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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

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Long-term time series forecasting is a vital task and has a wide range of real applications. Recent methods focus on capturing the underlying patterns from one single domain (e.g. the time domain or the frequency domain), and have not taken…

Machine Learning · Computer Science 2023-08-28 Yuxiao Luo , Ziyu Lyu , Xingyu Huang

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…

Machine Learning · Computer Science 2025-05-02 Xinlong Zhao , Liying Zhang , Tianbo Zou , Yan Zhang

Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…

Machine Learning · Computer Science 2022-09-09 Sitan Yang , Carson Eisenach , Dhruv Madeka

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

The task of multi-channel time series forecasting is ubiquitous in numerous fields such as finance, supply chain management, and energy planning. It is critical to effectively capture complex dynamic dependencies within and between channels…

Artificial Intelligence · Computer Science 2026-03-20 Lei Gao , Hengda Bao , Jingfei Fang , Guangzheng Wu , Weihua Zhou , Yun Zhou

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

Machine Learning · Computer Science 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Efficient video recognition is a hot-spot research topic with the explosive growth of multimedia data on the Internet and mobile devices. Most existing methods select the salient frames without awareness of the class-specific saliency…

Computer Vision and Pattern Recognition · Computer Science 2022-07-22 Boyang Xia , Zhihao Wang , Wenhao Wu , Haoran Wang , Jungong Han

Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series…

Machine Learning · Computer Science 2019-10-15 Doyup Lee , Suehun Jung , Yeongjae Cheon , Dongil Kim , Seungil You

As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A…

Machine Learning · Computer Science 2022-03-03 Fan Jin , Ke Zhang , Yipan Huang , Yifei Zhu , Baiping Chen

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Explainability in time series forecasting is essential for improving model transparency and supporting informed decision-making. In this work, we present CrossScaleNet, an innovative architecture that combines a patch-based cross-attention…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Ibrahim Delibasoglu , Fredrik Heintz

Analyzing both temporal and spatial patterns for an accurate forecasting model for financial time series forecasting is a challenge due to the complex nature of temporal-spatial dynamics: time series from different locations often have…

Machine Learning · Computer Science 2022-10-18 Hu Yang , Yi Huang , Haijun Wang , Yu Chen

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang
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