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Irregular multivariate time series (IMTS) is characterized by the lack of synchronized observations across its different channels. In this paper, we point out that this channel-wise asynchrony can lead to poor channel-wise modeling of…

Machine Learning · Computer Science 2025-09-23 Shuhan Zhong , Weipeng Zhuo , Sizhe Song , Guanyao Li , Zhongyi Yu , S. -H. Gary Chan

Time series forecasting is a crucial task in various domains. Caused by factors such as trends, seasonality, or irregular fluctuations, time series often exhibits non-stationary. It obstructs stable feature propagation through deep layers,…

Machine Learning · Computer Science 2024-01-05 Xiang Ma , Xuemei Li , Lexin Fang , Tianlong Zhao , Caiming Zhang

The immense success of the Transformer architecture in Natural Language Processing has led to its adoption in Time Se ries Forecasting (TSF), where superior performance has been shown. However, a recent important paper questioned their…

Computation and Language · Computer Science 2025-10-28 Musleh Alharthi , Kaleel Mahmood , Sarosh Patel , Ausif Mahmood

Transformers have gained popularity in time series forecasting for their ability to capture long-sequence interactions. However, their high memory and computing requirements pose a critical bottleneck for long-term forecasting. To address…

Machine Learning · Computer Science 2023-12-12 Vijay Ekambaram , Arindam Jati , Nam Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

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

The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…

Machine Learning · Computer Science 2024-04-09 Hengyu Ye , Jiadong Chen , Shijin Gong , Fuxin Jiang , Tieying Zhang , Jianjun Chen , Xiaofeng Gao

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

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

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

Machine Learning · Computer Science 2025-10-21 Shule Hao , Junpeng Bao , Wenli Li

Irregular Multivariate Time Series (IMTS) are characterized by uneven intervals between consecutive timestamps, which carry sampling pattern information valuable and informative for learning temporal and variable dependencies. In addition,…

Machine Learning · Computer Science 2026-02-26 Boyuan Li , Zhen Liu , Yicheng Luo , Qianli Ma

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Irregular multivariate time series (IMTS) are prevalent in critical domains like healthcare and finance, where accurate forecasting is vital for proactive decision-making. However, the asynchronous sampling and irregular intervals inherent…

Machine Learning · Computer Science 2026-03-16 Xvyuan Liu , Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Chenjuan Guo , Bin Yang , Jilin Hu

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Machine Learning · Computer Science 2026-02-04 Huu Hiep Nguyen , Minh Hoang Nguyen , Dung Nguyen , Hung Le

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Multivariate time series forecasting remains a challenge due to the complexity of local temporal dynamics and global dependencies across multiple variables. In this paper, we propose \textbf{N}eighboring \textbf{P}atching \textbf{Mixer}…

Machine Learning · Computer Science 2026-05-11 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

Machine Learning · Computer Science 2026-03-05 Hantong Feng , Yonggang Wu , Duxin Chen , Wenwu Yu

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

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

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS…

Machine Learning · Computer Science 2025-05-26 Boyuan Li , Yicheng Luo , Zhen Liu , Junhao Zheng , Jianming Lv , Qianli Ma