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While classical time series forecasting considers individual time series in isolation, recent advances based on deep learning showed that jointly learning from a large pool of related time series can boost the forecasting accuracy. However,…

Machine Learning · Computer Science 2021-11-15 Riccardo Grazzi , Valentin Flunkert , David Salinas , Tim Januschowski , Matthias Seeger , Cedric Archambeau

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Machine Learning · Computer Science 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

Time series forecasting has received wide interest from existing research due to its broad applications and inherent challenging. The research challenge lies in identifying effective patterns in historical series and applying them to future…

Machine Learning · Computer Science 2023-07-14 Tianlong Zhao , Xiang Ma , Xuemei Li , Caiming Zhang

The integration of renewable resources has increased in power generation as a means to reduce the fossil fuel usage and mitigate its adverse effects on the environment. However, renewables like solar energy are stochastic in nature due to…

Deep probabilistic time series forecasting has gained attention for its ability to provide nonlinear approximation and valuable uncertainty quantification for decision-making. However, existing models often oversimplify the problem by…

Machine Learning · Statistics 2024-10-22 Vincent Zhihao Zheng , Seongjin Choi , Lijun Sun

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

Machine Learning · Computer Science 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

Meta learning is a promising technique for solving few-shot fault prediction problems, which have attracted the attention of many researchers in recent years. Existing meta-learning methods for time series prediction, which predominantly…

Machine Learning · Computer Science 2023-11-07 Hai Su , Jiajun Hu , Songsen Yu

Many businesses and industries require accurate forecasts for weekly time series nowadays. However, the forecasting literature does not currently provide easy-to-use, automatic, reproducible and accurate approaches dedicated to this task.…

Machine Learning · Computer Science 2023-12-05 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Pablo Montero-Manso

We introduce the Robustness of Hierarchically Organized Time Series (RHiOTS) framework, designed to assess the robustness of hierarchical time series forecasting models and algorithms on real-world datasets. Hierarchical time series, where…

Machine Learning · Computer Science 2024-08-08 Luis Roque , Carlos Soares , Luís Torgo

Time series forecasting is important in many fields that require accurate predictions for decision-making. Patching techniques, commonly used and effective in time series modeling, help capture temporal dependencies by dividing the data…

Machine Learning · Computer Science 2026-02-03 Xiangfei Qiu , Xvyuan Liu , Tianen Shen , Xingjian Wu , Hanyin Cheng , Bin Yang , Jilin Hu

Time series forecasting plays a pivotal role in critical domains such as energy management and financial markets. Although deep learning-based approaches (e.g., MLP, RNN, Transformer) have achieved remarkable progress, the prevailing…

Machine Learning · Computer Science 2025-10-24 Renzhao Liang , Sizhe Xu , Chenggang Xie , Jingru Chen , Feiyang Ren , Shu Yang , Takahiro Yabe

Time series forecasting remains a critical challenge across numerous domains, yet the effectiveness of complex models often varies unpredictably across datasets. Recent studies highlight the surprising competitiveness of simple linear…

Machine Learning · Computer Science 2026-05-14 Zheng Wang , Kaixuan Zhang , Wanfang Chen , Xiaonan Lu , Longyuan Li , Tobias Schlagenhauf

Short fixed-length inputs are the main bottleneck of deep learning methods in long time-series forecasting tasks. Prolonging input length causes overfitting, rapidly deteriorating accuracy. Our research indicates that the overfitting is a…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Forecasting irregular time series presents significant challenges due to two key issues: the vulnerability of models to mean regression, driven by the noisy and complex nature of the data, and the limitations of traditional error-based…

Machine Learning · Computer Science 2024-12-02 Heejeong Nam , Jihyun Kim , Jimin Yeom

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Time series forecasting is an important problem, with many real world applications. Ensembles of deep neural networks have recently achieved impressive forecasting accuracy, but such large ensembles are impractical in many real world…

Machine Learning · Computer Science 2022-08-31 Espen Haugsdal , Erlend Aune , Massimiliano Ruocco

Time series forecasting (TSF) is essential in various domains, and recent advancements in diffusion-based TSF models have shown considerable promise. However, these models typically adopt traditional diffusion patterns, treating TSF as a…

Machine Learning · Computer Science 2024-12-13 Jiaxin Gao , Qinglong Cao , Yuntian Chen

We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…

Machine Learning · Computer Science 2021-03-23 Razvan-Gabriel Cirstea , Chenjuan Guo , Bin Yang

We propose Significance-Offset Convolutional Neural Network, a deep convolutional network architecture for regression of multivariate asynchronous time series. The model is inspired by standard autoregressive (AR) models and gating…

Machine Learning · Computer Science 2018-06-13 Mikołaj Bińkowski , Gautier Marti , Philippe Donnat
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