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Probabilistic Temporal Tensor Factorization (PTTF) is an effective algorithm to model the temporal tensor data. It leverages a time constraint to capture the evolving properties of tensor data. Nowadays the exploding dataset demands a large…

Machine Learning · Statistics 2016-11-14 Guangxi Li , Zenglin Xu , Linnan Wang , Jinmian Ye , Irwin King , Michael Lyu

Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches. This suggests…

Machine Learning · Computer Science 2023-10-10 Shengsheng Lin , Weiwei Lin , Wentai Wu , Songbo Wang , Yongxiang Wang

Hierarchical forecasting with intermittent time series is a challenge in both research and empirical studies. Extensive research focuses on improving the accuracy of each hierarchy, especially the intermittent time series at bottom levels.…

Machine Learning · Statistics 2022-02-22 Matthias Anderer , Feng Li

Variable Subset Forecasting (VSF) refers to a unique scenario in multivariate time series forecasting, where available variables in the inference phase are only a subset of the variables in the training phase. VSF presents significant…

Machine Learning · Computer Science 2024-11-18 Qi Hao , Runchang Liang , Yue Gao , Hao Dong , Wei Fan , Lu Jiang , Pengyang Wang

Reinforcement learning (RL) with delays is challenging as sensory perceptions lag behind the actual events: the RL agent needs to estimate the real state of its environment based on past observations. State-of-the-art (SOTA) methods…

Machine Learning · Computer Science 2025-06-10 Qingyuan Wu , Yuhui Wang , Simon Sinong Zhan , Yixuan Wang , Chung-Wei Lin , Chen Lv , Qi Zhu , Jürgen Schmidhuber , Chao Huang

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better…

Machine Learning · Computer Science 2023-11-13 Seonkyu Lim , Jaehyeon Park , Seojin Kim , Hyowon Wi , Haksoo Lim , Jinsung Jeon , Jeongwhan Choi , Noseong Park

Understanding the robustness of deep learning models for multivariate long-term time series forecasting (M-LTSF) remains challenging, as evaluations typically rely on real-world datasets with unknown noise properties. We propose a…

Machine Learning · Computer Science 2026-03-27 Nick Janssen , Melanie Schaller , Bodo Rosenhahn

Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly…

Machine Learning · Computer Science 2025-09-15 Chenheng Xu , Dan Wu , Yixin Zhu , Ying Nian Wu

Many real-world time series exhibit strong periodic structures arising from physical laws, human routines, or seasonal cycles. However, modern deep forecasting models often fail to capture these recurring patterns due to spectral bias and a…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Lijun Sun

New micro-grid design with renewable energy sources and battery storage systems can help improve greenhouse gas emissions and reduce the operational cost. To provide an effective short-/long-term forecasting of both energy generation and…

Machine Learning · Computer Science 2022-03-08 Jiangjiao Xu , Ke Li

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

Forecasting accuracy is reliant on the quality of available past data. Data disruptions can adversely affect the quality of the generated model (e.g. unexpected events such as out-of-stock products when forecasting demand). We address this…

Machine Learning · Computer Science 2021-06-29 André Baptista , Yassine Baghoussi , Carlos Soares , João Mendes-Moreira , Miguel Arantes

In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…

Machine Learning · Computer Science 2024-08-26 Jiajie Wang , Zhiyuan Jerry Lin , Wen Chen

Financial time series forecasting is fundamentally an information fusion challenge, yet most existing models rely on static architectures that struggle to integrate heterogeneous knowledge sources or adjust to rapid regime shifts.…

Artificial Intelligence · Computer Science 2025-12-23 Hafiz Saif Ur Rehman , Ling Liu , Kaleem Ullah Qasim

Accurate forecasts of macroeconomic and financial data, such as GDP, CPI, unemployment rates, and stock indices, are crucial for the success of countries, businesses, and investors, resulting in a constant demand for reliable forecasting…

Methodology · Statistics 2025-10-27 Tomasz M. Łapiński , Krzysztof Ziółkowski

Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting…

Machine Learning · Computer Science 2024-11-06 Xingyu Zhang , Siyu Zhao , Zeen Song , Huijie Guo , Jianqi Zhang , Changwen Zheng , Wenwen Qiang

It has been demonstrated that carefully designed reasoning paradigms, like Chain-of-Thought (CoT) and Tree-of-Thought (ToT), can enhance the reasoning capabilities of small language models by detailed thinking and extensive thought…

Artificial Intelligence · Computer Science 2025-06-05 Yinlong Xu , Yanzhao Zheng , Shuoshuo Sun , Shuaihan Huang , Baohua Dong , Hangcheng Zhu , Ruohui Huang , Gang Yu , Hongxia Xu , Jian Wu

Long-term time series forecasting (LTSF) is a critical task in computational intelligence. While Transformer-based models effectively capture long-range dependencies, they often suffer from quadratic complexity and overfitting due to data…

Machine Learning · Computer Science 2025-12-03 Li Qianyang , Zhang Xingjun , Wang Shaoxun , Wei Jia

Attention-based architectures have become ubiquitous in time series forecasting tasks, including spatio-temporal (STF) and long-term time series forecasting (LTSF). Yet, our understanding of the reasons for their effectiveness remains…

Machine Learning · Computer Science 2025-05-13 Suhan Guo , Jiahong Deng , Yi Wei , Hui Dou , Furao Shen , Jian Zhao

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen