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Multi-horizon price forecasting is central to portfolio allocation, risk management, and algorithmic trading, yet deep learning architectures have proliferated faster than rigorous financial benchmarks can evaluate them. This study provides…

Statistical Finance · Quantitative Finance 2026-03-19 Nabeel Ahmad Saidd

The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately…

Machine Learning · Computer Science 2024-11-08 Xinxing Zhou , Jiaqi Ye , Shubao Zhao , Ming Jin , Chengyi Yang , Yanlong Wen , Xiaojie Yuan

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

This paper presents a new methodology to alleviate the fundamental trade-off between accuracy and latency in spiking neural networks (SNNs). The approach involves decoding confidence information over time from the SNN outputs and using it…

Computer Vision and Pattern Recognition · Computer Science 2023-11-29 Chen Li , Edward Jones , Steve Furber

Sequence decoding is one of the core components of most visual-lingual models. However, typical neural decoders when faced with decoding multiple, possibly correlated, sequences of tokens resort to simple independent decoding schemes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-04-17 Bicheng Xu , Leonid Sigal

We tackle the challenge of feature embedding for the purposes of improving the click-through rate prediction process. We select three models: logistic regression, factorization machines and deep factorization machines, as our baselines and…

Machine Learning · Computer Science 2022-09-21 Samo Pahor , Davorin Kopič , Jure Demšar

Fast Weight Programmers (FWPs) encode temporal dependencies through dynamically updated parameters rather than recurrent hidden states. Quantum FWPs (QFWPs) extend this idea with variational quantum circuits (VQCs), but existing…

Time series forecasting typically needs to address non-stationary data with evolving trend and seasonal patterns. To address the non-stationarity, reversible instance normalization has been recently proposed to alleviate impacts from the…

Machine Learning · Computer Science 2024-10-01 Weiwei Ye , Songgaojun Deng , Qiaosha Zou , Ning Gui

Deep neural networks (DNNs) have achieved great success in the area of computer vision. The disparity estimation problem tends to be addressed by DNNs which achieve much better prediction accuracy than traditional hand-crafted feature-based…

Computer Vision and Pattern Recognition · Computer Science 2021-10-07 Qiang Wang , Shaohuai Shi , Shizhen Zheng , Kaiyong Zhao , Xiaowen Chu

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Machine Learning · Computer Science 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

Deep learning models, particularly Long Short-Term Memory (LSTM) networks, are widely used in time series forecasting due to their ability to capture complex temporal dependencies. However, evaluation integrity is often compromised by data…

Machine Learning · Computer Science 2025-12-09 Salma Albelali , Moataz Ahmed

Models based on neural networks and machine learning are seeing a rise in popularity in space physics. In particular, the forecasting of geomagnetic indices with neural network models is becoming a popular field of study. These models are…

Machine Learning · Computer Science 2022-03-15 Brecht Laperre , Jorge Amaya , Giovanni Lapenta

Learned time-series models, whether continuous or discrete, are widely used for forecasting the states of dynamical systems but suffer from error accumulation in multi-step forecasts. To address this issue, we propose a Predictor-Corrector…

Machine Learning · Computer Science 2026-05-11 Muhammad Bilal Shahid , Zhanhong Jiang , Prajwal Koirala , Soumik Sarkar , Cody Fleming

A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a…

Machine Learning · Statistics 2020-02-25 Guowei Zhang , Tao Ren , Yifan Yang

In this paper, we consider high-dimensional stationary processes where a new observation is generated from a compressed version of past observations. The specific evolution is modeled by an encoder-decoder structure. We estimate the…

Statistics Theory · Mathematics 2020-09-21 Nathawut Phandoidaen , Stefan Richter

Delay-coordinate embedding is a powerful, time-tested mathematical framework for reconstructing the dynamics of a system from a series of scalar observations. Most of the associated theory and heuristics are overly stringent for real-world…

Dynamical Systems · Mathematics 2018-05-22 Joshua Garland

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To…

Transient computational fluid dynamics (CFD) remains expensive when long horizons and multi-scale turbulence are involved. Data-driven surrogates promise relief, yet many degrade over multiple steps or drift from physical behavior. This…

Fluid Dynamics · Physics 2025-12-01 Blaise Madiega , Mathieu Olivier

Traditional time series forecasting methods optimize for accuracy alone. This objective neglects temporal consistency, in other words, how consistently a model predicts the same future event as the forecast origin changes. We introduce the…

Machine Learning · Computer Science 2026-04-24 Chutian Ma , Grigorii Pomazkin , Giacinto Paolo Saggese , Paul Smith