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This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…

Machine Learning · Computer Science 2021-01-27 Tomokaze Shiratori , Ken Kobayashi , Yuichi Takano

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

Time series forecasting (TSF) has been a challenging research area, and various models have been developed to address this task. However, almost all these models are trained with numerical time series data, which is not as effectively…

Machine Learning · Computer Science 2023-03-01 Luoxiao Yang , Xinqi Fan , Zijun Zhang

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

Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

Machine Learning · Computer Science 2025-03-19 Jiangxuan Long , Zhao Song , Chiwun Yang

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Time series data is ubiquitous across various domains such as finance, healthcare, and manufacturing, but their properties can vary significantly depending on the domain they originate from. The ability to perform Content-based Time Series…

Information Retrieval · Computer Science 2023-11-07 Chin-Chia Michael Yeh , Huiyuan Chen , Xin Dai , Yan Zheng , Yujie Fan , Vivian Lai , Junpeng Wang , Audrey Der , Zhongfang Zhuang , Liang Wang , Wei Zhang

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

Recent advancements in long-term time series forecasting (LTSF) have primarily focused on capturing cross-time and cross-variate (channel) dependencies within historical data. However, a critical aspect often overlooked by many existing…

Machine Learning · Computer Science 2024-12-03 Chaolv Zeng , Yuan Tian , Guanjie Zheng , Yunjun Gao

This study introduces a framework for the forecasting, reconstruction and feature engineering of multivariate processes along with its renewable energy applications. We integrate derivative-free optimization with an ensemble of…

Machine Learning · Computer Science 2020-03-03 Mohammad Pirhooshyaran , Katya Scheinberg , Lawrence V. Snyder

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Time series forecasting is crucial in several sectors, such as meteorology, retail, healthcare, and finance. Accurately forecasting future trends and patterns is crucial for strategic planning and making well-informed decisions. In this…

Machine Learning · Computer Science 2024-11-19 Nitin Sagar Boyeena , Begari Susheel Kumar

Time series forecasting is a subject of significant scientific and industrial importance. Despite the widespread utilization of forecasting methods, there is a dearth of research aimed at comprehending the conditions under which these…

Machine Learning · Computer Science 2024-10-23 Moisés Santos , André de Carvalho , Carlos Soares

Pre-trained large language models (PLLMs) like OpenAI ChatGPT and Google Gemini face challenges such as inaccurate factual recall, hallucinations, biases, and future data leakage for temporal Knowledge Graph (tKG) forecasting. To address…

Computation and Language · Computer Science 2024-08-27 Geethan Sannidhi , Sagar Srinivas Sakhinana , Venkataramana Runkana

Deep learning has shown strong performance in time series forecasting tasks. However, issues such as missing values and anomalies in sequential data hinder its further development in prediction tasks. Previous research has primarily focused…

Machine Learning · Computer Science 2025-12-17 Hua Wang , Jinghao Lu , Fan Zhang

Effective disaster management requires rapid access to information distributed across structured operational records, unstructured institutional documents, and dynamic external sources. However, most existing disaster information systems…

Information Retrieval · Computer Science 2026-05-11 Bo Li , Zhitong Chen , Kai Yin , Junwei Ma , Yiming Xiao , Ali Mostafavi

Work-in-Progress (WiP) prediction is critical for predictive process monitoring, enabling accurate anticipation of workload fluctuations and optimized operational planning. This paper proposes a retrieval-augmented, multi-agent framework…

Multiagent Systems · Computer Science 2025-12-24 Yousef Mehrdad Bibalan , Behrouz Far , Mohammad Moshirpour , Bahareh Ghiyasian

This paper focuses on forecasting hierarchical time-series data, where each higher-level observation equals the sum of its corresponding lower-level time series. In such contexts, the forecast values should be coherent, meaning that the…

Machine Learning · Computer Science 2026-02-06 Shuhei Aikawa , Aru Suzuki , Kei Yoshitake , Kanata Teshigawara , Akira Iwabuchi , Ken Kobayashi , Kazuhide Nakata

A Content-based Time Series Retrieval (CTSR) system is an information retrieval system for users to interact with time series emerged from multiple domains, such as finance, healthcare, and manufacturing. For example, users seeking to learn…

Time series analysis plays a vital role in various applications, for instance, healthcare, weather prediction, disaster forecast, etc. However, to obtain sufficient shapelets by a feature network is still challenging. To this end, we…

Machine Learning · Computer Science 2021-01-01 Zhiwen Xiao , Xin Xu , Huanlai Xing , Juan Chen