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While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…

Machine Learning · Computer Science 2026-03-02 Ziheng Peng , Shijie Ren , Xinyue Gu , Linxiao Yang , Xiting Wang , Liang Sun

Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics. Existing approaches typically rely on either…

Machine Learning · Computer Science 2026-02-04 Yaguo Liu , Mingyue Cheng , Daoyu Wang , Xiaoyu Tao , Qi Liu

Time series forecasting (TSF) remains a challenging problem due to the intricate entanglement of intraperiod-fluctuations and interperiod-trends. While recent advances have attempted to reshape 1D sequences into 2D period-phase…

Machine Learning · Computer Science 2026-03-04 Yixin Wang , Yifan Hu , Peiyuan Liu , Naiqi Li , Dai Tao , Shu-Tao Xia

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

Machine Learning · Statistics 2020-01-15 Shi Zhao , Ying Feng

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

Data-driven artificial intelligence (AI) models have made significant advancements in weather forecasting, particularly in medium-range and nowcasting. However, most data-driven weather forecasting models are black-box systems that focus on…

Machine Learning · Computer Science 2025-01-14 Wanghan Xu , Fenghua Ling , Wenlong Zhang , Tao Han , Hao Chen , Wanli Ouyang , Lei Bai

Diffusion models have recently emerged as powerful frameworks for generating high-quality images. While recent studies have explored their application to time series forecasting, these approaches face significant challenges in cross-modal…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Weilin Ruan , Siru Zhong , Haomin Wen , Yuxuan Liang

Using pre-trained large language models (LLMs) as a backbone for time series prediction has recently attracted growing research interest. Existing approaches typically split time series into patches, map them to the token space of LLMs via…

Machine Learning · Computer Science 2026-03-09 Xinyu Zhang , Shanshan Feng , Xutao Li , Kenghong Lin , Fan Li , Pengfei Jia

Existing time series tokenization methods predominantly encode a constant number of samples into individual tokens. This inflexible approach can generate excessive tokens for even simple patterns like extended constant values, resulting in…

Machine Learning · Computer Science 2026-01-29 Leon Götz , Marcel Kollovieh , Stephan Günnemann , Leo Schwinn

We introduce Gluon Time Series (GluonTS, available at https://gluon-ts.mxnet.io), a library for deep-learning-based time series modeling. GluonTS simplifies the development of and experimentation with time series models for common tasks…

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused…

Machine learning methods trained on raw numerical time series data exhibit fundamental limitations such as a high sensitivity to the hyper parameters and even to the initialization of random weights. A combination of a recurrent neural…

Machine Learning · Computer Science 2020-03-13 Steven Elsworth , Stefan Güttel

Time series forecasting presents unique challenges that limit the effectiveness of traditional machine learning algorithms. To address these limitations, various approaches have incorporated linear constraints into learning algorithms, such…

Machine Learning · Statistics 2025-02-18 Nathan Doumèche , Francis Bach , Éloi Bedek , Gérard Biau , Claire Boyer , Yannig Goude

Forecasting over Temporal Knowledge Graphs (TKGs) which predicts future facts based on historical ones has received much attention. Recent studies have introduced Large Language Models (LLMs) for this task to enhance the models'…

Computation and Language · Computer Science 2025-06-03 Long Bai , Zixuan Li , Xiaolong Jin , Jiafeng Guo , Xueqi Cheng , Tat-Seng Chua

Pre-trained models exhibit strong generalization to various downstream tasks. However, given the numerous models available in the model hub, identifying the most suitable one by individually fine-tuning is time-consuming. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Tengxue Zhang , Biao Ouyang , Yang Shu , Xinyang Chen , Chenjuan Guo , Bin Yang

Foundation models are large-scale machine learning models that are pre-trained on massive amounts of data and can be adapted for various downstream tasks. They have been extensively applied to tasks in Natural Language Processing and…

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Haoxin Liu , B. Aditya Prakash

Multi-modal large language models (MLLMs) have enabled numerous advances in understanding and reasoning in domains like vision, but we have not yet seen this broad success for time-series. Although prior works on time-series MLLMs have…

Machine Learning · Computer Science 2024-12-05 Winnie Chow , Lauren Gardiner , Haraldur T. Hallgrímsson , Maxwell A. Xu , Shirley You Ren

Forecasting groups of time series is of increasing practical importance, e.g. forecasting the demand for multiple products offered by a retailer or server loads within a data center. The local approach to this problem considers each time…

Machine Learning · Computer Science 2021-03-30 Pablo Montero-Manso , Rob J Hyndman