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Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper,…

Machine Learning · Computer Science 2025-05-26 Yihang Lu , Yangyang Xu , Qitao Qing , Xianwei Meng

Decision-focused learning (DFL) offers an end-to-end approach to the predict-then-optimize (PO) framework by training predictive models directly on decision loss (DL), enhancing decision-making performance within PO contexts. However, the…

Machine Learning · Computer Science 2025-04-15 Jiaqi Yang , Enming Liang , Zicheng Su , Zhichao Zou , Peng Zhen , Jiecheng Guo , Wanjing Ma , Kun An

Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…

Machine Learning · Computer Science 2026-05-20 Zinuo You , Jin Zheng , John Cartlidge

As Transformer-based models have achieved impressive performance on various time series tasks, Long-Term Series Forecasting (LTSF) tasks have also received extensive attention in recent years. However, due to the inherent computational…

Machine Learning · Computer Science 2024-02-06 Daojun Liang , Haixia Zhang , Dongfeng Yuan , Xiaoyan Ma , Dongyang Li , Minggao Zhang

Simulating the long-term dynamics of multi-scale and multi-physics systems poses a significant challenge in understanding complex phenomena across science and engineering. The complexity arises from the intricate interactions between scales…

Machine Learning · Computer Science 2025-09-22 Da Long , Shandian Zhe , Samuel Williams , Leonid Oliker , Zhe Bai

Time series forecasting (TSF) is critical across domains such as finance, meteorology, and energy. While extending the lookback window theoretically provides richer historical context, in practice, it often introduces irrelevant noise and…

Machine Learning · Computer Science 2026-04-03 Xiang Ao , Yinyu Tan , Mengru Chen

Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…

Machine Learning · Computer Science 2025-04-01 Chenxi Liu , Qianxiong Xu , Hao Miao , Sun Yang , Lingzheng Zhang , Cheng Long , Ziyue Li , Rui Zhao

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

Deep learning (DL) approaches are being increasingly used for time-series forecasting, with many efforts devoted to designing complex DL models. Recent studies have shown that the DL success is often attributed to effective data…

Human-Computer Interaction · Computer Science 2023-07-28 Jianing Hao , Qing Shi , Yilin Ye , Wei Zeng

Machine learning methods have been adopted in the literature as contenders to conventional methods to solve the energy time series forecasting (TSF) problems. Recently, deep learning methods have been emerged in the artificial intelligence…

Machine Learning · Computer Science 2021-08-25 Hala Hamdoun , Alaa Sagheer , Hassan Youness

Future anticipation is of vital importance in autonomous driving and other decision-making systems. We present a method to anticipate semantic segmentation of future frames in driving scenarios based on feature-to-feature forecasting. Our…

Computer Vision and Pattern Recognition · Computer Science 2019-07-29 Josip Šarić , Marin Oršić , Tonći Antunović , Sacha Vražić , Siniša Šegvić

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one…

Machine Learning · Computer Science 2022-12-07 Zanwei Zhou , Ruizhe Zhong , Chen Yang , Yan Wang , Xiaokang Yang , Wei Shen

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. Unlike traditional integer differencing methods, FD preserves…

Machine Learning · Computer Science 2023-12-05 Sarit Maitra , Vivek Mishra , Srashti Dwivedi , Sukanya Kundu , Goutam Kumar Kundu

Accurately predicting the dynamics of robotic systems is crucial for model-based control and reinforcement learning. The most common way to estimate dynamics is by fitting a one-step ahead prediction model and using it to recursively…

Machine Learning · Computer Science 2021-09-02 Nathan O. Lambert , Albert Wilcox , Howard Zhang , Kristofer S. J. Pister , Roberto Calandra

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

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

Time series forecasting (TSF) possesses great practical values in various fields, including power and energy, transportation, etc. TSF methods have been studied based on knowledge from classical statistics to modern deep learning. Yet, all…

Machine Learning · Computer Science 2025-10-27 Luoxiao Yang , Yun Wang , Xinqi Fan , Israel Cohen , Jingdong Chen , Zijun Zhang

Spatiotemporal systems are common in the real-world. Forecasting the multi-step future of these spatiotemporal systems based on the past observations, or, Spatiotemporal Sequence Forecasting (STSF), is a significant and challenging problem.…

Machine Learning · Computer Science 2018-08-22 Xingjian Shi , Dit-Yan Yeung

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian