English
Related papers

Related papers: Towards Non-Stationary Time Series Forecasting wit…

200 papers

Incorporating item-side information, such as category and brand, into sequential recommendation is a well-established and effective approach for improving performance. However, despite significant advancements, current models are generally…

Information Retrieval · Computer Science 2026-01-01 Jie Luo , Wenyu Zhang , Xinming Zhang , Yuan Fang

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

Time series foundation models (TSFMs) demonstrate impressive zero-shot performance for time series forecasting. However, an important yet underexplored challenge is how to effectively finetune TSFMs on specific downstream tasks. While naive…

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…

Machine Learning · Computer Science 2025-07-15 Sami Achour , Yassine Bouher , Duong Nguyen , Nicolas Chesneau

Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time…

Machine Learning · Statistics 2025-09-03 Chen Su , Zhengzhou Cai , Yuanhe Tian , Zhuochao Chang , Zihong Zheng , Yan Song

The synchrosqueezing transform, a kind of reassignment method, aims to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. In this paper, we consider the short-time Fourier…

Signal Processing · Electrical Eng. & Systems 2019-09-27 Lin Li , Haiyan Cai , Hongxia Han , Qingtang Jiang , Hongbing Ji

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

The ability to forecast far into the future is highly beneficial to many applications, including but not limited to climatology, energy consumption, and logistics. However, due to noise or measurement error, it is questionable how far into…

Machine Learning · Computer Science 2022-05-26 Fan-Keng Sun , Duane S. Boning

Movement speed data from urban road networks, computed from ridesharing vehicles or taxi trajectories, is often high-dimensional, sparse, and nonstationary (e.g., exhibiting seasonality). To address these challenges, we propose a…

Machine Learning · Computer Science 2026-01-28 Xinyu Chen , Chengyuan Zhang , Xi-Le Zhao , Nicolas Saunier , Lijun Sun

Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly…

Machine Learning · Computer Science 2025-09-15 Chenheng Xu , Dan Wu , Yixin Zhu , Ying Nian Wu

Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…

Machine Learning · Computer Science 2026-01-29 Wei Li

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

Quantum Physics · Physics 2025-03-19 Hari Hara Suthan Chittoor , Paul Robert Griffin , Ariel Neufeld , Jayne Thompson , Mile Gu

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Machine Learning · Computer Science 2025-08-05 Runze Yang , Longbing Cao , Xin You , Kun Fang , Jianxun Li , Jie Yang

While radio-frequency (RF) field synthesis is fundamental to wireless networking, current approaches remain constrained by static assumptions, leaving them unable to track the rapid multipath reorganization of dynamic scenes. Modeling these…

Signal Processing · Electrical Eng. & Systems 2026-05-05 Pengyang Zhang , Wenlihan Lu , Shijian Gao

Multivariate time series forecasting is crucial for various applications, such as financial investment, energy management, weather forecasting, and traffic optimization. However, accurate forecasting is challenging due to two main factors.…

Machine Learning · Computer Science 2025-01-13 Xiangfei Qiu , Xingjian Wu , Yan Lin , Chenjuan Guo , Jilin Hu , Bin Yang

This paper proposes a Time-Frequency Space Transformation (TFST) to derive non-orthogonal bases for modulation techniques over the delay-doppler plane. A family of Overloaded Delay-Doppler Modulation (ODDM) techniques is proposed based on…

Information Theory · Computer Science 2024-02-07 Mahdi Shamsi , Farokh Marvasti

Time series foundation models (TSFMs) have become increasingly popular for zero-shot forecasting. However, for a new time series domain not fully covered by the pretraining set, performance can suffer. Therefore, when a practitioner cares…

Machine Learning · Computer Science 2026-03-04 Thomas L. Lee , Edoardo M. Ponti , Amos Storkey

Accurate workload forecasting is critical for efficient resource management in cloud computing systems, enabling effective scheduling and autoscaling. Despite recent advances with transformer-based forecasting models, challenges remain due…

Machine Learning · Computer Science 2024-08-20 Shiyu Wang , Zhixuan Chu , Yinbo Sun , Yu Liu , Yuliang Guo , Yang Chen , Huiyang Jian , Lintao Ma , Xingyu Lu , Jun Zhou

Dynamic graph signal processing provides a principled framework for analyzing time-varying data defined on irregular graph domains. However, existing joint time-vertex transforms such as the joint time-vertex fractional Fourier transform…

Signal Processing · Electrical Eng. & Systems 2025-11-21 Manjun Cui , Ziqi Yan , Yangfan He , Zhichao Zhang