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Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

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 (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Machine Learning · Computer Science 2024-10-18 Zezhi Shao , Fei Wang , Yongjun Xu , Wei Wei , Chengqing Yu , Zhao Zhang , Di Yao , Tao Sun , Guangyin Jin , Xin Cao , Gao Cong , Christian S. Jensen , Xueqi Cheng

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Accurate prediction of future blood glucose (BG) levels can effectively improve BG management for people living with diabetes, thereby reducing complications and improving quality of life. The state of the art of BG prediction has been…

Machine Learning · Computer Science 2024-02-27 Chengzhe Piao , Taiyu Zhu , Stephanie E Baldeweg , Paul Taylor , Pantelis Georgiou , Jiahao Sun , Jun Wang , Kezhi Li

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

Accurate and efficient multivariate time series (MTS) forecasting is essential for applications such as traffic management and weather prediction, which depend on capturing long-range temporal dependencies and interactions between entities.…

Machine Learning · Computer Science 2025-05-27 Yiming Niu , Jinliang Deng , Lulu Zhang , Zimu Zhou , Yongxin Tong

Network or physical attacks on industrial equipment or computer systems may cause massive losses. Therefore, a quick and accurate anomaly detection (AD) based on monitoring data, especially the multivariate time-series (MTS) data, is of…

Machine Learning · Computer Science 2022-11-03 Jun Zhan , Chengkun Wu , Canqun Yang , Qiucheng Miao , Xiandong Ma

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Multivariate Time Series (MTS) forecasting has a wide range of applications in both industry and academia. Recent advances in Spatial-Temporal Graph Neural Network (STGNN) have achieved great progress in modelling spatial-temporal…

Machine Learning · Computer Science 2025-05-22 Huiliang Zhang , Di Wu , Arnaud Zinflou , Stephane Dellacherie , Mouhamadou Makhtar Dione , Benoit Boulet

Time-series is ubiquitous across applications, such as transportation, finance and healthcare. Time-series is often influenced by external factors, especially in the form of asynchronous events, making forecasting difficult. However,…

Machine Learning · Computer Science 2021-02-02 Longyuan Li , Jihai Zhang , Junchi Yan , Yaohui Jin , Yunhao Zhang , Yanjie Duan , Guangjian Tian

Recently, numerous deep models have been proposed to enhance the performance of multivariate time series (MTS) forecasting. Among them, Graph Neural Networks (GNNs)-based methods have shown great potential due to their capability to…

Machine Learning · Computer Science 2025-09-30 Jingqi Xu , Guibin Chen , Jingxi Lu , Yuzhang Lin

Many real-world ubiquitous applications, such as parking recommendations and air pollution monitoring, benefit significantly from accurate long-term spatio-temporal forecasting (LSTF). LSTF makes use of long-term dependency between spatial…

Machine Learning · Computer Science 2022-09-02 Wei Shao , Zhiling Jin , Shuo Wang , Yufan Kang , Xiao Xiao , Hamid Menouar , Zhaofeng Zhang , Junshan Zhang , Flora Salim

Sourced from multiple sensors and organized chronologically, Multivariate Time-Series (MTS) data involves crucial spatial-temporal dependencies. To capture these dependencies, Graph Neural Networks (GNNs) have emerged as powerful tools. As…

Artificial Intelligence · Computer Science 2025-10-07 Yucheng Wang , Min Wu , Ruibing Jin , Xiaoli Li , Lihua Xie , Zhenghua Chen

Multivariate Time Series Forecasting (MTSF) involves predicting future values of multiple interrelated time series. Recently, deep learning-based MTSF models have gained significant attention for their promising ability to mine semantics…

Machine Learning · Computer Science 2025-06-17 Chengqing Yu , Fei Wang , Chuanguang Yang , Zezhi Shao , Tao Sun , Tangwen Qian , Wei Wei , Zhulin An , Yongjun Xu

Multivariate Time-Series (MTS) data is crucial in various application fields. With its sequential and multi-source (multiple sensors) properties, MTS data inherently exhibits Spatial-Temporal (ST) dependencies, involving temporal…

Machine Learning · Computer Science 2024-01-11 Yucheng Wang , Yuecong Xu , Jianfei Yang , Min Wu , Xiaoli Li , Lihua Xie , Zhenghua Chen

Predicting Remaining Useful Life (RUL) plays a crucial role in the prognostics and health management of industrial systems that involve a variety of interrelated sensors. Given a constant stream of time series sensory data from such…

Artificial Intelligence · Computer Science 2025-08-07 Zhihao Wen , Yuan Fang , Pengcheng Wei , Fayao Liu , Zhenghua Chen , Min Wu

Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…

Machine Learning · Computer Science 2025-03-18 Liran Nochumsohn , Hedi Zisling , Omri Azencot

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

Recent advancements in multivariate time series forecasting have been propelled by Linear-based, Transformer-based, and Convolution-based models, with Transformer-based architectures gaining prominence for their efficacy in temporal and…

Machine Learning · Computer Science 2024-09-27 Chaolv Zeng , Zhanyu Liu , Guanjie Zheng , Linghe Kong