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Probabilistic forecasting of irregularly sampled time series is crucial in domains such as healthcare and finance, yet it remains a formidable challenge. Existing Neural Controlled Differential Equation (Neural CDE) approaches, while…

Machine Learning · Computer Science 2026-02-13 Ilya Kuleshov , Alexander Marusov , Alexey Zaytsev

Meta-learning, decision fusion, hybrid models, and representation learning are topics of investigation with significant traction in time-series forecasting research. Of these two specific areas have shown state-of-the-art results in…

Machine Learning · Computer Science 2023-03-21 Terence L. van Zyl

Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the…

Machine Learning · Computer Science 2025-09-26 Jintao Zhang , Mingyue Cheng , Xiaoyu Tao , Zhiding Liu , Daoyu Wang

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

Current time-series forecasting problems use short-term weather attributes as exogenous inputs. However, in specific time-series forecasting solutions (e.g., demand prediction in the supply chain), seasonal climate predictions are crucial…

Machine Learning · Computer Science 2023-09-06 Smit Marvaniya , Jitendra Singh , Nicolas Galichet , Fred Ochieng Otieno , Geeth De Mel , Kommy Weldemariam

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

Accurate time series forecasting is a highly valuable endeavour with applications across many industries. Despite recent deep learning advancements, increased model complexity, and larger model sizes, many state-of-the-art models often…

District Heating Systems are essential infrastructure for delivering heat to consumers across a geographic region sustainably, yet efficient management relies on optimizing diverse energy sources, such as wood, gas, electricity, and solar,…

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

Traffic flow forecasting is a crucial task in intelligent transport systems. Deep learning offers an effective solution, capturing complex patterns in time-series traffic flow data to enable the accurate prediction. However, deep learning…

Machine Learning · Computer Science 2024-11-07 Qiyuan Zhu , A. K. Qin , Hussein Dia , Adriana-Simona Mihaita , Hanna Grzybowska

Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting,…

Machine Learning · Computer Science 2024-05-24 Gerald Woo , Chenghao Liu , Akshat Kumar , Caiming Xiong , Silvio Savarese , Doyen Sahoo

Climate change stands as one of the most pressing global challenges of the twenty-first century, with far-reaching consequences such as rising sea levels, melting glaciers, and increasingly extreme weather patterns. Accurate forecasting is…

Machine Learning · Computer Science 2025-06-17 Tajamul Ashraf , Janibul Bashir

Recently, Transformer-base models have made significant progress in the field of time series prediction which have achieved good results and become baseline models beyond Dlinear. The paper proposes an U-Net time series prediction model…

Machine Learning · Computer Science 2024-06-07 Li Chu , Xiao Bingjia , Yuan Qiping

A univariate time series with high variability can pose a challenge even to Deep Neural Network (DNN). To overcome this, a univariate time series is decomposed into simpler constituent series, whose sum equals the original series. As…

Machine Learning · Computer Science 2023-03-14 Debdarsan Niyogi

Time series forecasting plays a critical role in various real-world applications, including energy consumption prediction, disease transmission monitoring, and weather forecasting. Although substantial progress has been made in time series…

Machine Learning · Computer Science 2024-11-26 Wei Yuan , Guanhua Ye , Xiangyu Zhao , Quoc Viet Hung Nguyen , Yang Cao , Hongzhi Yin

Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing…

Machine Learning · Computer Science 2026-05-26 Kavin Soni , Debanshu Das , Vamshi Guduguntla

In this work, we introduce FLAME, a family of extremely lightweight and capable Time Series Foundation Models, which support both deterministic and probabilistic forecasting via generative probabilistic modeling, thus ensuring both…

Machine Learning · Computer Science 2026-02-10 Xingjian Wu , Hanyin Cheng , Xiangfei Qiu , Zhengyu Li , Jilin Hu , Chenjuan Guo , Bin Yang

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Feature engineering is required to obtain better results for time series forecasting, and decomposition is a crucial one. One decomposition approach often cannot be used for numerous forecasting tasks since the standard time series…

Machine Learning · Computer Science 2022-10-10 Liwang Zhou , Jing Gao
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