English
Related papers

Related papers: CRAFT: Time Series Forecasting with Cross-Future B…

200 papers

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Machine Learning · Computer Science 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts. In this paper, we pioneer the exploration of explicitly modeling this periodicity to enhance the performance of models…

Machine Learning · Computer Science 2024-10-16 Shengsheng Lin , Weiwei Lin , Xinyi Hu , Wentai Wu , Ruichao Mo , Haocheng Zhong

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Forecasting chaotic systems is a cornerstone challenge in many scientific fields, complicated by the exponential amplification of even infinitesimal prediction errors. Modern machine learning approaches often falter due to two opposing…

Machine Learning · Computer Science 2025-10-07 Harshil Vejendla

With the success of pre-trained language models (PLMs) in various application fields beyond natural language processing, language models have raised emerging attention in the field of time series forecasting (TSF) and have shown great…

Machine Learning · Computer Science 2025-09-30 Peng Chen , Yihang Wang , Yang Shu , Yunyao Cheng , Kai Zhao , Zhongwen Rao , Lujia Pan , Bin Yang , Chenjuan Guo

Time Series Foundation Models (TSFMs) have borrowed the long context paradigm from natural language processing under the premise that feeding more history into the model improves forecast quality. But in stochastic domains, distant history…

Machine Learning · Computer Science 2026-05-12 Rishi Ahuja , Kumar Prateek , Simranjit Singh , Vijay Kumar

Convolutional neural networks (CNNs) and transformer architectures offer strengths for modeling temporal data: CNNs excel at capturing local patterns and translational invariances, while transformers effectively model long-range…

Machine Learning · Computer Science 2025-10-09 Stefano F. Stefenon , João P. Matos-Carvalho , Valderi R. Q. Leithardt , Kin-Choong Yow

Temporal distributional shifts, with underlying dynamics changing over time, frequently occur in real-world time series and pose a fundamental challenge for deep neural networks (DNNs). In this paper, we propose a novel deep sequence model…

Machine Learning · Computer Science 2023-03-01 Rui Wang , Yihe Dong , Sercan Ö. Arik , Rose Yu

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

We introduce the Temporal Contrastive Transformer (TCT), a representation learning framework designed to capture contextual temporal dynamics in sequences of financial transactions. The model is trained using a self-supervised contrastive…

Machine Learning · Computer Science 2026-05-22 Danny Butvinik , Yonit Marcus , Nitzan Tal , Gabrielle Azoulay

Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Marcel Meyer , David Zapata , Sascha Kaltenpoth , Oliver Müller

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

Human trajectory forecasting is important for intelligent multimedia systems operating in visually complex environments, such as autonomous driving and crowd surveillance. Although Conditional Flow Matching (CFM) has shown strong ability in…

Computer Vision and Pattern Recognition · Computer Science 2026-04-07 Xuepeng Jing , Wenhuan Lu , Hao Meng , Zhizhi Yu , Jianguo Wei

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…

Machine Learning · Computer Science 2026-04-21 Pooyan Khosravinia , João Gama , Bruno Veloso

Time series forecasting predicts future values from past data. In real-world settings, some anomalous events have lasting effects and influence the forecast, while others are short-lived and should be ignored. Standard forecasting models…

Machine Learning · Computer Science 2025-12-15 Joel Ekstrand , Zahra Taghiyarrenani , Slawomir Nowaczyk

The application of transformer-based models on time series forecasting (TSF) tasks has long been popular to study. However, many of these works fail to beat the simple linear residual model, and the theoretical understanding of this issue…

Machine Learning · Computer Science 2025-03-04 Yekun Ke , Yingyu Liang , Zhenmei Shi , Zhao Song , Chiwun Yang

Unsupervised/self-supervised representation learning in time series is critical since labeled samples are usually scarce in real-world scenarios. Existing approaches mainly leverage the contrastive learning framework, which automatically…

Machine Learning · Computer Science 2023-07-10 Wenrui Zhang , Ling Yang , Shijia Geng , Shenda Hong

Accurately predicting smartphone app usage is challenging due to the sparsity and irregularity of user behavior, especially under cold-start and low-activity conditions. Existing approaches mostly rely on static or attention-only…

Machine Learning · Computer Science 2025-09-30 Longlong Li , Cunquan Qu , Guanghui Wang