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Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…

Machine Learning · Computer Science 2021-12-16 Himanshi Charotia , Abhishek Garg , Gaurav Dhama , Naman Maheshwari

Time series prediction, a crucial task across various domains, faces significant challenges due to the inherent complexities of time series data, including non-stationarity, multi-scale periodicity, and transient dynamics, particularly when…

Machine Learning · Computer Science 2025-07-18 Qianru Zhang , Chenglei Yu , Haixin Wang , Yudong Yan , Yuansheng Cao , Siu-Ming Yiu , Tailin Wu , Hongzhi Yin

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Despite the prevalent assumption of uniform variable importance in long-term time series forecasting models, real world applications often exhibit asymmetric causal relationships and varying data acquisition costs. Specifically,…

Machine Learning · Computer Science 2026-03-24 Xinyang Chen , Huidong Jin , Yu Huang , Zaiwen Feng

Multivariate time series data provide a robust framework for future predictions by leveraging information across multiple dimensions, ensuring broad applicability in practical scenarios. However, their high dimensionality and mixing…

Machine Learning · Computer Science 2024-11-28 Xuanbing Zhu , Dunbin Shen , Zhongwen Rao , Huiyi Ma , Yingguang Hao , Hongyu Wang

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

Multivariate time series forecasting remains a challenge due to the complexity of local temporal dynamics and global dependencies across multiple variables. In this paper, we propose \textbf{N}eighboring \textbf{P}atching \textbf{Mixer}…

Machine Learning · Computer Science 2026-05-11 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

As multimodal data proliferates across diverse real-world applications, leveraging heterogeneous information such as texts and timestamps for accurate time series forecasting (TSF) has become a critical challenge. While diffusion models…

Machine Learning · Computer Science 2025-12-09 Da Zhang , Bingyu Li , Zhuyuan Zhao , Junyu Gao , Feiping Nie , Xuelong Li

Understanding the relationship between textual news and time-series evolution is a critical yet under-explored challenge in applied data science. While multimodal learning has gained traction, existing multimodal time-series datasets fall…

Computation and Language · Computer Science 2026-02-12 Jialin Chen , Aosong Feng , Ziyu Zhao , Juan Garza , Gaukhar Nurbek , Cheng Qin , Ali Maatouk , Leandros Tassiulas , Yifeng Gao , Rex Ying

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

Recent research has shown that large language models (LLMs) can be effectively used for real-world time series forecasting due to their strong natural language understanding capabilities. However, aligning time series into semantic spaces…

Machine Learning · Computer Science 2024-12-03 Lingzheng Zhang , Lifeng Shen , Yimin Zheng , Shiyuan Piao , Ziyue Li , Fugee Tsung

Long-term load forecast (LTLF) for area distribution feeders is one of the most critical tasks frequently performed in electric distribution utility companies. For a specific planning area, cost-effective system upgrades can only be planned…

Systems and Control · Electrical Eng. & Systems 2020-07-02 Ming Dong , Jian Shi , QingXin Shi

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Long-term satellite image time series (SITS) analysis in heterogeneous landscapes faces significant challenges, particularly in Mediterranean regions where complex spatial patterns, seasonal variations, and multi-decade environmental…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Ido Faran , Nathan S. Netanyahu , Maxim Shoshany

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual…

Artificial Intelligence · Computer Science 2025-09-03 Shiqiao Zhou , Holger Schöner , Huanbo Lyu , Edouard Fouché , Shuo Wang