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Time series forecasting faces two important but often overlooked challenges. Firstly, the inherent random noise in the time series labels sets a theoretical lower bound for the forecasting error, which is positively correlated with the…

Machine Learning · Computer Science 2025-09-26 Tianyi Shi , Zhu Meng , Yue Chen , Siyang Zheng , Fei Su , Jin Huang , Changrui Ren , Zhicheng Zhao

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen

Precise load forecasting in buildings could increase the bill savings potential and facilitate optimized strategies for power generation planning. With the rapid evolution of computer science, data-driven techniques, in particular the Deep…

Machine Learning · Computer Science 2023-01-30 Menna Nawar , Moustafa Shomer , Samy Faddel , Huangjie Gong

Electricity market prices exhibit extreme volatility, nonlinearity, and non-stationarity, making accurate forecasting a significant challenge. While cutting-edge time series foundation models (TSFMs) effectively capture temporal…

Machine Learning · Computer Science 2026-03-10 Yunzhong Qiu , Binzhu Li , Hao Wei , Shenglin Weng , Chen Wang , Zhongyi Pei , Mingsheng Long , Jianmin Wang

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and…

Machine Learning · Computer Science 2023-10-31 Yushu Chen , Shengzhuo Liu , Jinzhe Yang , Hao Jing , Wenlai Zhao , Guangwen Yang

Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…

Statistical Finance · Quantitative Finance 2025-09-16 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

Forecasting electricity demand plays a critical role in ensuring reliable and cost-efficient operation of the electricity supply. With the global transition to distributed renewable energy sources and the electrification of heating and…

Machine Learning · Computer Science 2023-05-31 Konstantin Hopf , Hannah Hartstang , Thorsten Staake

Time series forecasting under distribution shift remains challenging, as existing deep learning models often rely on local statistical normalization (e.g., mean and variance) that fails to capture global distribution shift. Methods like…

Machine Learning · Computer Science 2025-11-18 Yujie Li , Zezhi Shao , Chengqing Yu , Yisong Fu , Tao Sun , Yongjun Xu , Fei Wang

Forecasting load in power transmission networks is essential across various hierarchical levels, from the system level down to individual points of delivery (PoD). While intuitive and locally accurate, traditional local forecasting models…

Machine Learning · Computer Science 2025-07-17 Amirhossein Ahmadi , Hamidreza Zareipour , Henry Leung

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

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

Machine Learning · Statistics 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani

Short-term wind speed prediction is essential for economical wind power utilization. The real-world wind speed data is typically intermittent and fluctuating, presenting great challenges to existing shallow models. In this paper, we present…

Machine Learning · Computer Science 2023-05-08 Hailong Shu

Health prediction is crucial for ensuring reliability, minimizing downtime, and optimizing maintenance in industrial systems. Remaining Useful Life (RUL) prediction is a key component of this process; however, many existing models struggle…

Machine Learning · Computer Science 2025-12-09 Mohamadreza Akbari Pour , Mohamad Sadeq Karimi , Amir Hossein Mazloumi

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

Wind power forecasting (WPF), as a significant research topic within renewable energy, plays a crucial role in enhancing the security, stability, and economic operation of power grids. However, due to the high stochasticity of…

Machine Learning · Computer Science 2025-04-16 Mingyi Zhu , Zhaoxin Li , Qiao Lin , Li Ding

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

Airport performance prediction with a reasonable look-ahead time is a challenging task and has been attempted by various prior research. Traffic, demand, weather, and traffic management actions are all critical inputs to any prediction…

Machine Learning · Computer Science 2021-11-09 Liya Wang , Alex Tien , Jason Chou

The sea surface temperature (SST), a key environmental parameter, is crucial to optimizing production planning, making its accurate prediction a vital research topic. However, the inherent nonlinearity of the marine dynamic system presents…

Machine Learning · Computer Science 2025-04-25 Yin Wang , Chunlin Gong , Xiang Wu , Hanleran Zhang

Accurate forecasting of financial markets remains a long-standing challenge due to complex temporal and often latent dependencies, non-linear dynamics, and high volatility. Building on our earlier recurrent neural network framework, we…

Computational Engineering, Finance, and Science · Computer Science 2026-01-05 Shaswat Mohanty