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Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Spatiotemporal data is ubiquitous, and forecasting it has important applications in many domains. However, its complex cross-component dependencies and non-linear temporal dynamics can be challenging for traditional techniques. Existing…

Machine Learning · Computer Science 2025-03-27 Hao Yuan Bai , Xue Liu

Time series forecasting is crucial for the World Wide Web and represents a core technical challenge in ensuring the stable and efficient operation of modern web services, such as intelligent transportation and website throughput. However,…

Machine Learning · Computer Science 2026-02-13 Fan Zhang , Shiming Fan , Hua Wang

Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been…

Machine Learning · Computer Science 2024-11-08 Qiang Wu , Gechang Yao , Zhixi Feng , Shuyuan Yang

Long-term traffic prediction has always been a challenging task due to its dynamic temporal dependencies and complex spatial dependencies. In this paper, we propose a model that combines hybrid Transformer and spatio-temporal…

Machine Learning · Computer Science 2024-01-31 Wang Zhu , Doudou Zhang , Baichao Long , Jianli Xiao

Real-world multivariate time series can exhibit intricate multi-scale structures, including global trends, local periodicities, and non-stationary regimes, which makes long-horizon forecasting challenging. Although sparse Mixture-of-Experts…

Machine Learning · Computer Science 2026-03-16 Evandro S. Ortigossa , Guy Lutsker , Eran Segal

Multivariate time series classification (MTSC) has attracted significant research attention due to its diverse real-world applications. Recently, exploiting transformers for MTSC has achieved state-of-the-art performance. However, existing…

Machine Learning · Computer Science 2024-05-24 Xuan-May Le , Ling Luo , Uwe Aickelin , Minh-Tuan Tran

Generating time series data is a promising approach to address data deficiency problems. However, it is also challenging due to the complex temporal properties of time series data, including local correlations as well as global…

Machine Learning · Computer Science 2026-01-07 Yuansan Liu , Sudanthi Wijewickrema , Ang Li , Christofer Bester , Stephen O'Leary , James Bailey

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

We propose Mixed-Panels-Transformer Encoder (MPTE), a novel framework for estimating factor models in panel datasets with mixed frequencies and nonlinear signals. Traditional factor models rely on linear signal extraction and require…

Econometrics · Economics 2026-01-26 Alessio Brini , Ekaterina Seregina

Time series forecasting requires architectures that simultaneously achieve three competing objectives: (1) strict temporal causality for reliable predictions, (2) sub-quadratic complexity for practical scalability, and (3) multi-scale…

Machine Learning · Computer Science 2025-11-25 Qianru Zhang , Honggang Wen , Ming Li , Dong Huang , Siu-Ming Yiu , Christian S. Jensen , Pietro Liò

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

We introduce Hierarchical Transformers for Meta-Reinforcement Learning (HTrMRL), a powerful online meta-reinforcement learning approach. HTrMRL aims to address the challenge of enabling reinforcement learning agents to perform effectively…

Machine Learning · Computer Science 2024-02-12 Gresa Shala , André Biedenkapp , Josif Grabocka

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

Machine Learning · Computer Science 2026-02-17 Aitian Ma , Dongsheng Luo , Mo Sha

Industrial large-scale recommendation models (LRMs) face the challenge of jointly modeling long-range user behavior sequences and heterogeneous non-sequential features under strict efficiency constraints. However, most existing…

Information Retrieval · Computer Science 2026-01-26 Yunwen Huang , Shiyong Hong , Xijun Xiao , Jinqiu Jin , Xuanyuan Luo , Zhe Wang , Zheng Chai , Shikang Wu , Yuchao Zheng , Jingjian Lin

Deep learning-based algorithms, e.g., convolutional networks, have significantly facilitated multivariate time series classification (MTSC) task. Nevertheless, they suffer from the limitation in modeling long-range dependence due to the…

Machine Learning · Computer Science 2023-02-21 Mingyue Cheng , Qi Liu , Zhiding Liu , Zhi Li , Yucong Luo , Enhong Chen

Temporal modeling in complex systems requires capturing dependencies across multiple time scales while managing inherent uncertainties. We propose HierCVAE, a novel architecture that integrates hierarchical attention mechanisms with…

Machine Learning · Computer Science 2025-08-27 Yao Wu

Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…

Machine Learning · Computer Science 2025-09-24 Huanyao Zhang , Jiaye Lin , Wentao Zhang , Haitao Yuan , Guoliang Li

Transformers have shown impressive results in tabular data generation. However, they lack domain-specific inductive biases which are critical for preserving the intrinsic characteristics of tabular data. They also suffer from poor…

Machine Learning · Computer Science 2025-05-19 Jiayu Li , Bingyin Zhao , Zilong Zhao , Uzair Javaid , Kevin Yee , Biplab Sikdar

Time-series forecasts are essential for planning and decision-making in many domains. Explainability is key to building user trust and meeting transparency requirements. Shapley Additive Explanations (SHAP) is a popular explainable AI…

Machine Learning · Computer Science 2025-12-24 Matthias Hertel , Sebastian Pütz , Ralf Mikut , Veit Hagenmeyer , Benjamin Schäfer