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Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges…

Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

Machine Learning · Computer Science 2025-03-25 Davide Villaboni , Alberto Castellini , Ivan Luciano Danesi , Alessandro Farinelli

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of…

Machine Learning · Computer Science 2024-03-15 Yong Liu , Tengge Hu , Haoran Zhang , Haixu Wu , Shiyu Wang , Lintao Ma , Mingsheng Long

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, offer a distinctive approach for capturing the complexities of temporal data. However, their potential for spatial modeling in multivariate time-series…

Machine Learning · Computer Science 2025-08-19 Bang Hu , Changze Lv , Mingjie Li , Yunpeng Liu , Xiaoqing Zheng , Fengzhe Zhang , Wei cao , Fan Zhang

Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of…

Machine Learning · Computer Science 2022-06-14 Benhan Li , Shengdong Du , Tianrui Li , Jie Hu , Zhen Jia

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

Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…

Machine Learning · Computer Science 2026-05-12 Fanpu Cao , Shu Yang , Zhengjian Chen , Ye Liu , Laizhong Cui

Time series forecasting is vital in diverse sectors such as energy and transportation, where non-stationary dynamics are deeply intertwined with external events in other modalities such as texts. However, incorporating natural…

Machine Learning · Computer Science 2026-05-12 Yunfeng Ge , Ming Jin , Yiji Zhao , Hongyan Li , Bo Du , Chang Xu , Shirui Pan

Multivariate time series forecasting requires models to simultaneously capture variable-wise structural dependencies and generalize across diverse tasks. While structural encoders are effective in modeling feature interactions, they lack…

Computation and Language · Computer Science 2025-06-26 Fengze Li , Yue Wang , Yangle Liu , Ming Huang , Dou Hong , Jieming Ma

Transformers have achieved remarkable performance in multivariate time series(MTS) forecasting due to their capability to capture long-term dependencies. However, the canonical attention mechanism has two key limitations: (1) its quadratic…

Machine Learning · Computer Science 2024-07-17 Yifan Zhang , Rui Wu , Sergiu M. Dascalu , Frederick C. Harris

Temporal non-stationarity, the phenomenon that time series distributions change over time, poses fundamental challenges to reliable time series forecasting. Intuitively, the complex time series can be decomposed into two factors, \ie…

Machine Learning · Computer Science 2025-10-21 Mingyuan Xia , Chunxu Zhang , Zijian Zhang , Hao Miao , Qidong Liu , Yuanshao Zhu , Bo Yang

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

Machine Learning · Computer Science 2024-08-09 Xin Zhou , Weiqing Wang , Wray Buntine , Shilin Qu , Abishek Sriramulu , Weicong Tan , Christoph Bergmeir

Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Kangjia Yan , Xvyuan Liu , Xingjian Wu , Jilin Hu

Transformer-based architectures achieved breakthrough performance in natural language processing and computer vision, yet they remain inferior to simpler linear baselines in multivariate long-term forecasting. To better understand this…

Machine Learning · Computer Science 2024-06-04 Romain Ilbert , Ambroise Odonnat , Vasilii Feofanov , Aladin Virmaux , Giuseppe Paolo , Themis Palpanas , Ievgen Redko

Time series forecasting plays a significant role in finance, energy, meteorology, and IoT applications. Recent studies have leveraged the generalization capabilities of large language models (LLMs) to adapt to time series forecasting,…

Machine Learning · Computer Science 2026-05-12 Hao Liu , Xiaoxing Zhang , Chun Yang , Xiaobin Zhu

Spiking Neural Networks (SNNs), inspired by biological neural mechanisms, represent a promising neuromorphic computing paradigm that offers energy-efficient alternatives to traditional Artificial Neural Networks (ANNs). Despite proven…

Multimedia · Computer Science 2025-09-30 Zeyang Song , Shimin Zhang , Yuhong Chou , Jibin Wu , Haizhou Li

We propose a new solution to the blind source separation problem that factors mixed time-series signals into a sum of spatiotemporal modes, with the constraint that the temporal components are intrinsic mode functions (IMF's). The key…

Numerical Analysis · Mathematics 2018-06-25 Seth M. Hirsh , Bingni W. Brunton , J. Nathan Kutz

Multi-modal human action segmentation is a critical and challenging task with a wide range of applications. Nowadays, the majority of approaches concentrate on the fusion of dense signals (i.e., RGB, optical flow, and depth maps). However,…

Computer Vision and Pattern Recognition · Computer Science 2024-08-27 Qi Liu , Xinchen Liu , Kun Liu , Xiaoyan Gu , Wu Liu

Temporal Knowledge Graphs store events in the form of subjects, relations, objects, and timestamps which are often represented by dynamic heterogeneous graphs. Event forecasting is a critical and challenging task in Temporal Knowledge Graph…

Machine Learning · Computer Science 2021-09-13 Hongkuan Zhou , James Orme-Rogers , Rajgopal Kannan , Viktor Prasanna

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the…

Machine Learning · Computer Science 2024-03-15 Wenyong Han , Tao Zhu Member , Liming Chen , Huansheng Ning , Yang Luo , Yaping Wan