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In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Machine Learning · Computer Science 2017-01-10 John Cristian Borges Gamboa

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…

Machine Learning · Computer Science 2023-10-18 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal…

Machine Learning · Computer Science 2024-11-12 Willa Potosnak , Cristian Challu , Mononito Goswami , Michał Wiliński , Nina Żukowska , Artur Dubrawski

Spatiotemporal graph neural networks have shown to be effective in time series forecasting applications, achieving better performance than standard univariate predictors in several settings. These architectures take advantage of a graph…

Machine Learning · Computer Science 2023-11-13 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

Time series forecasting plays a crucial role in many real-world applications, and numerous complex forecasting models have been proposed in recent years. Despite their architectural innovations, most state-of-the-art models report only…

Machine Learning · Computer Science 2025-05-28 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Transformer models have consistently achieved remarkable results in various domains such as natural language processing and computer vision. However, despite ongoing research efforts to better understand these models, the field still lacks…

Machine Learning · Computer Science 2024-10-18 Ilya Kaufman , Omri Azencot

The recent development of foundation models for time series data has generated considerable interest in using such models across a variety of applications. Although foundation models achieve state-of-the-art predictive performance, their…

Machine Learning · Computer Science 2026-05-29 Coen Adler , Yuxin Chang , Felix Draxler , Samar Abdi , Padhraic Smyth

Time series modeling techniques based on deep learning have seen many advancements in recent years, especially in data-abundant settings and with the central aim of learning global models that can extract patterns across multiple time…

Machine Learning · Computer Science 2020-05-21 Stephan Rabanser , Tim Januschowski , Valentin Flunkert , David Salinas , Jan Gasthaus

Recently, there has been a surge of interest in combining deep learning models with reasoning in order to handle more sophisticated learning tasks. In many cases, a reasoning task can be solved by an iterative algorithm. This algorithm is…

Machine Learning · Computer Science 2020-11-02 Xinshi Chen , Yufei Zhang , Christoph Reisinger , Le Song

Real-world deep learning models developed for Time Series Forecasting are used in several critical applications ranging from medical devices to the security domain. Many previous works have shown how deep learning models are prone to…

Machine Learning · Computer Science 2023-01-30 Yuvaraj Govindarajulu , Avinash Amballa , Pavan Kulkarni , Manojkumar Parmar

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Deep learning is a topic of considerable current interest. The availability of massive data collections and powerful software resources has led to an impressive amount of results in many application areas that reveal essential but hidden…

Machine Learning · Computer Science 2023-01-31 Gianluigi Pillonetto , Aleksandr Aravkin , Daniel Gedon , Lennart Ljung , Antônio H. Ribeiro , Thomas B. Schön

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

Deep learning models, particularly Transformers, have achieved impressive results in various domains, including time series forecasting. While existing time series literature primarily focuses on model architecture modifications and data…

Machine Learning · Computer Science 2023-12-01 Valentino Assandri , Sam Heshmati , Burhaneddin Yaman , Anton Iakovlev , Ariel Emiliano Repetur

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Machine Learning · Computer Science 2020-10-02 Hassan Ismail Fawaz

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

Real-world time series are often governed by complex nonlinear dynamics. Understanding these underlying dynamics is crucial for precise future prediction. While deep learning has achieved major success in time series forecasting, many…

Machine Learning · Computer Science 2026-05-26 Abrar Majeedi , Viswanatha Reddy Gajjala , Satya Sai Srinath Namburi GNVV , Nada Magdi Elkordi , Yin Li