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Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

Alongside the continuous process of improving AI performance through the development of more sophisticated models, researchers have also focused their attention to the emerging concept of data-centric AI, which emphasizes the important role…

Machine Learning · Computer Science 2024-07-30 Jingjing Xu , Caesar Wu , Yuan-Fang Li , Gregoire Danoy , Pascal Bouvry

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu , Zhou Fang , Jiaxing Qu

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency…

Machine Learning · Computer Science 2026-03-11 Boya Zhang , Shuaijie Yin , Huiwen Zhu , Xing He

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

Machine Learning · Computer Science 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…

Machine Learning · Computer Science 2025-07-15 Sami Achour , Yassine Bouher , Duong Nguyen , Nicolas Chesneau

Deep learning based forecasting methods have become the methods of choice in many applications of time series prediction or forecasting often outperforming other approaches. Consequently, over the last years, these methods are now…

Data-driven soft sensors (DDSS) have become mainstream methods for predicting key performance indicators in process industries. However, DDSS development requires complex and costly customized designs tailored to various tasks during the…

Artificial Intelligence · Computer Science 2025-01-10 Shuo Tong , Han Liu , Runyuan Guo , Xueqiong Tian , Wenqing Wang , Ding Liu , Youmin Zhang

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Time-Series Foundation Models (TSFMs) excel at zero-shot unimodal forecasting using numerical data, but unlike LLMs they cannot consume multimodal, non-numerical context that often shape real-world trajectories. In this work, we bridge this…

Machine Learning · Computer Science 2026-05-29 Haoxin Liu , Yichen Zhou , Rajat Sen , B. Aditya Prakash , Abhimanyu Das

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

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

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 plays a crucial role in diverse fields, necessitating the development of robust models that can effectively handle complex temporal patterns. In this article, we present a novel feature selection method embedded in…

Machine Learning · Computer Science 2024-01-01 Raquel Espinosa , Fernando Jiménez , José Palma

Heterogeneity in time series data is more pronounced than in vision or language, as temporal dynamics vary substantially across domains and tasks. Existing efforts on training time series foundation models (TSFMs) from scratch are often…

Machine Learning · Computer Science 2026-04-09 Shengchao Chen , Guodong Long , Dikai Liu , Jing Jiang

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

Deep generative models (DGM) are neural networks with many hidden layers trained to approximate complicated, high-dimensional probability distributions using a large number of samples. When trained successfully, we can use the DGMs to…

Machine Learning · Computer Science 2021-04-13 Lars Ruthotto , Eldad Haber

Time-series forecasting (TSF) finds broad applications in real-world scenarios. Due to the dynamic nature of time-series data, it is crucial to equip TSF models with out-of-distribution (OOD) generalization abilities, as historical training…

Machine Learning · Computer Science 2024-06-14 Haoxin Liu , Harshavardhan Kamarthi , Lingkai Kong , Zhiyuan Zhao , Chao Zhang , B. Aditya Prakash
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