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Dimension reduction techniques for multivariate time series decompose the observed series into a few useful independent/orthogonal univariate components. We develop a spectral domain method for multivariate second-order stationary time…

Methodology · Statistics 2020-10-12 Raanju R. Sundararajan

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

To gain finer regional forecasts, many works have explored the regional integration from the global atmosphere, e.g., by solving boundary equations in physics-based methods or cropping regions from global forecasts in data-driven methods.…

Machine Learning · Computer Science 2026-04-21 Hao Chen , Tao Han , Jie Zhang , Song Guo , Lei Bai

While previous research in multivariate time series forecasting has focused on developing complex holistic models, this work advocates for a shift toward a granular, component-level understanding of their impacts. We propose TSCOMP, the…

Machine Learning · Computer Science 2026-05-27 Shuang Liang , Chaochuan Hou , Xu Yao , Shiping Wang , Hailiang Huang , Songqiao Han , Minqi Jiang

We propose a three-stage framework for forecasting high-dimensional time-series data. Our method first estimates parameters for each univariate time series. Next, we use these parameters to cluster the time series. These clusters can be…

Machine Learning · Computer Science 2021-10-28 Reese Pathak , Rajat Sen , Nikhil Rao , N. Benjamin Erichson , Michael I. Jordan , Inderjit S. Dhillon

Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term…

Machine Learning · Computer Science 2019-02-05 Reza Asadi , Amelia Regan

Cross-domain time series imputation is an underexplored data-centric research task that presents significant challenges, particularly when the target domain suffers from high missing rates and domain shifts in temporal dynamics. Existing…

Machine Learning · Computer Science 2025-06-17 Kexin Zhang , Baoyu Jing , K. Selçuk Candan , Dawei Zhou , Qingsong Wen , Han Liu , Kaize Ding

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

One of the primary objectives of satellite remote sensing is to capture the complex dynamics of the Earth environment, which encompasses tasks such as reconstructing continuous cloud-free image sequences, detecting land cover changes, and…

Computer Vision and Pattern Recognition · Computer Science 2026-03-09 Yuxiang Zhang , Shunlin Liang , Wenyuan Li , Han Ma , Jianglei Xu , Yichuan Ma , Jiangwei Xie , Wei Li , Mengmeng Zhang , Ran Tao , Xiang-Gen Xia

Time series forecasting represents a significant and challenging task across various fields. Recently, methods based on mode decomposition have dominated the forecasting of complex time series because of the advantages of capturing local…

Methodology · Statistics 2023-11-30 Zhengtao Gui , Haoyuan Li , Sijie Xu , Yu Chen

Deep learning models have recently achieved significant performance improvements in time series forecasting. We present a highly accurate and simply structured CNN-based model with only one convolutional layer, called WinNet, including (i)…

Machine Learning · Computer Science 2024-06-10 Wenjie Ou , Zhishuo Zhao , Dongyue Guo , Zheng Zhang , Yi Lin

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

Due to the inherent complexity, temporal patterns in real-world time series often evolve across multiple intertwined scales, including long-term periodicity, short-term fluctuations, and abrupt regime shifts. While existing literature has…

Machine Learning · Computer Science 2025-11-25 Yubo Wang , Hui He , Chaoxi Niu , Zhendong Niu

Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…

Machine Learning · Computer Science 2022-06-17 Tian Zhou , Ziqing Ma , Qingsong Wen , Xue Wang , Liang Sun , Rong Jin

Accurate time series forecasting, predicting future values based on past data, is crucial for diverse industries. Many current time series methods decompose time series into multiple sub-series, applying different model architectures and…

Machine Learning · Computer Science 2024-11-19 Ronghui Han , Duanyu Feng , Hongyu Du , Hao Wang

Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability…

Machine Learning · Computer Science 2025-04-02 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Accurate and efficient multivariate time series (MTS) forecasting is essential for applications such as traffic management and weather prediction, which depend on capturing long-range temporal dependencies and interactions between entities.…

Machine Learning · Computer Science 2025-05-27 Yiming Niu , Jinliang Deng , Lulu Zhang , Zimu Zhou , Yongxin Tong

Time series forecasting is essential in a wide range of real world applications. Recently, frequency-domain methods have attracted increasing interest for their ability to capture global dependencies. However, when applied to non-stationary…

Machine Learning · Statistics 2026-02-09 Zhongde An , Jinhong You , Jiyanglin Li , Yiming Tang , Wen Li , Heming Du , Shouguo Du