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Despite significant advancements in time series forecasting, accurate modeling of time series with strong heterogeneity in magnitude and/or sparsity patterns remains challenging for state-of-the-art deep learning architectures. We identify…

Time series forecasting is critical in numerous real-world applications, requiring accurate predictions of future values based on observed patterns. While traditional forecasting techniques work well in in-domain scenarios with ample data,…

Machine Learning · Computer Science 2024-11-26 Liran Nochumsohn , Michal Moshkovitz , Orly Avner , Dotan Di Castro , Omri Azencot

Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting. The goal of meta-forecasting is to train over a collection of source time series and generalize to new time series one-at-a-time. Previous…

Machine Learning · Computer Science 2023-02-07 Mike Van Ness , Huibin Shen , Hao Wang , Xiaoyong Jin , Danielle C. Maddix , Karthick Gopalswamy

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Despite the notable advancements in numerous Transformer-based models, the task of long multi-horizon time series forecasting remains a persistent challenge, especially towards explainability. Focusing on commonly used saliency maps in…

Machine Learning · Computer Science 2023-09-18 Nghia Duong-Trung , Duc-Manh Nguyen , Danh Le-Phuoc

The fast adaptation capability of deep neural networks in non-stationary environments is critical for online time series forecasting. Successful solutions require handling changes to new and recurring patterns. However, training deep neural…

Machine Learning · Computer Science 2022-10-18 Quang Pham , Chenghao Liu , Doyen Sahoo , Steven C. H. Hoi

Autonomous driving gained huge traction in recent years, due to its potential to change the way we commute. Much effort has been put into trying to estimate the state of a vehicle. Meanwhile, learning to forecast the state of a vehicle…

Computer Vision and Pattern Recognition · Computer Science 2021-09-28 Eitan Kosman , Dotan Di Castro

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Reliable and accurate prediction of time series plays a crucial role in maritime industry, such as economic investment, transportation planning, port planning and design, etc. The dynamic growth of maritime time series has the predominantly…

Computational Engineering, Finance, and Science · Computer Science 2019-05-14 Yan Li , Ryan Wen Liu , Zhao Liu , Jingxian Liu

Time series data are everywhere -- from finance to healthcare -- and each domain brings its own unique complexities and structures. While advanced models like Transformers and graph neural networks (GNNs) have gained popularity in time…

Machine Learning · Computer Science 2025-04-01 Fan-Keng Sun , Yu-Cheng Wu , Duane S. Boning

Accurate demand forecasting is crucial for optimizing supply chain management. Traditional methods often fail to capture complex patterns from seasonal variability and special events. Despite advancements in deep learning, interpretable…

Machine Learning · Computer Science 2025-03-04 Md Abrar Jahin , Asef Shahriar , Md Al Amin

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Reliable long-horizon prediction remains a challenge for data-driven CFD surrogates, because offline-trained models accumulate autoregressive errors and lose accuracy when operating conditions change. This work develops a divergence-aware…

Fluid Dynamics · Physics 2026-05-26 Xiangrui Zou , Zhuoqun Zhao , Guillermo Barragán , Soledad Le Clainche

Fully Convolution Networks (FCN) have achieved great success in dense prediction tasks including semantic segmentation. In this paper, we start from discussing FCN by understanding its architecture limitations in building a strong…

Computer Vision and Pattern Recognition · Computer Science 2016-11-29 Bing Shuai , Ting Liu , Gang Wang

To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

In many real-world problems, predictions are leveraged to monitor and control cyber-physical systems, demanding guarantees on the satisfaction of reliability and safety requirements. However, predictions are inherently uncertain, and…

Information Theory · Computer Science 2023-10-17 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone
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