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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

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better…

Machine Learning · Computer Science 2023-11-13 Seonkyu Lim , Jaehyeon Park , Seojin Kim , Hyowon Wi , Haksoo Lim , Jinsung Jeon , Jeongwhan Choi , Noseong Park

Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However, current large-scale datasets predominantly focus on low-frequency time series with sampling…

Machine Learning · Computer Science 2026-04-22 Subina Khanal , Seshu Tirupathi , Merim Dzaferagic , Marco Ruffini , Torben Bach Pedersen

Modeling stochastic and irregularly sampled time series is a challenging problem found in a wide range of applications, especially in medicine. Neural stochastic differential equations (Neural SDEs) are an attractive modeling technique for…

Machine Learning · Computer Science 2025-02-05 Xi Zhang , Yuan Pu , Yuki Kawamura , Andrew Loza , Yoshua Bengio , Dennis L. Shung , Alexander Tong

Time series forecasting (TSF) is critical across domains such as finance, meteorology, and energy. While extending the lookback window theoretically provides richer historical context, in practice, it often introduces irrelevant noise and…

Machine Learning · Computer Science 2026-04-03 Xiang Ao , Yinyu Tan , Mengru Chen

Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models…

Machine Learning · Computer Science 2025-04-09 Peiyuan Liu , Hang Guo , Tao Dai , Naiqi Li , Jigang Bao , Xudong Ren , Yong Jiang , Shu-Tao Xia

Time-series forecasting (TSF) finds broad applications in real-world scenarios. Due to the dynamic nature of time-series data, it is crucial to equip TSF models with out-of-distribution (OOD) generalization abilities, as historical training…

Machine Learning · Computer Science 2024-06-14 Haoxin Liu , Harshavardhan Kamarthi , Lingkai Kong , Zhiyuan Zhao , Chao Zhang , B. Aditya Prakash

Time domain identification is studied in this paper for parameters of a continuous-time multi-input multi-output descriptor system, with these parameters affecting system matrices through a linear fractional transformation. Sampling is…

Multiagent Systems · Computer Science 2025-06-17 Tong Zhou

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

Fuzzy time series forecasting (FTSF) is a typical forecasting method with wide application. Traditional FTSF is regarded as an expert system which leads to loss of the ability to recognize undefined features. The mentioned is the main…

Machine Learning · Computer Science 2023-08-29 Tianxiang Zhan , Yuanpeng He , Yong Deng , Zhen Li

Time series forecasting (TSF) plays a crucial role in various applications, including medical monitoring and crop growth. Despite the advancements in deep learning methods for TSF, their capacity to predict long-term series remains…

Artificial Intelligence · Computer Science 2024-11-05 Rujia Shen , Yang Yang , Yaoxion Lin , Liangliang Liu , Boran Wang , Yi Guan , Jingchi Jiang

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Machine Learning · Computer Science 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world…

Machine Learning · Computer Science 2025-08-26 Jingge Xiao , Yile Chen , Gao Cong , Wolfgang Nejdl , Simon Gottschalk

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

Forecasting anomalies (anomaly prediction) in multivariate time series from different real-world, dynamic, and complex systems is vital for preempting critical failures, leading to a substantial minimization in operational costs and human…

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Financial time-series forecasting is critical for maintaining economic stability, guiding informed policymaking, and promoting sustainable investment practices. However, it remains challenging due to various underlying pattern shifts. These…

Machine Learning · Computer Science 2025-08-28 Zhuohang Zhu , Haodong Chen , Qiang Qu , Vera Chung

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Simulating the long-term dynamics of multi-scale and multi-physics systems poses a significant challenge in understanding complex phenomena across science and engineering. The complexity arises from the intricate interactions between scales…

Machine Learning · Computer Science 2025-09-22 Da Long , Shandian Zhe , Samuel Williams , Leonid Oliker , Zhe Bai