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Time series forecasting is widely used in business intelligence, e.g., forecast stock market price, sales, and help the analysis of data trend. Most time series of interest are macroscopic time series that are aggregated from microscopic…

Machine Learning · Computer Science 2021-10-28 Zhibo Zhu , Ziqi Liu , Ge Jin , Zhiqiang Zhang , Lei Chen , Jun Zhou , Jianyong Zhou

Deep time series forecasting has emerged as a rapidly growing field in recent years. Despite the exponential growth of community interests, progress on standard benchmarks is often limited to marginal improvements. A common consensus of the…

Machine Learning · Computer Science 2026-05-05 Yuxuan Wang , Haixu Wu , Yuezhou Ma , Yuchen Fang , Ziyi Zhang , Yong Liu , Shiyu Wang , Zhou Ye , Yang Xiang , Jianmin Wang , Mingsheng Long

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 attempts to predict future events by analyzing past trends and patterns. Although well researched, certain critical aspects pertaining to the use of deep learning in time series forecasting remain ambiguous. Our…

Machine Learning · Computer Science 2024-03-08 Kiran Madhusudhanan , Shayan Jawed , Lars Schmidt-Thieme

In machine learning, effective modeling requires a holistic consideration of how to encode inputs, make predictions (i.e., decoding), and train the model. However, in time-series forecasting, prior work has predominantly focused on encoder…

Machine Learning · Computer Science 2025-12-30 Jaebin Lee , Hankook Lee

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

In the time-series domain, an increasing number of works combine text with temporal data to leverage the reasoning capabilities of large language models (LLMs) for various downstream time-series understanding tasks. This enables a single…

Computation and Language · Computer Science 2025-11-11 Zhirui Zhang , Changhua Pei , Tianyi Gao , Zhe Xie , Yibo Hao , Zhaoyang Yu , Longlong Xu , Tong Xiao , Jing Han , Dan Pei

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Machine Learning · Computer Science 2026-03-05 Hiroki Tomioka , Genta Yoshimura

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

How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…

Machine Learning · Computer Science 2022-07-25 Li Shen , Yuning Wei , Yangzhu Wang

Understanding time series data is fundamental to many real-world applications. Recent work explores multimodal large language models (MLLMs) to enhance time series understanding with contextual information beyond numerical signals. This…

Machine Learning · Computer Science 2026-02-03 Yaxuan Kong , Yiyuan Yang , Shiyu Wang , Chenghao Liu , Yuxuan Liang , Ming Jin , Stefan Zohren , Dan Pei , Yan Liu , Qingsong Wen

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Machine Learning · Statistics 2021-04-28 Bryan Lim , Stefan Zohren

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

Time series data is one of the most ubiquitous data modalities existing in a diverse critical domains such as healthcare, seismology, manufacturing and energy. Recent years, there are increasing interest of the data mining community to…

Machine Learning · Computer Science 2025-03-20 Li Zhang

Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying…

Machine Learning · Computer Science 2023-01-09 Ozan Ozyegen , Juyoung Wang , Mucahit Cevik

This paper introduces a new addition to the SPINEX (Similarity-based Predictions with Explainable Neighbors Exploration) family, tailored specifically for time series and forecasting analysis. This new algorithm leverages the concept of…

Methodology · Statistics 2024-12-30 Ahmed Z Naser , MZ Naser

Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of pretrained models. Existing benchmarks often have limited domain coverage or overlook real-world…

We propose a three-stage framework for forecasting high-dimensional time-series data. Our method first estimates parameters for each univariate time series. Next, we use these parameters to cluster the time series. These clusters can be…

Machine Learning · Computer Science 2021-10-28 Reese Pathak , Rajat Sen , Nikhil Rao , N. Benjamin Erichson , Michael I. Jordan , Inderjit S. Dhillon

Verification of real-time systems involving hard timing constraints and concurrency is of utmost importance. Parametric timed model checking allows for formal verification in the presence of unknown timing constants or uncertainty (e.g.…

Logic in Computer Science · Computer Science 2019-07-31 André Étienne

Recent advances in long-term time series forecasting have introduced numerous complex supervised prediction models that consistently outperform previously published architectures. However, this rapid progression raises concerns regarding…

Machine Learning · Computer Science 2026-01-12 Lorenzo Brigato , Rafael Morand , Knut Strømmen , Maria Panagiotou , Markus Schmidt , Stavroula Mougiakakou