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Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

Machine Learning · Computer Science 2025-08-07 Abdul Monaf Chowdhury , Rabeya Akter , Safaeid Hossain Arib

Deep learning has contributed remarkably to the advancement of time series analysis. Still, deep models can encounter performance bottlenecks in real-world data-scarce scenarios, which can be concealed due to the performance saturation with…

Machine Learning · Computer Science 2024-10-21 Yong Liu , Haoran Zhang , Chenyu Li , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…

Machine Learning · Computer Science 2025-11-19 Victoria Hankemeier , Malte Schilling

Time series foundation models (TSFMs) demonstrate impressive zero-shot performance for time series forecasting. However, an important yet underexplored challenge is how to effectively finetune TSFMs on specific downstream tasks. While naive…

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Deep learning has become a one-size-fits-all solution for technical and business domains thanks to its flexibility and adaptability. It is implemented using opaque models, which unfortunately undermines the outcome trustworthiness. In order…

Machine Learning · Computer Science 2022-08-04 Anh-Duy Pham , Anastassia Kuestenmacher , Paul G. Ploeger

Machine learning methods have been adopted in the literature as contenders to conventional methods to solve the energy time series forecasting (TSF) problems. Recently, deep learning methods have been emerged in the artificial intelligence…

Machine Learning · Computer Science 2021-08-25 Hala Hamdoun , Alaa Sagheer , Hassan Youness

A major bottleneck of the current Machine Learning (ML) workflow is the time consuming, error prone engineering required to get data from a datastore or a database (DB) to the point an ML algorithm can be applied to it. Hence, we explore…

Databases · Computer Science 2021-02-16 Anish Agarwal , Abdullah Alomar , Devavrat Shah

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…

Machine Learning · Computer Science 2024-08-26 Jiajie Wang , Zhiyuan Jerry Lin , Wen Chen

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…

Machine Learning · Computer Science 2023-09-12 Si-An Chen , Chun-Liang Li , Nate Yoder , Sercan O. Arik , Tomas Pfister

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

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on…

Machine Learning · Computer Science 2025-10-24 Qitai Tan , Yiyun Chen , Mo Li , Ruiwen Gu , Yilin Su , Xiao-Ping Zhang

Feature engineering is required to obtain better results for time series forecasting, and decomposition is a crucial one. One decomposition approach often cannot be used for numerous forecasting tasks since the standard time series…

Machine Learning · Computer Science 2022-10-10 Liwang Zhou , Jing Gao

Time series, characterized by a sequence of data points organized in a discrete-time order, are ubiquitous in real-world scenarios. Unlike other data modalities, time series present unique challenges in learning and modeling due to their…

Machine Learning · Computer Science 2026-05-05 Yuxuan Wang , Haixu Wu , Jiaxiang Dong , Yong Liu , Chen Wang , Mingsheng Long , Jianmin Wang

Time-Series Mining (TSM) is an important research area since it shows great potential in practical applications. Deep learning models that rely on massive labeled data have been utilized for TSM successfully. However, constructing a…

Machine Learning · Computer Science 2024-10-07 Qianli Ma , Zhen Liu , Zhenjing Zheng , Ziyang Huang , Siying Zhu , Zhongzhong Yu , James T. Kwok

Time series forecasting (TSF) possesses great practical values in various fields, including power and energy, transportation, etc. TSF methods have been studied based on knowledge from classical statistics to modern deep learning. Yet, all…

Machine Learning · Computer Science 2025-10-27 Luoxiao Yang , Yun Wang , Xinqi Fan , Israel Cohen , Jingdong Chen , Zijun Zhang

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