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Long-term time series forecasting is a vital task and has a wide range of real applications. Recent methods focus on capturing the underlying patterns from one single domain (e.g. the time domain or the frequency domain), and have not taken…

Machine Learning · Computer Science 2023-08-28 Yuxiao Luo , Ziyu Lyu , Xingyu Huang

Financial time series forecasting is both highly significant and challenging. Previous approaches typically standardized time series data before feeding it into forecasting models, but this encoding process inherently leads to a loss of…

Computational Finance · Quantitative Finance 2025-09-11 Yanlong Wang , Jian Xu , Fei Ma , Hongkang Zhang , Hang Yu , Tiantian Gao , Yu Wang , Haochen You , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Machine Learning · Computer Science 2024-12-18 Yining Pang , Chenghan Li

The attention mechanism has demonstrated remarkable potential in sequence modeling, exemplified by its successful application in natural language processing with models such as Bidirectional Encoder Representations from Transformers (BERT)…

Machine Learning · Computer Science 2025-11-26 Bowen Zhao , Huanlai Xing , Zhiwen Xiao , Jincheng Peng , Li Feng , Xinhan Wang , Rong Qu , Hui Li

Ensemble methods, such as stacking, are designed to boost predictive accuracy by blending the predictions of multiple machine learning models. Recent work has shown that the use of meta-features, additional inputs describing each example in…

Machine Learning · Computer Science 2009-11-04 Joseph Sill , Gabor Takacs , Lester Mackey , David Lin

Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…

Machine Learning · Computer Science 2024-09-05 Hafizh Raihan Kurnia Putra , Novanto Yudistira , Tirana Noor Fatyanosa

Inference for prediction errors is critical in time series forecasting pipelines. However, providing statistically meaningful uncertainty intervals for prediction errors remains relatively under-explored. Practitioners often resort to…

Methodology · Statistics 2023-09-15 Hui Xu , Song Mei , Stephen Bates , Jonathan Taylor , Robert Tibshirani

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

Long-term time series forecasting is essential for decision making in energy, finance, transportation, and healthcare systems. Recent lightweight forecasting models improve efficiency by operating in transformed or linearized spaces, but…

Machine Learning · Computer Science 2026-05-18 Qingyuan Yang , Dongyue Chen , Da Teng , Junhua Xiao , Jiaji Pan , Shizhuo Deng

Despite the superiority of convolutional neural networks demonstrated in time series modeling and forecasting, it has not been fully explored on the design of the neural network architecture and the tuning of the hyper-parameters. Inspired…

Machine Learning · Computer Science 2022-02-14 Xinze Zhang , Kun He , Yukun Bao

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Accurate and high-resolution precipitation nowcasting from radar echo sequences is crucial for disaster mitigation and economic planning, yet it remains a significant challenge. Key difficulties include modeling complex multi-scale…

Computer Vision and Pattern Recognition · Computer Science 2026-04-20 Wenjie Luo , Chuanhu Deng , Chaorong Li , Rongyao Deng , Qiang Yang

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Machine Learning · Computer Science 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

Time-series forecasting is fundamental in industrial domains like manufacturing and smart factories. As systems evolve toward automation, models must operate on edge devices (e.g., PLCs, microcontrollers) with strict constraints on latency…

Machine Learning · Computer Science 2026-01-19 Jaehoon Lee , Seungwoo Lee , Younghwi Kim , Dohee Kim , Sunghyun Sim

The past few years have witnessed the rapid development in multivariate time series forecasting. The key to accurate forecasting results is capturing the long-term dependency between each time step (cross-time dependency) and modeling the…

Machine Learning · Computer Science 2023-06-06 Donghao Luo , Xue Wang

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

Machine Learning · Computer Science 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

Real-world time series exhibit temporally structured uncertainty: volatility clusters in turbulent regimes, dissipates in stable periods, and shifts abruptly around structural breaks. Yet many probabilistic forecasting methods estimate…

Machine Learning · Computer Science 2026-05-26 Yijun Wang , Qiyuan Zhuang , Xiu-Shen Wei

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where…

Machine Learning · Computer Science 2025-06-04 Zhiyuan Zhao , Haoxin Liu , Alexander Rodriguez , B. Aditya Prakash