024-11-19 Shubham Tanaji Kakde , Rony Mitra , Jasashwi Mandal , Manoj Kumar Tiwari

RNN-based methods have faced challenges in the Long-term Time Series Forecasting (LTSF) domain when dealing with excessively long look-back windows and forecast horizons. Consequently, the dominance in this domain has shifted towards…

Machine Learning · Computer Science 2023-08-23 Shengsheng Lin , Weiwei Lin , Wentai Wu , Feiyu Zhao , Ruichao Mo , Haotong Zhang

Recently, Transformer-base models have made significant progress in the field of time series prediction which have achieved good results and become baseline models beyond Dlinear. The paper proposes an U-Net time series prediction model…

Machine Learning · Computer Science 2024-06-07 Li Chu , Xiao Bingjia , Yuan Qiping

Long-term time series forecasting (LTSF) has been widely applied in finance, traffic prediction, and other domains. Recently, patch-based transformers have emerged as a promising approach, segmenting data into sub-level patches that serve…

Machine Learning · Computer Science 2024-08-06 Ruixin Ding , Yuqi Chen , Yu-Ting Lan , Wei Zhang

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Machine Learning · Computer Science 2024-12-18 Yining Pang , Chenghan Li

Time series forecasting is critical across various domains, such as weather, finance and real estate forecasting, as accurate forecasts support informed decision-making and risk mitigation. While recent deep learning models have improved…

Machine Learning · Computer Science 2025-08-12 Jianfei Wu , Wenmian Yang , Bingning Liu , Weijia Jia

The prevailing Direct Forecasting (DF) paradigm dominates Long-term Time Series Forecasting (LTSF) by forcing models to predict the entire future horizon in a single forward pass. While efficient, this rigid coupling of output and…

Machine Learning · Computer Science 2026-02-03 Jiaming Ma , Siyuan Mu , Ruilin Tang , Haofeng Ma , Qihe Huang , Zhengyang Zhou , Pengkun Wang , Binwu Wang , Yang Wang

Multivariate time series forecasting is widely applied in fields such as transportation, energy, and finance. However, the data commonly suffers from issues of multi-scale characteristics, weak correlations, and noise interference, which…

Machine Learning · Computer Science 2026-03-02 Xiang Ao

Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex…

Machine Learning · Computer Science 2022-07-05 Tianping Zhang , Yizhuo Zhang , Wei Cao , Jiang Bian , Xiaohan Yi , Shun Zheng , Jian Li

Sub-seasonal climate forecasting (SSF) is the prediction of key climate variables such as temperature and precipitation on the 2-week to 2-month time horizon. Skillful SSF would have substantial societal value in areas such as agricultural…

Atmospheric and Oceanic Physics · Physics 2021-10-12 Sijie He , Xinyan Li , Laurie Trenary , Benjamin A Cash , Timothy DelSole , Arindam Banerjee

Dereverberation of a moving speech source in the presence of other directional interferers, is a harder problem than that of stationary source and interference cancellation. We explore joint multi channel linear prediction (MCLP) and…

Audio and Speech Processing · Electrical Eng. & Systems 2019-10-23 Srikanth Raj Chetupalli , Thippur V. Sreenivas

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…

Machine Learning · Computer Science 2025-11-19 Niklas Erdmann , Lars Bentsen , Roy Stenbro , Heine Nygard Riise , Narada Dilp Warakagoda , Paal E. Engelstad

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

Multivariate time series forecasting (MTSF) is a critical task with broad applications in domains such as meteorology, transportation, and economics. Nevertheless, pervasive missing values caused by sensor failures or human errors…

Machine Learning · Computer Science 2025-06-23 Kai Tang , Ji Zhang , Hua Meng , Minbo Ma , Qi Xiong , Fengmao Lv , Jie Xu , Tianrui Li

Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling…

Computation and Language · Computer Science 2025-04-29 Chen Su , Yuanhe Tian , Yan Song

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Many real-world ubiquitous applications, such as parking recommendations and air pollution monitoring, benefit significantly from accurate long-term spatio-temporal forecasting (LSTF). LSTF makes use of long-term dependency between spatial…

Machine Learning · Computer Science 2022-09-02 Wei Shao , Zhiling Jin , Shuo Wang , Yufan Kang , Xiao Xiao , Hamid Menouar , Zhaofeng Zhang , Junshan Zhang , Flora Salim

Multi-step forecasting (MSF) in time-series, the ability to make predictions multiple time steps into the future, is fundamental to almost all temporal domains. To make such forecasts, one must assume the recursive complexity of the…

Machine Learning · Computer Science 2024-02-14 Riku Green , Grant Stevens , Telmo de Menezes e Silva Filho , Zahraa Abdallah

Modern time-series forecasting models often fail to make full use of rich unstructured information about the time series themselves. This lack of proper conditioning can lead to obvious model failures; for example, models may be unaware of…

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

Machine Learning · Computer Science 2026-01-29 Zhiyu Chen , Minhao Liu , Yanru Zhang
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