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Recent CNN and Transformer-based models tried to utilize frequency and periodicity information for long-term time series forecasting. However, most existing work is based on Fourier transform, which cannot capture fine-grained and local…

Machine Learning · Computer Science 2024-01-05 Peiyuan Liu , Beiliang Wu , Naiqi Li , Tao Dai , Fengmao Lei , Jigang Bao , Yong Jiang , Shu-Tao Xia

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series…

Machine Learning · Computer Science 2024-07-02 Wei Fan , Kun Yi , Hangting Ye , Zhiyuan Ning , Qi Zhang , Ning An

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Machine Learning · Computer Science 2025-10-01 Xiaojian Wang , Chaoli Zhang , Zhonglong Zheng , Yunliang Jiang

Recent years have seen a surge in data-driven surrogates for dynamical systems that can be orders of magnitude faster than numerical solvers. However, many machine learning-based models such as neural operators exhibit spectral bias,…

Machine Learning · Computer Science 2026-05-07 Xuesong Wang , Michael Groom , Rafael Oliveira , He Zhao , Terence O'Kane , Edwin V. Bonilla

Sequential Recommender Systems (SRS) aim to model sequential behaviors of users to capture their interests which usually evolve over time. Transformer-based SRS have achieved distinguished successes recently. However, studies reveal…

Information Retrieval · Computer Science 2025-08-04 Sheng Lu , Mingxi Ge , Jiuyi Zhang , Wanli Zhu , Guanjin Li , Fangming Gu

Time series (TS) forecasting has been an unprecedentedly popular problem in recent years, with ubiquitous applications in both scientific and business fields. Various approaches have been introduced to time series analysis, including both…

Machine Learning · Computer Science 2024-05-20 Ziyou Guo , Yan Sun , Tieru Wu

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

An algorithm is presented to update the multi-fractal spectrum of a time series in constant time when new data arrives. The discrete wavelet transform (DWT) of the time series is first updated for the new data value. This is done optimally…

Chaotic Dynamics · Physics 2007-05-23 Nicolas Brodu

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and…

Machine Learning · Computer Science 2023-10-31 Yushu Chen , Shengzhuo Liu , Jinzhe Yang , Hao Jing , Wenlai Zhao , Guangwen Yang

This work presents a purely data-driven, wavelet-based framework for modal identification and reduced-order modeling of mechanical systems with assumed linear dynamics characterized by closely spaced modes with classical or non-classical…

Signal Processing · Electrical Eng. & Systems 2025-10-28 Anargyros Michaloliakos , Benjamin J. Chang , Lawrence A. Bergman , Alexander F. Vakakis

Efficient time series forecasting is essential for smart energy systems, enabling accurate predictions of energy demand, renewable resource availability, and grid stability. However, the growing volume of high-frequency data from sensors…

Computational Engineering, Finance, and Science · Computer Science 2025-05-06 Mikkel Bue Lykkegaard , Svend Vendelbo Nielsen , Akanksha Upadhyay , Mikkel Bendixen Copeland , Philipp Trénell

Change detection in remote sensing imagery plays a vital role in various engineering applications, such as natural disaster monitoring, urban expansion tracking, and infrastructure management. Despite the remarkable progress of deep…

Computer Vision and Pattern Recognition · Computer Science 2025-08-08 Xiaoyang Zhang , Guodong Fan , Guang-Yong Chen , Zhen Hua , Jinjiang Li , Min Gan , C. L. Philip Chen

Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with…

Machine Learning · Computer Science 2026-01-29 Wei Li

Simulating the long-term dynamics of multi-scale and multi-physics systems poses a significant challenge in understanding complex phenomena across science and engineering. The complexity arises from the intricate interactions between scales…

Machine Learning · Computer Science 2025-09-22 Da Long , Shandian Zhe , Samuel Williams , Leonid Oliker , Zhe Bai

In recent work on time-series prediction, Transformers and even large language models have garnered significant attention due to their strong capabilities in sequence modeling. However, in practical deployments, time-series prediction often…

Machine Learning · Computer Science 2026-02-17 Wenxuan Xie , Fanpu Cao

Full Waveform Inversion (FWI) is a powerful technique for estimating high-resolution subsurface velocity models by minimizing the discrepancy between modeled and observed seismic data. However, the oscillatory nature of seismic waveforms…

Recent years have witnessed the unprecedented rising of time series from almost all kindes of academic and industrial fields. Various types of deep neural network models have been introduced to time series analysis, but the important…

Machine Learning · Computer Science 2018-06-26 Jingyuan Wang , Ze Wang , Jianfeng Li , Junjie Wu

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos
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