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Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

Multimodal demand forecasting aims at predicting product demand utilizing visual, textual, and contextual information. This paper proposes a method for multimodal product demand forecasting using convolutional, graph-based, and…

Machine Learning · Computer Science 2023-07-07 Maarten Sukel , Stevan Rudinac , Marcel Worring

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Efficient inventory management and accurate sales forecasting are critical challenges in large-scale e-commerce platforms such as Amazon, where stockouts and overstocking can lead to substantial financial losses and operational…

Computational Engineering, Finance, and Science · Computer Science 2025-12-02 Zheqi Hu , Yiwen Hu , Hanwu Li

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

Time series forecasting is crucial for various applications, such as weather, traffic, electricity, and energy predictions. Currently, common time series forecasting methods are based on Transformers. However, existing approaches primarily…

Machine Learning · Computer Science 2025-09-30 Zixu Wang , Hongbin Dong , Xiaoping Zhang

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

Climate change stands as one of the most pressing global challenges of the twenty-first century, with far-reaching consequences such as rising sea levels, melting glaciers, and increasingly extreme weather patterns. Accurate forecasting is…

Machine Learning · Computer Science 2025-06-17 Tajamul Ashraf , Janibul Bashir

Capturing complex temporal patterns and relationships within multivariate data streams is a difficult task. We propose the Temporal Kolmogorov-Arnold Transformer (TKAT), a novel attention-based architecture designed to address this task…

Machine Learning · Computer Science 2024-06-06 Remi Genet , Hugo Inzirillo

Online video understanding often relies on individual frames, leading to frame-by-frame predictions. Recent advancements such as Online Temporal Action Localization (OnTAL), extend this approach to instance-level predictions. However,…

Computer Vision and Pattern Recognition · Computer Science 2024-08-14 Sakib Reza , Yuexi Zhang , Mohsen Moghaddam , Octavia Camps

While existing multivariate time series forecasting models have advanced significantly in modeling periodicity, they largely neglect the periodic heterogeneity common in real-world data, where variables exhibit distinct and dynamically…

Machine Learning · Computer Science 2026-03-03 Jiaming Ma , Qihe Huang , Haofeng Ma , Guanjun Wang , Sheng Huang , Zhengyang Zhou , Pengkun Wang , Binwu Wang , Yang Wang

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…

Machine Learning · Computer Science 2025-05-02 Xinlong Zhao , Liying Zhang , Tianbo Zou , Yan Zhang

The long-term forecasting of electricity demand has been a prevalent research topic, primarily because of its economic and strategic relevance. Several machine learning as well as deep learning techniques have been developed in parallel…

Signal Processing · Electrical Eng. & Systems 2026-04-01 Vishvaditya Luhach , Shashwat Jha

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographical regions) and temporal aggregation (e.g., minutes to…

Econometrics · Economics 2024-06-03 Jeroen Rombouts , Marie Ternes , Ines Wilms

Due to accessible big data collections from consumers, products, and stores, advanced sales forecasting capabilities have drawn great attention from many companies especially in the retail business because of its importance in decision…

Machine Learning · Computer Science 2020-11-09 Xuan Bi , Gediminas Adomavicius , William Li , Annie Qu

Accurately predicting smartphone app usage is challenging due to the sparsity and irregularity of user behavior, especially under cold-start and low-activity conditions. Existing approaches mostly rely on static or attention-only…

Machine Learning · Computer Science 2025-09-30 Longlong Li , Cunquan Qu , Guanghui Wang
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