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Financial time-series forecasting is one of the most challenging domains in the field of time-series analysis. This is mostly due to the highly non-stationary and noisy nature of financial time-series data. With progressive efforts of the…

Machine Learning · Computer Science 2022-01-17 Mostafa Shabani , Dat Thanh Tran , Martin Magris , Juho Kanniainen , Alexandros Iosifidis

Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their…

Machine Learning · Computer Science 2026-03-26 Aymane Harkati , Moncef Garouani , Olivier Teste , Julien Aligon , Mohamed Hamlich

Multivariate time series (MTS) forecasting is vital across various domains but remains challenging due to the need to simultaneously model temporal and inter-variate dependencies. Existing channel-dependent models, where Transformer-based…

Machine Learning · Computer Science 2025-02-03 Junwoo Ha , Hyukjae Kwon , Sungsoo Kim , Kisu Lee , Seungjae Park , Ha Young Kim

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Convolutional neural networks (CNNs) and transformer architectures offer strengths for modeling temporal data: CNNs excel at capturing local patterns and translational invariances, while transformers effectively model long-range…

Machine Learning · Computer Science 2025-10-09 Stefano F. Stefenon , João P. Matos-Carvalho , Valderi R. Q. Leithardt , Kin-Choong Yow

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Multivariate time series forecasting plays a crucial role in various fields such as finance, traffic management, energy, and healthcare. Recent studies have highlighted the advantages of channel independence to resist distribution drift but…

Machine Learning · Computer Science 2024-11-19 Lu Han , Xu-Yang Chen , Han-Jia Ye , De-Chuan Zhan

Accurate short-term precipitation forecasting is critical for weather-sensitive decision-making in agriculture, transportation, and disaster response. Existing deep learning approaches often struggle to balance global structural consistency…

Computer Vision and Pattern Recognition · Computer Science 2026-02-16 Penghui Wen , Mengwei He , Patrick Filippi , Na Zhao , Feng Zhang , Thomas Francis Bishop , Zhiyong Wang , Kun Hu

Digital Twins (DTs) for Water Distribution Networks (WDNs) require accurate state estimation with limited sensors. Uniform sampling often wastes resources across nodes with different uncertainty. We propose an adaptive framework combining…

Machine Learning · Computer Science 2026-02-05 Mohammadhossein Homaei , Mehran Tarif , Pablo Garcia Rodriguez , Andres Caro , Mar Avila

Embodying the principle of simulation intelligence, digital twin (DT) systems construct and maintain a high-fidelity virtual model of a physical system. This paper focuses on ray tracing (RT), which is widely seen as an enabling technology…

Signal Processing · Electrical Eng. & Systems 2024-05-16 Clement Ruah , Osvaldo Simeone , Jakob Hoydis , Bashir Al-Hashimi

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Microservice architectures enable scalable cloud-native applications; however, the distributed nature of these systems complicates the maintenance of strict Service Level Objectives. Accurately predicting window-level P95 tail latency…

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Traffic forecasting is essential to intelligent transportation systems, which is challenging due to the complicated spatial and temporal dependencies within a road network. Existing works usually learn spatial and temporal dependencies…

Machine Learning · Computer Science 2023-07-04 Binqing Wu , Ling Chen

Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate relationships, CD captures all dependencies without distinction,…

Machine Learning · Computer Science 2025-05-21 Yifan Hu , Guibin Zhang , Peiyuan Liu , Disen Lan , Naiqi Li , Dawei Cheng , Tao Dai , Shu-Tao Xia , Shirui Pan

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding…

Machine Learning · Computer Science 2024-05-24 Xin Cheng , Xiuying Chen , Shuqi Li , Di Luo , Xun Wang , Dongyan Zhao , Rui Yan

Time series forecasting has witnessed significant progress with deep learning. While prevailing approaches enhance forecasting performance by modifying architectures or introducing novel enhancement strategies, they often fail to…

Machine Learning · Computer Science 2026-03-31 Haonan Yang , Jianchao Tang , Zhuo Li

Climate models (CM) are used to evaluate the impact of climate change on the risk of floods and strong precipitation events. However, these numerical simulators have difficulties representing precipitation events accurately, mainly due to…

Computational Engineering, Finance, and Science · Computer Science 2021-02-15 Rilwan Adewoyin , Peter Dueben , Peter Watson , Yulan He , Ritabrata Dutta

This study proposes a unified forecasting framework for high-dimensional multi-task time series to meet the prediction demands of cloud native backend systems operating under highly dynamic loads, coupled metrics, and parallel tasks. The…

Machine Learning · Computer Science 2025-12-25 Zixiao Huang , Jixiao Yang , Sijia Li , Chi Zhang , Jinyu Chen , Chengda Xu
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