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Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Machine Learning · Computer Science 2026-02-04 Huu Hiep Nguyen , Minh Hoang Nguyen , Dung Nguyen , Hung Le

We introduce deep switching auto-regressive factorization (DSARF), a deep generative model for spatio-temporal data with the capability to unravel recurring patterns in the data and perform robust short- and long-term predictions. Similar…

Machine Learning · Computer Science 2020-09-14 Amirreza Farnoosh , Bahar Azari , Sarah Ostadabbas

Multivariate time series forecasting is widely applied in fields such as transportation, energy, and finance. However, the data commonly suffers from issues of multi-scale characteristics, weak correlations, and noise interference, which…

Machine Learning · Computer Science 2026-03-02 Xiang Ao

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

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

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

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Unsupervised/self-supervised time series representation learning is a challenging problem because of its complex dynamics and sparse annotations. Existing works mainly adopt the framework of contrastive learning with the time-based…

Machine Learning · Computer Science 2022-05-31 Ling Yang , Shenda Hong

Forecasting multivariate time series remains challenging due to complex cross-variable dependencies and the presence of heterogeneous external influences. This paper presents Spectrogram-Enhanced Multimodal Fusion (SEMF), which combines…

Machine Learning · Computer Science 2026-03-31 Soyeon Park , Doohee Chung , Charmgil Hong

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

Time-series forecasting is fundamental in industrial domains like manufacturing and smart factories. As systems evolve toward automation, models must operate on edge devices (e.g., PLCs, microcontrollers) with strict constraints on latency…

Machine Learning · Computer Science 2026-01-19 Jaehoon Lee , Seungwoo Lee , Younghwi Kim , Dohee Kim , Sunghyun Sim

Heterogeneity in time series data is more pronounced than in vision or language, as temporal dynamics vary substantially across domains and tasks. Existing efforts on training time series foundation models (TSFMs) from scratch are often…

Machine Learning · Computer Science 2026-04-09 Shengchao Chen , Guodong Long , Dikai Liu , Jing Jiang

Multivariate time series forecasting plays a crucial role in various fields such as finance, traffic management, energy, and healthcare. Recent studies have highlighted the advantages of channel independence to resist distribution drift but…

Machine Learning · Computer Science 2024-11-19 Lu Han , Xu-Yang Chen , Han-Jia Ye , De-Chuan Zhan

Current approaches for time series forecasting, whether in the time or frequency domain, predominantly use deep learning models based on linear layers or transformers. They often encode time series data in a black-box manner and rely on…

Machine Learning · Computer Science 2025-10-14 Cheng He , Xijie Liang , Zengrong Zheng , Patrick P. C. Lee , Xu Huang , Zhaoyi Li , Hong Xie , Defu Lian , Enhong Chen

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Machine Learning · Computer Science 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Machine Learning · Computer Science 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

This paper proposes the \emph{multiresolution mode decomposition} as a novel model for adaptive time series analysis. The main conceptual innovation is the introduction of the \emph{multiresolution intrinsic mode function} (MIMF) of the…

Numerical Analysis · Mathematics 2019-08-30 Haizhao Yang

Time series data in real-world scenarios contain a substantial amount of nonlinear information, which significantly interferes with the training process of models, leading to decreased prediction performance. Therefore, during the time…

Machine Learning · Computer Science 2024-06-05 Dandan Zhang , Zhiqiang Zhang , Nanguang Chen , Yun Wang

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