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While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Machine Learning · Computer Science 2024-11-06 Kun Yi , Jingru Fei , Qi Zhang , Hui He , Shufeng Hao , Defu Lian , Wei Fan

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Changze Lv , Yansen Wang , Dongqi Han , Xiaoqing Zheng , Xuanjing Huang , Dongsheng Li

Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly…

Machine Learning · Computer Science 2025-09-15 Chenheng Xu , Dan Wu , Yixin Zhu , Ying Nian Wu

In this work we propose a novel approach to utilize convolutional neural networks for time series forecasting. The time direction of the sequential data with spatial dimensions $D=1,2$ is considered democratically as the input of a…

Machine Learning · Computer Science 2020-01-13 Matthias Weissenbacher

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

We present a new convolutional neural network-based time-series model. Typical convolutional neural network (CNN) architectures rely on the use of max-pooling operators in between layers, which leads to reduced resolution at the top layers.…

Machine Learning · Statistics 2015-08-04 Roni Mittelman

Many real-world time series exhibit strong periodic structures arising from physical laws, human routines, or seasonal cycles. However, modern deep forecasting models often fail to capture these recurring patterns due to spectral bias and a…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Lijun Sun

Short fixed-length inputs are the main bottleneck of deep learning methods in long time-series forecasting tasks. Prolonging input length causes overfitting, rapidly deteriorating accuracy. Our research indicates that the overfitting is a…

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

Modern web applications--from real-time content recommendation and dynamic pricing to CDN optimization--increasingly rely on time-series forecasting to deliver personalized experiences to billions of users. Large-scale Transformer-based…

Machine Learning · Computer Science 2025-11-25 Pranav Subbaraman , Fang Sun , Yue Yao , Huacong Tang , Xiao Luo , Yizhou Sun

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…

Machine Learning · Computer Science 2025-11-20 Nathanael Bosch , Oleksandr Shchur , Nick Erickson , Michael Bohlke-Schneider , Caner Türkmen

Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…

Optimization and Control · Mathematics 2021-09-24 Juyoung Wang , Mucahit Cevik , Merve Bodur

Statistical methods such as the Box-Jenkins method for time-series forecasting have been prominent since their development in 1970. Many researchers rely on such models as they can be efficiently estimated and also provide interpretability.…

Machine Learning · Computer Science 2021-05-10 Indrajeet Y. Javeri , Mohammadhossein Toutiaee , Ismailcem B. Arpinar , Tom W. Miller , John A. Miller

Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…

Machine Learning · Computer Science 2022-06-17 Tian Zhou , Ziqing Ma , Qingsong Wen , Xue Wang , Liang Sun , Rong Jin

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

We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the…

Machine Learning · Statistics 2018-06-29 Ruofeng Wen , Kari Torkkola , Balakrishnan Narayanaswamy , Dhruv Madeka

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

Machine Learning · Statistics 2020-01-15 Shi Zhao , Ying Feng

Compiler optimization decisions are often based on hand-crafted heuristics centered around a few established benchmark suites. Alternatively, they can be learned from feature and performance data produced during compilation. However,…

Programming Languages · Computer Science 2022-06-29 Raphael Mosaner , David Leopoldseder , Wolfgang Kisling , Lukas Stadler , Hanspeter Mössenböck

Despite the phenomenal success of deep neural networks in a broad range of learning tasks, there is a lack of theory to understand the way they work. In particular, Convolutional Neural Networks (CNNs) are known to perform much better than…

Machine Learning · Computer Science 2020-02-05 Stéphane d'Ascoli , Levent Sagun , Joan Bruna , Giulio Biroli

Recent normalization-based methods have shown great success in tackling the distribution shift issue, facilitating non-stationary time series forecasting. Since these methods operate in the time domain, they may fail to fully capture the…

Machine Learning · Statistics 2024-10-17 Xihao Piao , Zheng Chen , Yushun Dong , Yasuko Matsubara , Yasushi Sakurai