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For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency in multivariate models, we introduce a method to Construct…

Machine Learning · Statistics 2026-02-06 Jiecheng Lu , Xu Han , Yan Sun , Shihao Yang

Temporal domain generalization is a promising yet extremely challenging area where the goal is to learn models under temporally changing data distributions and generalize to unseen data distributions following the trends of the change. The…

Machine Learning · Computer Science 2023-02-13 Guangji Bai , Chen Ling , Liang Zhao

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

Machine Learning · Computer Science 2026-01-29 Zhiyu Chen , Minhao Liu , Yanru Zhang

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Haoxin Liu , B. Aditya Prakash

Multivariate time series forecasting (MTSF) plays a vital role in numerous real-world applications, yet existing models remain constrained by their reliance on a limited historical context. This limitation prevents them from effectively…

Machine Learning · Computer Science 2026-02-12 Fanpu Cao , Lu Dai , Jindong Han , Hui Xiong

The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…

Sound · Computer Science 2025-06-27 Maxime Leiber , Yosra Marnissi , Axel Barrau , Sylvain Meignen , Laurent Massoulié

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

Asynchronous Time Series is a multivariate time series where all the channels are observed asynchronously-independently, making the time series extremely sparse when aligning them. We often observe this effect in applications with complex…

Machine Learning · Computer Science 2022-08-25 Vijaya Krishna Yalavarthi , Johannes Burchert , Lars Schmidt-Thieme

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Statistics Theory · Mathematics 2020-01-01 Xiucai Ding , Zhou Zhou

The trade-off in remote sensing instruments that balances the spatial resolution and temporal frequency limits our capacity to monitor spatial and temporal dynamics effectively. The spatiotemporal data fusion technique is considered as a…

Computer Vision and Pattern Recognition · Computer Science 2017-10-11 Qing Cheng , Huiqing Liu , Huanfeng Shen , Penghai Wu , Liangpei Zhang

Time series analysis is crucial in fields like finance, economics, environmental science, and biomedical engineering, aiding in forecasting, pattern identification, and understanding underlying mechanisms. While traditional time-domain…

Methodology · Statistics 2024-08-21 Jonathan de Souza Matias , Valderio Anselmo Reisen

Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting. The goal of meta-forecasting is to train over a collection of source time series and generalize to new time series one-at-a-time. Previous…

Machine Learning · Computer Science 2023-02-07 Mike Van Ness , Huibin Shen , Hao Wang , Xiaoyong Jin , Danielle C. Maddix , Karthick Gopalswamy

Long-term time-series forecasting is critical for environmental monitoring, yet water quality prediction remains challenging due to complex periodicity, nonstationarity, and abrupt fluctuations induced by ecological factors. These…

Machine Learning · Computer Science 2025-08-13 Ziqi Wang , Hailiang Zhao , Cheng Bao , Wenzhuo Qian , Yuhao Yang , Xueqiang Sun , Shuiguang Deng

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency…

Machine Learning · Computer Science 2026-03-11 Boya Zhang , Shuaijie Yin , Huiwen Zhu , Xing He

Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales. Despite recent advances leveraging different decomposition operations and novel architectures based on CNN, MLP…

Machine Learning · Computer Science 2025-10-24 Haonan Yang , Jianchao Tang , Zhuo Li , Long Lan

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

Demographic shifts, influenced by globalization, economic conditions, geopolitical events, and environmental factors, pose significant challenges for policymakers and researchers. Accurate demographic forecasting is essential for informed…

Machine Learning · Computer Science 2025-08-20 Aditya Akella , Jonathan Farah

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

Machine Learning · Computer Science 2026-03-05 Hantong Feng , Yonggang Wu , Duxin Chen , Wenwu Yu

The field of time series forecasting has garnered significant attention in recent years, prompting the development of advanced models like TimeSieve, which demonstrates impressive performance. However, an analysis reveals certain…

Machine Learning · Computer Science 2025-03-31 Songning Lai , Ninghui Feng , Haochen Sui , Ze Ma , Hao Wang , Zichen Song , Hang Zhao , Yutao Yue

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