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Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…

Machine Learning · Computer Science 2025-11-19 Niklas Erdmann , Lars Bentsen , Roy Stenbro , Heine Nygard Riise , Narada Dilp Warakagoda , Paal E. Engelstad

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

Machine Learning · Computer Science 2024-01-02 Wanlin Cai , Yuxuan Liang , Xianggen Liu , Jianshuai Feng , Yuankai Wu

In this paper, we introduce ProNet, an novel deep learning approach designed for multi-horizon time series forecasting, adaptively blending autoregressive (AR) and non-autoregressive (NAR) strategies. Our method involves dividing the…

Machine Learning · Computer Science 2024-08-13 Yang Lin

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

Forecast stability, that is, the consistency of predictions over time, is essential in business settings where sudden shifts in forecasts can disrupt planning and erode trust in predictive systems. Despite its importance, stability is often…

Applications · Statistics 2026-02-11 Marco Zanotti

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Machine Learning · Statistics 2021-04-28 Bryan Lim , Stefan Zohren

Motivated by the recent success of time-series foundation models for zero-shot forecasting, we present a methodology for $\textit{in-context fine-tuning}$ of a time-series foundation model. In particular, we design a pretrained foundation…

Machine Learning · Computer Science 2024-11-01 Abhimanyu Das , Matthew Faw , Rajat Sen , Yichen Zhou

Accurate prediction of wind speed and power is vital for enhancing the efficiency of wind energy systems. Numerous solutions have been implemented to date, demonstrating their potential to improve forecasting. Among these, deep learning is…

Machine Learning · Computer Science 2024-01-17 Mulomba Mukendi Christian , Yun Seon Kim , Hyebong Choi , Jaeyoung Lee , SongHee You

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

It has been proven that transfer learning provides an easy way to achieve state-of-the-art accuracies on several vision tasks by training a simple classifier on top of features obtained from pre-trained neural networks. The goal of this…

Machine Learning · Computer Science 2016-06-07 Milad Mohammadi , Subhasis Das

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis

Time series forecasting plays a crucial role in many real-world applications, and numerous complex forecasting models have been proposed in recent years. Despite their architectural innovations, most state-of-the-art models report only…

Machine Learning · Computer Science 2025-05-28 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

The vast majority of time-series forecasting approaches require a substantial training dataset. However, many real-life forecasting applications have very little initial observations, sometimes just 40 or fewer. Thus, the applicability of…

Machine Learning · Computer Science 2023-11-06 Samuel Dooley , Gurnoor Singh Khurana , Chirag Mohapatra , Siddartha Naidu , Colin White

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

With the development of Internet of Things (IoT) systems, precise long-term forecasting method is requisite for decision makers to evaluate current statuses and formulate future policies. Currently, Transformer and MLP are two paradigms for…

Machine Learning · Computer Science 2023-12-12 Li Shen , Yuning Wei , Yangzhu Wang , Hongguang Li

Modern deep-learning models have achieved remarkable success in time-series forecasting. Yet, their performance degrades in long-term prediction due to error accumulation in autoregressive inference, where predictions are recursively used…

Machine Learning · Computer Science 2026-05-21 Minh Hoang Nguyen , Dai Do , Huu Hiep Nguyen , Dung Nguyen , Kien Do , Hung Le

Time series forecasting has played the key role in different industrial, including finance, traffic, energy, and healthcare domains. While existing literatures have designed many sophisticated architectures based on RNNs, GNNs, or…

Machine Learning · Computer Science 2023-11-13 Kun Yi , Qi Zhang , Wei Fan , Shoujin Wang , Pengyang Wang , Hui He , Defu Lian , Ning An , Longbing Cao , Zhendong Niu

Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…

Machine Learning · Computer Science 2026-03-26 Jiacheng Wang , Liang Fan , Baihua Li , Luyan Zhang

Diffusion and flow-based models have enabled significant progress in generation tasks across various modalities and have recently found applications in predictive learning. However, unlike typical generation tasks that encourage sample…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Yu Zhang , Xingzhuo Guo , Haoran Xu , Jialong Wu , Mingsheng Long