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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

Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…

Machine Learning · Computer Science 2025-09-24 Huanyao Zhang , Jiaye Lin , Wentao Zhang , Haitao Yuan , Guoliang Li

Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Kangjia Yan , Xvyuan Liu , Xingjian Wu , Jilin Hu

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

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

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…

Machine Learning · Computer Science 2024-02-16 Jinliang Deng , Xiusi Chen , Renhe Jiang , Du Yin , Yi Yang , Xuan Song , Ivor W. Tsang

Multivariate time-series (MTS) anomaly detection is critical in domains such as service monitor, IoT, and network security. While multi-model methods based on selection or ensembling outperform single-model ones, they still face…

Machine Learning · Computer Science 2026-01-06 Wei Hu , Zewei Yu , Jianqiu Xu

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Machine Learning · Computer Science 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

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

Tropical cyclone (TC) is an extreme tropical weather system and its trajectory can be described by a variety of spatio-temporal data. Effective mining of these data is the key to accurate TCs track forecasting. However, existing methods…

Machine Learning · Computer Science 2024-01-23 Zili Liu , Kun Hao , Xiaoyi Geng , Zhenwei Shi

Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…

Machine Learning · Computer Science 2025-11-26 Yujin Kim , Sarah Dean

Bike-sharing systems (BSSs) have become increasingly popular around the globe and have attracted a wide range of research interests. In this paper, the demand forecasting problem in BSSs is studied. Spatial and temporal features are…

Computer Vision and Pattern Recognition · Computer Science 2021-11-09 Xiao Yan , Gang Kou , Feng Xiao , Dapeng Zhang , Xianghua Gan

A univariate time series with high variability can pose a challenge even to Deep Neural Network (DNN). To overcome this, a univariate time series is decomposed into simpler constituent series, whose sum equals the original series. As…

Machine Learning · Computer Science 2023-03-14 Debdarsan Niyogi

State Space Models (SSMs), particularly Mamba, have shown potential in long-term time series forecasting. However, existing Mamba-based architectures often struggle with datasets characterized by non-stationary patterns. A key observation…

Machine Learning · Computer Science 2026-02-11 Ruxuan Chen , Fang Sun

Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…

Machine Learning · Computer Science 2025-04-01 Chenxi Liu , Qianxiong Xu , Hao Miao , Sun Yang , Lingzheng Zhang , Cheng Long , Ziyue Li , Rui Zhao

Dynamic Mode Decomposition (DMD) is an unsupervised machine learning method that has attracted considerable attention in recent years owing to its equation-free structure, ability to easily identify coherent spatio-temporal structures in…

Machine Learning · Computer Science 2022-02-16 Alex Viguerie , Gabriel F. Barros , Malú Grave , Alessandro Reali , Alvaro L. G. A. Coutinho