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Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks,…

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

Time series decomposition into trend, seasonal structure, and residual components is a core primitive for downstream analytics such as anomaly detection, change-point detection, and forecasting. However, most existing seasonal-trend…

Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…

Machine Learning · Computer Science 2026-02-13 Md Rakibul Haque , Vishwa Goudar , Shireen Elhabian , Warren Woodrich Pettine

Current approaches for time series forecasting, whether in the time or frequency domain, predominantly use deep learning models based on linear layers or transformers. They often encode time series data in a black-box manner and rely on…

Machine Learning · Computer Science 2025-10-14 Cheng He , Xijie Liang , Zengrong Zheng , Patrick P. C. Lee , Xu Huang , Zhaoyi Li , Hong Xie , Defu Lian , Enhong Chen

Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only…

Machine Learning · Computer Science 2026-02-03 Suhan Guo , Bingxu Wang , Shaodan Zhang , Furao Shen

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

Machine Learning · Computer Science 2025-04-16 Yifan Hu , Peiyuan Liu , Peng Zhu , Dawei Cheng , Tao Dai

Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal…

Machine Learning · Computer Science 2024-11-12 Willa Potosnak , Cristian Challu , Mononito Goswami , Michał Wiliński , Nina Żukowska , Artur Dubrawski

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen

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

Accurately estimating model performance poses a significant challenge, particularly in scenarios where the source and target domains follow different data distributions. Most existing performance prediction methods heavily rely on the…

Computer Vision and Pattern Recognition · Computer Science 2024-08-07 Ekaterina Khramtsova , Mahsa Baktashmotlagh , Guido Zuccon , Xi Wang , Mathieu Salzmann

Multi-modal large language models (MLLMs) have enabled numerous advances in understanding and reasoning in domains like vision, but we have not yet seen this broad success for time-series. Although prior works on time-series MLLMs have…

Machine Learning · Computer Science 2024-12-05 Winnie Chow , Lauren Gardiner , Haraldur T. Hallgrímsson , Maxwell A. Xu , Shirley You Ren

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…

Machine Learning · Computer Science 2026-01-21 Shivani Tomar , Seshu Tirupathi , Elizabeth Daly , Ivana Dusparic

Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal…

Machine Learning · Computer Science 2024-10-04 Siyang Li , Yize Chen , Hui Xiong

Generating high-quality synthetic time series is a fundamental yet challenging task across domains such as forecasting and anomaly detection, where real data can be scarce, noisy, or costly to collect. Unlike static data generation,…

Machine Learning · Computer Science 2025-09-25 MohammadReza EskandariNasab , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

Unsupervised domain adaptation leverages abundant labeled data from various source domains to generalize onto unlabeled target data. Prior research has primarily focused on learning domain-invariant features across the source and target…

Computation and Language · Computer Science 2025-03-10 Jie He , Wendi Zhou , Xiang Lorraine Li , Jeff Z. Pan

In time series forecasting, effectively disentangling intricate temporal patterns is crucial. While recent works endeavor to combine decomposition techniques with deep learning, multiple frequencies may still be mixed in the decomposed…

Artificial Intelligence · Computer Science 2024-03-27 Xiaobing Yuan , Ling Chen

Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal patterns crucial. Decomposition techniques make such structure…

Machine Learning · Computer Science 2026-03-03 Weibin Feng , Ran Tao , John Cartlidge , Jin Zheng

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon