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Transformer-based time series foundation models face a fundamental trade-off in choice of tokenization: point-wise embeddings preserve temporal fidelity but scale poorly with sequence length, whereas fixed-length patching improves…

Artificial Intelligence · Computer Science 2026-03-13 Sravan Kumar Ankireddy , Nikita Seleznev , Nam H. Nguyen , Yulun Wu , Senthil Kumar , Furong Huang , C. Bayan Bruss

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Machine Learning · Computer Science 2026-03-05 Hiroki Tomioka , Genta Yoshimura

Selecting an appropriate look-back horizon remains a fundamental challenge in time series forecasting (TSF), particularly in the federated learning scenarios where data is decentralized, heterogeneous, and often non-independent. While…

Machine Learning · Computer Science 2026-01-06 Dahao Tang , Nan Yang , Yanli Li , Zhiyu Zhu , Zhibo Jin , Dong Yuan

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and…

Machine Learning · Computer Science 2025-05-22 Jeremy Qin

Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales. Despite recent advances leveraging different decomposition operations and novel architectures based on CNN, MLP…

Machine Learning · Computer Science 2025-10-24 Haonan Yang , Jianchao Tang , Zhuo Li , Long Lan

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

Spatiotemporal time series forecasting plays a key role in a wide range of real-world applications. While significant progress has been made in this area, fully capturing and leveraging spatiotemporal heterogeneity remains a fundamental…

Machine Learning · Computer Science 2024-09-04 Zheng Dong , Renhe Jiang , Haotian Gao , Hangchen Liu , Jinliang Deng , Qingsong Wen , Xuan Song

As multimodal data proliferates across diverse real-world applications, leveraging heterogeneous information such as texts and timestamps for accurate time series forecasting (TSF) has become a critical challenge. While diffusion models…

Machine Learning · Computer Science 2025-12-09 Da Zhang , Bingyu Li , Zhuyuan Zhao , Junyu Gao , Feiping Nie , Xuelong Li

Cross-domain time series forecasting is a valuable task in various web applications. Despite its rapid advancement, achieving effective generalization across heterogeneous time series data remains a significant challenge. Existing methods…

Artificial Intelligence · Computer Science 2025-11-04 Tingyue Pan , Mingyue Cheng , Shilong Zhang , Zhiding Liu , Xiaoyu Tao , Yucong Luo , Jintao Zhang , Qi Liu

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Machine Learning · Computer Science 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging.…

Machine Learning · Computer Science 2024-05-24 Shiyu Wang , Haixu Wu , Xiaoming Shi , Tengge Hu , Huakun Luo , Lintao Ma , James Y. Zhang , Jun Zhou

Time series forecasting is essential across domains from finance to supply chain management. This paper introduces ForecastGAN, a novel decomposition based adversarial framework addressing limitations in existing approaches for…

Machine Learning · Computer Science 2025-11-07 Syeda Sitara Wishal Fatima , Afshin Rahimi

We introduce Mosaic, a probabilistic weather forecasting model that addresses three failure modes of spectral degradation in ML-based weather prediction: spectral damping (statistical), high-frequency aliasing (architectural), and residual…

Machine Learning · Computer Science 2026-05-19 Maksim Zhdanov , Ana Lucic , Max Welling , Jan-Willem van de Meent

Time series forecasting represents a significant and challenging task across various fields. Recently, methods based on mode decomposition have dominated the forecasting of complex time series because of the advantages of capturing local…

Methodology · Statistics 2023-11-30 Zhengtao Gui , Haoyuan Li , Sijie Xu , Yu Chen

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

Machine Learning · Computer Science 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series…

Machine Learning · Computer Science 2019-10-15 Doyup Lee , Suehun Jung , Yeongjae Cheon , Dongil Kim , Seungil You

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan
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