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Time series forecasting plays a pivotal role in critical sectors such as finance, energy, transportation, and meteorology. However, Long-term Time Series Forecasting (LTSF) remains a significant challenge because real-world signals contain…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Xiang Ao

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with…

Machine Learning · Computer Science 2026-01-29 Wei Li

Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…

Methodology · Statistics 2013-12-30 Allou Samé , Faicel Chamroukhi , Gérard Govaert , Patrice Aknin

Irregular Multivariate Time Series (IMTS) forecasting is challenging due to the unaligned nature of multi-channel signals and the prevalence of extensive missing data. Existing methods struggle to capture reliable temporal patterns from…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Zhangyi Hu , Jiemin Wu , Hua Xu , Mingqian Liao , Ninghui Feng , Bo Gao , Songning Lai , Yutao Yue

In deep time series forecasting, the Fourier Transform (FT) is extensively employed for frequency representation learning. However, it often struggles in capturing multi-scale, time-sensitive patterns. Although the Wavelet Transform (WT)…

Machine Learning · Computer Science 2026-02-09 Ziyu Zhou , Jiaxi Hu , Qingsong Wen , James T. Kwok , Yuxuan Liang

Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Machine Learning · Computer Science 2025-10-01 Xiaojian Wang , Chaoli Zhang , Zhonglong Zheng , Yunliang Jiang

Learning complex time series forecasting models usually requires a large amount of data, as each model is trained from scratch for each task/data set. Leveraging learning experience with similar datasets is a well-established technique for…

Machine Learning · Computer Science 2022-08-19 Lukas Brinkmeyer , Rafael Rego Drumond , Johannes Burchert , Lars Schmidt-Thieme

A mixture of experts models the conditional density of a response variable using a mixture of regression models with covariate-dependent mixture weights. We extend the finite mixture of experts model by allowing the parameters in both the…

Computation · Statistics 2022-10-14 Parfait Munezero , Mattias Villani , Robert Kohn

Multivariate long-term time series forecasting (LTSF) supports critical applications such as traffic-flow management, solar-power scheduling, and electricity-transformer monitoring. The existing LTSF paradigms follow a three-stage pipeline…

Machine Learning · Computer Science 2026-02-03 Hyekyung Yoon , Minhyuk Lee , Imseung Park , Myungjoo Kang

Accurately forecasting traffic flows is critically important to many real applications including public safety and intelligent transportation systems. The challenges of this problem include both the dynamic mobility patterns of the people…

Machine Learning · Computer Science 2024-04-24 Hao Miao , Senzhang Wang , Meiyue Zhang , Diansheng Guo , Funing Sun , Fan Yang

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Recent research has shown that large language models (LLMs) can be effectively used for real-world time series forecasting due to their strong natural language understanding capabilities. However, aligning time series into semantic spaces…

Machine Learning · Computer Science 2024-12-03 Lingzheng Zhang , Lifeng Shen , Yimin Zheng , Shiyuan Piao , Ziyue Li , Fugee Tsung

Multivariate time series (MTS) are ubiquitous in domains such as healthcare, climate science, and industrial monitoring, but their high dimensionality, limited labeled data, and non-stationary nature pose significant challenges for…

Machine Learning · Computer Science 2025-09-09 Jia Wang , Xiao Wang , Chi Zhang

The analysis of multivariate time series data is challenging due to the various frequencies of signal changes that can occur over both short and long terms. Furthermore, standard deep learning models are often unsuitable for such datasets,…

Machine Learning · Computer Science 2023-06-21 Iman Deznabi , Madalina Fiterau

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…

Machine Learning · Computer Science 2021-03-04 Yinjun Wu , Jingchao Ni , Wei Cheng , Bo Zong , Dongjin Song , Zhengzhang Chen , Yanchi Liu , Xuchao Zhang , Haifeng Chen , Susan Davidson

Accurately predicting the behavior of complex dynamical systems, characterized by high-dimensional multivariate time series(MTS) in interconnected sensor networks, is crucial for informed decision-making in various applications to minimize…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Krishna Sai Sudhir Aripirala , Shivam Gupta , Venkataramana Runkana

Multivariate Time series forecasting is crucial in domains such as transportation, meteorology, and finance, especially for predicting extreme weather events. State-of-the-art methods predominantly rely on Transformer architectures, which…

Machine Learning · Computer Science 2024-10-16 Li Wu , Wenbin Pei , Jiulong Jiao , Qiang Zhang

The deployment of 5G Multicast-Broadcast Services (MBS) is emerging as a critical technology for spectral-efficient UHD content delivery and serving as a promising solution to modernize CATV deployment. However, unlike unicast networks that…

Networking and Internet Architecture · Computer Science 2026-05-19 Kasidis Arunruangsirilert , Jiro Katto
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