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Time series forecasting (TSF) is crucial in fields like economic forecasting, weather prediction, traffic flow analysis, and public health surveillance. Real-world time series data often include noise, outliers, and missing values, making…

Machine Learning · Computer Science 2024-07-09 Quangao Liu , Ruiqi Li , Maowei Jiang , Wei Yang , Chen Liang , LongLong Pang , Zhuozhang Zou

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies…

Machine Learning · Computer Science 2024-10-04 Aitian Ma , Dongsheng Luo , Mo Sha

In urban computing, precise and swift forecasting of multivariate time series data from traffic networks is crucial. This data incorporates additional spatial contexts such as sensor placements and road network layouts, and exhibits complex…

Machine Learning · Computer Science 2024-12-19 Tongtong Zhang , Zhiyong Cui , Bingzhang Wang , Yilong Ren , Haiyang Yu , Pan Deng , Yinhai Wang

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

Machine Learning · Computer Science 2026-02-17 Aitian Ma , Dongsheng Luo , Mo Sha

Long-term time series forecasting (LTSF) has been widely applied in finance, traffic prediction, and other domains. Recently, patch-based transformers have emerged as a promising approach, segmenting data into sub-level patches that serve…

Machine Learning · Computer Science 2024-08-06 Ruixin Ding , Yuqi Chen , Yu-Ting Lan , Wei Zhang

Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…

Machine Learning · Computer Science 2025-09-24 Huanyao Zhang , Jiaye Lin , Wentao Zhang , Haitao Yuan , Guoliang Li

Long-term Time Series Forecasting (LTSF) is crucial across various domains, but complex deep models like Transformers are often prone to overfitting on extended sequences. Linear Fully Connected models have emerged as a powerful…

Machine Learning · Computer Science 2026-02-10 Yuang Zhao , Tianyu Li , Jiadong Chen , Shenrong Ye , Fuxin Jiang , Xiaofeng Gao

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim

Recent research has challenged the necessity of complex deep learning architectures for time series forecasting, demonstrating that simple linear models can often outperform sophisticated approaches. Building upon this insight, we introduce…

Machine Learning · Computer Science 2024-10-30 Remi Genet , Hugo Inzirillo

Recent CNN and Transformer-based models tried to utilize frequency and periodicity information for long-term time series forecasting. However, most existing work is based on Fourier transform, which cannot capture fine-grained and local…

Machine Learning · Computer Science 2024-01-05 Peiyuan Liu , Beiliang Wu , Naiqi Li , Tao Dai , Fengmao Lei , Jigang Bao , Yong Jiang , Shu-Tao Xia

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

In recent work on time-series prediction, Transformers and even large language models have garnered significant attention due to their strong capabilities in sequence modeling. However, in practical deployments, time-series prediction often…

Machine Learning · Computer Science 2026-02-17 Wenxuan Xie , Fanpu Cao

In multivariate time series forecasting (MTSF), existing strategies for processing sequences are typically categorized as channel-independent and channel-mixing. The former treats all temporal information of each variable as a token,…

Artificial Intelligence · Computer Science 2025-07-08 Bing Fan , Shusen Ma , Yun-Bo Zhao , Yu Kang

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…

Machine Learning · Computer Science 2025-11-19 Niklas Erdmann , Lars Bentsen , Roy Stenbro , Heine Nygard Riise , Narada Dilp Warakagoda , Paal E. Engelstad

Multivariate Time Series Forecasting plays a key role in many applications. Recent works have explored using Large Language Models for MTSF to take advantage of their reasoning abilities. However, many methods treat LLMs as end-to-end…

Artificial Intelligence · Computer Science 2025-09-19 Kuiye Ding , Fanda Fan , Yao Wang , Ruijie jian , Xiaorui Wang , Luqi Gong , Yishan Jiang , Chunjie Luo , Jianfeng Zhan

Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the…

Machine Learning · Computer Science 2025-09-26 Jintao Zhang , Mingyue Cheng , Xiaoyu Tao , Zhiding Liu , Daoyu Wang

Periodicity is a fundamental characteristic of time series data and has long played a central role in forecasting. Recent deep learning methods strengthen the exploitation of periodicity by treating patches as basic tokens, thereby…

Machine Learning · Computer Science 2025-10-07 Yiming Niu , Jinliang Deng , Yongxin Tong

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

In the real world, long sequence time-series forecasting (LSTF) is needed in many cases, such as power consumption prediction and air quality prediction.Multi-dimensional long time series model has more strict requirements on the model,…

Machine Learning · Computer Science 2022-05-11 Ning Wang