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Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…

Machine Learning · Computer Science 2025-11-19 Victoria Hankemeier , Malte Schilling

Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…

Machine Learning · Computer Science 2025-09-24 Huanyao Zhang , Jiaye Lin , Wentao Zhang , Haitao Yuan , Guoliang Li

Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…

Machine Learning · Computer Science 2026-01-29 Wei Li

Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…

Methodology · Statistics 2021-10-22 Yanfei Kang , Wei Cao , Fotios Petropoulos , Feng Li

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

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

This survey delves into the application of diffusion models in time-series forecasting. Diffusion models are demonstrating state-of-the-art results in various fields of generative AI. The paper includes comprehensive background information…

Machine Learning · Computer Science 2024-01-18 Caspar Meijer , Lydia Y. Chen

The field of time series forecasting has garnered significant attention in recent years, prompting the development of advanced models like TimeSieve, which demonstrates impressive performance. However, an analysis reveals certain…

Machine Learning · Computer Science 2025-03-31 Songning Lai , Ninghui Feng , Haochen Sui , Ze Ma , Hao Wang , Zichen Song , Hang Zhao , Yutao Yue

Kernel-based methods such as Rocket are among the most effective default approaches for univariate time series classification (TSC), yet they do not perform equally well across all datasets. We revisit the long-standing intuition that…

Machine Learning · Computer Science 2026-01-13 Honey Singh Chauhan , Zahraa S. Abdallah

Generating high-quality time series data has emerged as a critical research topic due to its broad utility in supporting downstream time series mining tasks. A major challenge lies in modeling the intrinsic stochasticity of temporal…

Artificial Intelligence · Computer Science 2025-11-20 He Panjing , Cheng Mingyue , Li Li , Zhang XiaoHan

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Diffusion models have emerged as powerful generative frameworks by progressively adding noise to data through a forward process and then reversing this process to generate realistic samples. While these models have achieved strong…

Machine Learning · Computer Science 2025-03-04 Xingzhuo Guo , Yu Zhang , Baixu Chen , Haoran Xu , Jianmin Wang , Mingsheng Long

Time series generation is widely used in real-world applications such as simulation, data augmentation, and hypothesis testing. Recently, diffusion models have emerged as the de facto approach to time series generation, enabling diverse…

Machine Learning · Computer Science 2025-12-25 Jinseong Park , Seungyun Lee , Woojin Jeong , Yujin Choi , Jaewook Lee

Deep model fusion/merging is an emerging technique that merges the parameters or predictions of multiple deep learning models into a single one. It combines the abilities of different models to make up for the biases and errors of a single…

Machine Learning · Computer Science 2023-09-28 Weishi Li , Yong Peng , Miao Zhang , Liang Ding , Han Hu , Li Shen

Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…

Artificial Intelligence · Computer Science 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

Meta-learning, decision fusion, hybrid models, and representation learning are topics of investigation with significant traction in time-series forecasting research. Of these two specific areas have shown state-of-the-art results in…

Machine Learning · Computer Science 2023-03-21 Terence L. van Zyl

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet