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Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

Machine Learning · Computer Science 2024-01-02 Wanlin Cai , Yuxuan Liang , Xianggen Liu , Jianshuai Feng , Yuankai Wu

Transformer-based models have significantly advanced time series forecasting. Recent work, like the Cross-Attention-only Time Series transformer (CATS), shows that removing self-attention can make the model more accurate and efficient.…

Machine Learning · Computer Science 2025-09-08 Jiajun Song , Xiaoou Liu

We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…

Machine Learning · Computer Science 2024-12-25 Ruipu Li , Alexander Rodríguez

We introduce and analyze a variant of multivariate singular spectrum analysis (mSSA), a popular time series method to impute and forecast a multivariate time series. Under a spatio-temporal factor model we introduce, given $N$ time series…

Machine Learning · Computer Science 2022-06-22 Anish Agarwal , Abdullah Alomar , Devavrat Shah

In speech enhancement, achieving state-of-the-art (SotA) performance while adhering to the computational constraints on edge devices remains a formidable challenge. Networks integrating stacked temporal and spectral modelling effectively…

Audio and Speech Processing · Electrical Eng. & Systems 2026-01-30 Haixin Zhao , Nilesh Madhu

Recent innovations in transformers have shown their superior performance in natural language processing (NLP) and computer vision (CV). The ability to capture long-range dependencies and interactions in sequential data has also triggered a…

Statistical Finance · Quantitative Finance 2025-03-24 Chu Myaet Thwal , Ye Lin Tun , Kitae Kim , Seong-Bae Park , Choong Seon Hong

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

Transformer models are computationally costly on long sequences since regular attention has quadratic $O(n^2)$ time complexity. We introduce Wavelet-Enhanced Random Spectral Attention (WERSA), a novel mechanism of linear $O(n)$ time…

Machine Learning · Computer Science 2025-07-14 Vincenzo Dentamaro

Solving ill-posed inverse problems necessitates effective regularization strategies to stabilize the inversion process against measurement noise. While classical methods like Tikhonov regularization require heuristic parameter tuning, and…

Machine Learning · Statistics 2026-03-24 Hang-Cheng Dong , Pengcheng Cheng , Shuhuan Li

The prediction of electromagnetic spectra for MXene-based solar absorbers is a computationally intensive task, traditionally addressed using full-wave solvers. This study introduces an efficient deep learning framework incorporating…

Optics · Physics 2026-02-10 Shujaat Khan , Waleed Iqbal Waseer

Time-series is ubiquitous across applications, such as transportation, finance and healthcare. Time-series is often influenced by external factors, especially in the form of asynchronous events, making forecasting difficult. However,…

Machine Learning · Computer Science 2021-02-02 Longyuan Li , Jihai Zhang , Junchi Yan , Yaohui Jin , Yunhao Zhang , Yanjie Duan , Guangjian Tian

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

Reliable periodic patterns serve as a fundamental basis for accurate multivariate time series forecasting. However, existing methods either implicitly extract periodicity through complex model architectures (e.g., Transformers) with high…

Machine Learning · Computer Science 2026-05-06 Yingbo Zhou , Yutong Ye , Zhiwei Ling , Shuhao Li , Rui Qian , Jian Xiong , Li Sun , Dejing Dou

Deep learning-based time series forecasting has found widespread applications. Recently, converting time series data into the frequency domain for forecasting has become popular for accurately exploring periodic patterns. However, existing…

Machine Learning · Computer Science 2025-08-13 Hao Liu , Chun Yang , Zhang xiaoxing , Rui Ma , Xiaobin Zhu

Weather forecasting is essential for facilitating diverse socio-economic activity and environmental conservation initiatives. Deep learning techniques are increasingly being explored as complementary approaches to Numerical Weather…

Machine Learning · Computer Science 2025-04-28 Marco Turzi , Siamak Mehrkanoon

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

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

Time series analysis and modelling constitute a crucial research area. Traditional artificial neural networks struggle with complex, non-stationary time series data due to high computational complexity, limited ability to capture temporal…

Computer Vision and Pattern Recognition · Computer Science 2024-12-10 Chengzhi Liu , Zheng Tao , Zihong Luo , Chenghao Liu

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Rising penetration levels of (residential) photovoltaic (PV) power as distributed energy resource pose a number of challenges to the electricity infrastructure. High quality, general tools to provide accurate forecasts of power production…

Machine Learning · Computer Science 2020-10-16 Elizaveta Kharlova , Daniel May , Petr Musilek