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While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Machine Learning · Computer Science 2024-11-06 Kun Yi , Jingru Fei , Qi Zhang , Hui He , Shufeng Hao , Defu Lian , Wei Fan

Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability…

Machine Learning · Computer Science 2021-03-30 Haoyi Zhou , Shanghang Zhang , Jieqi Peng , Shuai Zhang , Jianxin Li , Hui Xiong , Wancai Zhang

In the domain of multivariate time series analysis, the concept of channel independence has been increasingly adopted, demonstrating excellent performance due to its ability to eliminate noise and the influence of irrelevant variables.…

Machine Learning · Computer Science 2024-12-18 Haoxin Wang , Yipeng Mo , Kunlan Xiang , Nan Yin , Honghe Dai , Bixiong Li , Songhai Fan , Site Mo

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Machine Learning · Computer Science 2025-10-03 Beiliang Wu , Peiyuan Liu , Yifan Hu , Luyan Zhang , Ao Hu , Zenglin Xu

Diffusion models have recently shown promise in time series forecasting, particularly for probabilistic predictions. However, they often fail to achieve state-of-the-art point estimation performance compared to regression-based methods.…

Artificial Intelligence · Computer Science 2025-11-25 Hang Ding , Xue Wang , Tian Zhou , Tao Yao

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen

Test-time adaptation (TTA) has recently emerged as a promising approach for improving time series forecasting (TSF) under distribution shift. Existing TSF-TTA methods differ in how they utilize revealed targets, yet the resulting adaptation…

Machine Learning · Computer Science 2026-05-19 Haochun Wang , Ruichen Xu , Georgios Kementzidis , Karen Cho , Sebastian Ramirez Villarreal , Yuefan Deng

Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability,…

Machine Learning · Computer Science 2026-05-19 Hua Wang , Xianhao Jiao , Fan Zhang

Watch-time prediction is a central regression task in short-video recommender systems, where labels are highly long-tailed and residual errors vary systematically across observed watch-time regions. In practice, a model may appear globally…

Information Retrieval · Computer Science 2026-05-19 Yiqing Yang , Xinlong Zhao , Zhao Liu , Xiao Lv , Ruiming Tang , Han Li , Kun Gai

In various web applications like targeted advertising and recommender systems, the available categorical features (e.g., product type) are often of great importance but sparse. As a widely adopted solution, models based on Factorization…

Machine Learning · Computer Science 2019-11-19 Tong Chen , Hongzhi Yin , Quoc Viet Hung Nguyen , Wen-Chih Peng , Xue Li , Xiaofang Zhou

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

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better…

Machine Learning · Computer Science 2023-11-13 Seonkyu Lim , Jaehyeon Park , Seojin Kim , Hyowon Wi , Haksoo Lim , Jinsung Jeon , Jeongwhan Choi , Noseong Park

Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…

Machine Learning · Computer Science 2025-04-01 Chenxi Liu , Qianxiong Xu , Hao Miao , Sun Yang , Lingzheng Zhang , Cheng Long , Ziyue Li , Rui Zhao

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

Machine Learning · Computer Science 2026-03-05 Hantong Feng , Yonggang Wu , Duxin Chen , Wenwu Yu

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…

Machine Learning · Computer Science 2023-09-26 Iñigo Martinez

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Machine Learning · Computer Science 2025-06-13 Zhe Li , Xiangfei Qiu , Peng Chen , Yihang Wang , Hanyin Cheng , Yang Shu , Jilin Hu , Chenjuan Guo , Aoying Zhou , Christian S. Jensen , Bin Yang

Spatio-temporal forecasting in various domains, like traffic prediction and weather forecasting, is a challenging endeavor, primarily due to the difficulties in modeling propagation dynamics and capturing high-dimensional interactions among…

Machine Learning · Computer Science 2024-05-29 Xiaobei Zou , Luolin Xiong , Yang Tang , Jürgen Kurths

The prevailing Direct Forecasting (DF) paradigm dominates Long-term Time Series Forecasting (LTSF) by forcing models to predict the entire future horizon in a single forward pass. While efficient, this rigid coupling of output and…

Machine Learning · Computer Science 2026-02-03 Jiaming Ma , Siyuan Mu , Ruilin Tang , Haofeng Ma , Qihe Huang , Zhengyang Zhou , Pengkun Wang , Binwu Wang , Yang Wang

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

Machine Learning · Computer Science 2022-02-15 Li Shen , Yangzhu Wang