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Multivariate time-series (MTS) forecasting is a challenging task in many real-world non-stationary dynamic scenarios. In addition to intra-series temporal signals, the inter-series dependency also plays a crucial role in shaping future…

Machine Learning · Computer Science 2023-12-29 Weijun Chen , Heyuan Wang , Ye Tian , Shijie Guan , Ning Liu

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman

We investigate ensembling techniques in forecasting and examine their potential for use in nonseasonal time-series similar to those in the early days of the COVID-19 pandemic. Developing improved forecast methods is essential as they…

Machine Learning · Computer Science 2022-01-04 Pieter Cawood , Terence L. van Zyl

In this study, we apply 1D quantum convolution to address the task of time series forecasting. By encoding multiple points into the quantum circuit to predict subsequent data, each point becomes a feature, transforming the problem into a…

This paper presents FDNet: a Focal Decomposed Network for efficient, robust and practical time series forecasting. We break away from conventional deep time series forecasting formulas which obtain prediction results from universal feature…

Machine Learning · Computer Science 2023-06-21 Li Shen , Yuning Wei , Yangzhu Wang , Huaxin Qiu

Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting…

Machine Learning · Computer Science 2024-11-06 Xingyu Zhang , Siyu Zhao , Zeen Song , Huijie Guo , Jianqi Zhang , Changwen Zheng , Wenwen Qiang

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

Time series forecasting is a critical first step in generating demand plans for supply chains. Experiments on time series models typically focus on demonstrating improvements in forecast accuracy over existing/baseline solutions, quantified…

Machine Learning · Computer Science 2025-08-15 Steven Klee , Yuntian Xia

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

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Machine Learning · Computer Science 2021-04-01 Manie Tadayon , Yumi Iwashita

The analysis of non-stationary time-series data requires insight into its local and global patterns with physical interpretability. However, traditional smoothing algorithms, such as B-splines, Savitzky-Golay filtering, and Empirical Mode…

Signal Processing · Electrical Eng. & Systems 2026-02-25 Teymur Aghayev

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

Machine Learning · Computer Science 2024-05-15 Feifei Li , Suhan Guo , Feng Han , Jian Zhao , Furao Shen

Identifying anomalies from time series data plays an important role in various fields such as infrastructure security, intelligent operation and maintenance, and space exploration. Current research focuses on detecting the anomalies after…

Machine Learning · Computer Science 2024-10-17 Sinong Zhao , Wenrui Wang , Hongzuo Xu , Zhaoyang Yu , Qingsong Wen , Gang Wang , xiaoguang Liu , Guansong Pang

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Machine Learning · Computer Science 2025-08-05 Runze Yang , Longbing Cao , Xin You , Kun Fang , Jianxun Li , Jie Yang

Structured prediction tasks pose a fundamental trade-off between the need for model complexity to increase predictive power and the limited computational resources for inference in the exponentially-sized output spaces such models require.…

Machine Learning · Statistics 2012-08-17 David Weiss , Benjamin Sapp , Ben Taskar

Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…

Machine Learning · Computer Science 2022-09-09 Sitan Yang , Carson Eisenach , Dhruv Madeka

Deep learning models have grown increasingly popular in time series applications. However, the large quantity of newly proposed architectures, together with often contradictory empirical results, makes it difficult to assess which…

Machine Learning · Computer Science 2025-12-30 Valentina Moretti , Andrea Cini , Ivan Marisca , Cesare Alippi

Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…

Machine Learning · Computer Science 2024-07-02 Ruiqi Li , Maowei Jiang , Kai Wang , Kaiduo Feng , Quangao Liu , Yue Sun , Xiufang Zhou
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