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For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency in multivariate models, we introduce a method to Construct…

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

Time-series forecasting is important for many applications. Forecasting models are usually trained using time-series data in a specific target task. However, sufficient data in the target task might be unavailable, which leads to…

Machine Learning · Statistics 2020-10-01 Tomoharu Iwata , Atsutoshi Kumagai

Key-value (KV) caching is critical for efficient inference in large language models (LLMs), yet its memory footprint scales linearly with context length, resulting in a severe scalability bottleneck. Existing approaches largely treat KV…

Computation and Language · Computer Science 2026-04-23 Gradwell Dzikanyanga , Weihao Yang , Hao Huang , Donglei Wu , Shihao Wang , Wen Xia , Sanjeeb K C

Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of…

Machine Learning · Computer Science 2018-05-16 David Hallac , Sagar Vare , Stephen Boyd , Jure Leskovec

Temporal Graph Neural Networks (TGNNs) are powerful models to capture temporal, structural, and contextual information on temporal graphs. The generated temporal node embeddings outperform other methods in many downstream tasks. Real-world…

Hardware Architecture · Computer Science 2022-03-11 Hongkuan Zhou , Bingyi Zhang , Rajgopal Kannan , Viktor Prasanna , Carl Busart

Temporal graph neural network has recently received significant attention due to its wide application scenarios, such as bioinformatics, knowledge graphs, and social networks. There are some temporal graph neural networks that achieve…

Machine Learning · Computer Science 2023-01-23 Mingyi Liu , Zhiying Tu , Xiaofei Xu , Zhongjie Wang

In recent years, 2D Convolutional Networks-based video action recognition has encouragingly gained wide popularity; However, constrained by the lack of long-range non-linear temporal relation modeling and reverse motion information…

Computer Vision and Pattern Recognition · Computer Science 2021-12-20 Yongkang Zhang , Jun Li , Guoming Wu , Han Zhang , Zhiping Shi , Zhaoxun Liu , Zizhang Wu

Temporal Graph Neural Networks (TGNNs) are a family of graph neural networks designed to model and learn dynamic information from temporal graphs. Given their substantial empirical success, there is an escalating interest in TGNNs within…

Machine Learning · Computer Science 2024-12-17 Junwei Su , Shan Wu

Traffic flow forecasting is a crucial task in transportation management and planning. The main challenges for traffic flow forecasting are that (1) as the length of prediction time increases, the accuracy of prediction will decrease; (2)…

Artificial Intelligence · Computer Science 2024-05-13 Jianli Xiao , Baichao Long

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

Shanghai Composite Index prediction has become a hot issue for many investors and academic researchers. Deep learning models are widely applied in multivariate time series forecasting, including recurrent neural networks (RNN),…

Statistical Finance · Quantitative Finance 2026-04-21 Haibin Jiao

Recurrent neural networks are a powerful tool for modeling sequential data, but the dependence of each timestep's computation on the previous timestep's output limits parallelism and makes RNNs unwieldy for very long sequences. We introduce…

Neural and Evolutionary Computing · Computer Science 2016-11-22 James Bradbury , Stephen Merity , Caiming Xiong , Richard Socher

Accurate workload forecasting is critical for efficient resource management in cloud computing systems, enabling effective scheduling and autoscaling. Despite recent advances with transformer-based forecasting models, challenges remain due…

Machine Learning · Computer Science 2024-08-20 Shiyu Wang , Zhixuan Chu , Yinbo Sun , Yu Liu , Yuliang Guo , Yang Chen , Huiyang Jian , Lintao Ma , Xingyu Lu , Jun Zhou

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

Machine Learning · Computer Science 2025-02-13 Shibo Feng , Peilin Zhao , Liu Liu , Pengcheng Wu , Zhiqi Shen

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

Current Transformer methods for Multivariate Time-Series Forecasting (MTSF) are all based on the conventional attention mechanism. They involve sequence embedding and performing a linear projection of Q, K, and V, and then computing…

Machine Learning · Computer Science 2024-07-22 Haixiang Wu

Time series forecasting has received wide interest from existing research due to its broad applications and inherent challenging. The research challenge lies in identifying effective patterns in historical series and applying them to future…

Machine Learning · Computer Science 2023-07-14 Tianlong Zhao , Xiang Ma , Xuemei Li , Caiming Zhang

Learning complex time series forecasting models usually requires a large amount of data, as each model is trained from scratch for each task/data set. Leveraging learning experience with similar datasets is a well-established technique for…

Machine Learning · Computer Science 2022-08-19 Lukas Brinkmeyer , Rafael Rego Drumond , Johannes Burchert , Lars Schmidt-Thieme

We present Timer-XL, a causal Transformer for unified time series forecasting. To uniformly predict multidimensional time series, we generalize next token prediction, predominantly adopted for 1D token sequences, to multivariate next token…

Machine Learning · Computer Science 2025-03-04 Yong Liu , Guo Qin , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin
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