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Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

Despite recent progress in time-series foundation models, challenges persist in improving representation learning and adapting to diverse downstream tasks. We introduce a General Time-series Model (GTM), which advances representation…

Machine Learning · Computer Science 2026-03-13 Cheng He , Xu Huang , Gangwei Jiang , Zhaoyi Li , Defu Lian , Hong Xie , Enhong Chen , Xijie Liang , Zengrong Zheng , Patrick P. C. Lee

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

Data augmentation is gaining importance across various aspects of time series analysis, from forecasting to classification and anomaly detection tasks. We introduce the Latent Generative Transformer Augmentation (L-GTA) model, a generative…

Machine Learning · Computer Science 2025-08-01 Luis Roque , Carlos Soares , Vitor Cerqueira , Luis Torgo

Modern enterprises generate vast streams of time series metrics when monitoring complex systems, known as observability data. Unlike conventional time series from domains such as climate, observability data are zero-inflated, highly…

Cross-domain time series forecasting is a valuable task in various web applications. Despite its rapid advancement, achieving effective generalization across heterogeneous time series data remains a significant challenge. Existing methods…

Artificial Intelligence · Computer Science 2025-11-04 Tingyue Pan , Mingyue Cheng , Shilong Zhang , Zhiding Liu , Xiaoyu Tao , Yucong Luo , Jintao Zhang , Qi Liu

Time series forecasting is crucial for applications in various domains. Conventional methods often rely on global decomposition into trend, seasonal, and residual components, which become ineffective for real-world series dominated by…

Machine Learning · Computer Science 2026-03-06 Xiang Ma , Taihua Chen , Pengcheng Wang , Xuemei Li , Caiming Zhang

Multivariate time series forecasting with hierarchical structure is pervasive in real-world applications, demanding not only predicting each level of the hierarchy, but also reconciling all forecasts to ensure coherency, i.e., the forecasts…

Machine Learning · Computer Science 2025-03-04 Shiyu Wang , Fan Zhou , Yinbo Sun , Lintao Ma , James Zhang , Yangfei Zheng

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

Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose…

Machine Learning · Computer Science 2024-10-22 Xinyu Yuan , Yan Qiao

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Machine Learning · Computer Science 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

Motion time series collected from mobile and wearable devices such as smartphones and smartwatches offer significant insights into human behavioral patterns, with wide applications in healthcare, automation, IoT, and AR/XR due to their…

Signal Processing · Electrical Eng. & Systems 2024-10-29 Xiyuan Zhang , Diyan Teng , Ranak Roy Chowdhury , Shuheng Li , Dezhi Hong , Rajesh K. Gupta , Jingbo Shang

Periodic time series (PTS) forecasting plays a crucial role in a variety of industries to foster critical tasks, such as early warning, pre-planning, resource scheduling, etc. However, the complicated dependencies of the PTS signal on its…

Machine Learning · Computer Science 2022-03-16 Wei Fan , Shun Zheng , Xiaohan Yi , Wei Cao , Yanjie Fu , Jiang Bian , Tie-Yan Liu

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

Many language generation models are now available for a wide range of generation tasks, including machine translation and summarization. Combining such diverse models may lead to further progress, but ensembling generation models is…

Computation and Language · Computer Science 2022-10-31 Jungo Kasai , Keisuke Sakaguchi , Ronan Le Bras , Hao Peng , Ximing Lu , Dragomir Radev , Yejin Choi , Noah A. Smith

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting…

Computation and Language · Computer Science 2026-03-04 Xin Qiu , Junlong Tong , Yirong Sun , Yunpu Ma , Wei Zhang , Xiaoyu Shen

Time-Series (TS) exhibits pronounced non-stationarity. Consequently, most forecasting methods display compromised robustness to concept drift, despite the prevalent application of instance normalization. We tackle this challenge by first…

Machine Learning · Computer Science 2026-01-29 Daojun Liang , Jing Chen , Xiao Wang , Yinglong Wang , Shuo Li

In this paper, a method of prediction on continuous time series variables from the production or flow -- an LSTM algorithm based on multivariate tuning -- is proposed. The algorithm improves the traditional LSTM algorithm and converts the…

Machine Learning · Computer Science 2024-03-19 Hongzhi Wang , Yang Song , Shihan Tang

Addressing the computational challenges inherent in training large-scale deep neural networks remains a critical endeavor in contemporary machine learning research. While previous efforts have focused on enhancing training efficiency…

Machine Learning · Computer Science 2025-05-06 Xiao Shou , Debarun Bhattacharjya , Yanna Ding , Chen Zhao , Rui Li , Jianxi Gao

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…

Machine Learning · Computer Science 2024-08-14 Lifan Zhao , Yanyan Shen