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Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Machine Learning · Computer Science 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability…

Machine Learning · Computer Science 2025-04-02 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

Time series forecasting is a significant problem in many applications, e.g., financial predictions and business optimization. Modern datasets can have multiple correlated time series, which are often generated with global (shared)…

Machine Learning · Computer Science 2021-11-10 Ling Chen , Weiqi Chen , Binqing Wu , Youdong Zhang , Bo Wen , Chenghu Yang

In multivariable time series (MTS) forecasting, existing state-of-the-art deep learning approaches tend to focus on autoregressive formulations and often overlook the potential of using exogenous variables in enhancing the prediction of the…

Machine Learning · Computer Science 2025-04-03 Yuxuan Shu , Vasileios Lampos

This paper addresses the real-time energy dispatch of a hybrid system comprising cascaded hydropower plants, wind, and solar units, jointly participating in the day-ahead energy market under inflow, renewable generation, and price…

Optimization and Control · Mathematics 2025-10-15 Luca Santosuosso , Sonja Wogrin

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual…

Artificial Intelligence · Computer Science 2025-09-03 Shiqiao Zhou , Holger Schöner , Huanbo Lyu , Edouard Fouché , Shuo Wang

Time series classification (TSC) performance depends not only on architectural design but also on the diversity of input representations. In this work, we propose a scalable multi-scale convolutional framework that systematically integrates…

Machine Learning · Computer Science 2026-03-26 Celal Alagöz , Mehmet Kurnaz , Farhan Aadil

This work investigates the problem of learning temporal interaction networks. A temporal interaction network consists of a series of chronological interactions between users and items. Previous methods tackle this problem by using different…

Social and Information Networks · Computer Science 2021-07-09 Jiangxia Cao , Xixun Lin , Xin Cong , Shu Guo , Hengzhu Tang , Tingwen Liu , Bin Wang

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

The immense success of the Transformer architecture in Natural Language Processing has led to its adoption in Time Se ries Forecasting (TSF), where superior performance has been shown. However, a recent important paper questioned their…

Computation and Language · Computer Science 2025-10-28 Musleh Alharthi , Kaleel Mahmood , Sarosh Patel , Ausif Mahmood

Multivariate time series (MTS) forecasting has attracted much attention in many intelligent applications. It is not a trivial task, as we need to consider both intra-variable dependencies and inter-variable dependencies. However, existing…

Machine Learning · Computer Science 2021-12-15 Donghui Chen , Ling Chen , Zongjiang Shang , Youdong Zhang , Bo Wen , Chenghu Yang

Clustering high-dimensional spatiotemporal data using an unsupervised approach is a challenging problem for many data-driven applications. Existing state-of-the-art methods for unsupervised clustering use different similarity and distance…

Machine Learning · Computer Science 2023-09-15 Omar Faruque , Francis Ndikum Nji , Mostafa Cham , Rohan Mandar Salvi , Xue Zheng , Jianwu Wang

The increasing presence of large-scale distributed systems highlights the need for scalable control strategies where only local communication is required. Moreover, in safety-critical systems it is imperative that such control strategies…

Optimization and Control · Mathematics 2022-03-16 Carmen Amo Alonso , Jing Shuang Li , James Anderson , Nikolai Matni

Accurately estimating time of arrival (ETA) for trucks is crucial for optimizing transportation efficiency in logistics. GPS trajectory data offers valuable information for ETA, but challenges arise due to temporal sparsity, variable…

Artificial Intelligence · Computer Science 2024-12-03 Mengran Li , Junzhou Chen , Guanying Jiang , Fuliang Li , Ronghui Zhang , Siyuan Gong , Zhihan Lv

Long-term time series forecasting (LTSF) has been widely applied in finance, traffic prediction, and other domains. Recently, patch-based transformers have emerged as a promising approach, segmenting data into sub-level patches that serve…

Machine Learning · Computer Science 2024-08-06 Ruixin Ding , Yuqi Chen , Yu-Ting Lan , Wei Zhang

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Machine Learning · Computer Science 2024-05-15 Feifei Li , Suhan Guo , Feng Han , Jian Zhao , Furao Shen

Accurate electricity consumption forecasting is essential for demand management and smart grid operations. This paper introduces a unified deep learning framework that integrates cyclical temporal encoding with hybrid LSTM-CNN architectures…

Machine Learning · Computer Science 2025-12-04 Salim Khazem , Houssam Kanso
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