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Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Machine Learning · Computer Science 2025-03-14 Xiangjie Kong , Zhenghao Chen , Weiyao Liu , Kaili Ning , Lechao Zhang , Syauqie Muhammad Marier , Yichen Liu , Yuhao Chen , Feng Xia

Motivation: Several different threads of research have been proposed for modeling and mining temporal data. On the one hand, approaches such as dynamic Bayesian networks (DBNs) provide a formal probabilistic basis to model relationships…

Machine Learning · Computer Science 2009-04-15 Debprakash Patnaik , Srivatsan Laxman , Naren Ramakrishnan

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

Machine Learning · Computer Science 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term…

Machine Learning · Computer Science 2019-02-05 Reza Asadi , Amelia Regan

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

Machine Learning · Computer Science 2024-01-02 Wanlin Cai , Yuxuan Liang , Xianggen Liu , Jianshuai Feng , Yuankai Wu

Fuzzy time series forecasting (FTSF) is a typical forecasting method with wide application. Traditional FTSF is regarded as an expert system which leads to loss of the ability to recognize undefined features. The mentioned is the main…

Machine Learning · Computer Science 2023-08-29 Tianxiang Zhan , Yuanpeng He , Yong Deng , Zhen Li

Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting…

Machine Learning · Computer Science 2024-11-06 Xingyu Zhang , Siyu Zhao , Zeen Song , Huijie Guo , Jianqi Zhang , Changwen Zheng , Wenwen Qiang

A large number of Deep Learning Weather Prediction (DLWP) architectures -- based on various backbones, including U-Net, Transformer, Graph Neural Network, and Fourier Neural Operator (FNO) -- have demonstrated their potential at forecasting…

Long-term time series forecasting (LTSF) is hampered by the challenge of modeling complex dependencies that span multiple temporal scales and frequency resolutions. Existing methods, including Transformer and MLP-based models, often…

Machine Learning · Computer Science 2025-09-22 Qianyang Li , Xingjun Zhang , Shaoxun Wang , Jia Wei

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Time series prediction, a crucial task across various domains, faces significant challenges due to the inherent complexities of time series data, including non-stationarity, multi-scale periodicity, and transient dynamics, particularly when…

Machine Learning · Computer Science 2025-07-18 Qianru Zhang , Chenglei Yu , Haixin Wang , Yudong Yan , Yuansheng Cao , Siu-Ming Yiu , Tailin Wu , Hongzhi Yin

Deep Learning has been successfully applied to many application domains, yet its advantages have been slow to emerge for time series forecasting. For example, in the well-known Makridakis (M) Competitions, hybrids of traditional statistical…

Machine Learning · Computer Science 2024-01-26 John A. Miller , Mohammed Aldosari , Farah Saeed , Nasid Habib Barna , Subas Rana , I. Budak Arpinar , Ninghao Liu

This paper presents FDNet: a Focal Decomposed Network for efficient, robust and practical time series forecasting. We break away from conventional deep time series forecasting formulas which obtain prediction results from universal feature…

Machine Learning · Computer Science 2023-06-21 Li Shen , Yuning Wei , Yangzhu Wang , Huaxin Qiu

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

Machine Learning · Computer Science 2025-05-13 Yuqi Xiong , Yang Wen

The problem of automatic and accurate forecasting of time-series data has always been an interesting challenge for the machine learning and forecasting community. A majority of the real-world time-series problems have non-stationary…

Neural and Evolutionary Computing · Computer Science 2021-08-18 Rohit Kaushik , Shikhar Jain , Siddhant Jain , Tirtharaj Dash