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Recent developments in decomposition methods for multi-stage stochastic programming with block separable recourse enable the solution to large-scale stochastic programs with multi-timescale uncertainty. Multi-timescale uncertainty is…

Optimization and Control · Mathematics 2024-09-04 Hongyu Zhang , Erlend Heir , Asbjørn Nisi , Asgeir Tomasgard

Time series forecasting is a critical task in domains such as energy, finance, and meteorology, where accurate long-term predictions are essential. While Transformer-based models have shown promise in capturing temporal dependencies, their…

Machine Learning · Computer Science 2024-12-10 Zhenkai Qin , Baozhong Wei , Caifeng Gao , Jianyuan Ni

Time series forecasting is essential across domains from finance to supply chain management. This paper introduces ForecastGAN, a novel decomposition based adversarial framework addressing limitations in existing approaches for…

Machine Learning · Computer Science 2025-11-07 Syeda Sitara Wishal Fatima , Afshin Rahimi

In order to solve the problems such as difficult to extract effective features and low accuracy of sales volume prediction caused by complex relationships such as market sales volume in time series prediction, we proposed a time series…

Signal Processing · Electrical Eng. & Systems 2024-06-06 Jianyu Liu , Wei Chen , Yong Zhang , Zhenfeng Chen , Bin Wan , Jinwei Hu

Transformer-based models have greatly pushed the boundaries of time series forecasting recently. Existing methods typically encode time series data into $\textit{patches}$ using one or a fixed set of patch lengths. This, however, could…

Machine Learning · Computer Science 2024-02-09 Linfeng Du , Ji Xin , Alex Labach , Saba Zuberi , Maksims Volkovs , Rahul G. Krishnan

Numerical weather forecasting using high-resolution physical models often requires extensive computational resources on supercomputers, which diminishes their wide usage in most real-life applications. As a remedy, applying deep learning…

Machine Learning · Computer Science 2023-10-06 Selim Furkan Tekin , Arda Fazla , Suleyman Serdar Kozat

Accurately predicting the behavior of complex dynamical systems, characterized by high-dimensional multivariate time series(MTS) in interconnected sensor networks, is crucial for informed decision-making in various applications to minimize…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Krishna Sai Sudhir Aripirala , Shivam Gupta , Venkataramana Runkana

State-space models (SSMs) provide a flexible framework for modelling time-series data. Consequently, SSMs are ubiquitously applied in areas such as engineering, econometrics and epidemiology. In this paper we provide a fast approach for…

Machine Learning · Statistics 2018-11-22 Tom Ryder , Andrew Golighty , A. Stephen McGough , Dennis Prangle

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

Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability…

Machine Learning · Computer Science 2025-04-02 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

As the peak of the solar cycle approaches in 2025 and the ability of a single geomagnetic storm to significantly alter the orbit of Resident Space Objects (RSOs), techniques for atmospheric density forecasting are vital for space…

Atmospheric and Oceanic Physics · Physics 2023-10-27 Julia Briden , Peng Mun Siew , Victor Rodriguez-Fernandez , Richard Linares

Accurate spatiotemporal pattern analysis is critical in fields such as urban traffic, meteorology, and public health monitoring. However, existing methods face performance bottlenecks, typically yielding only incremental gains and often…

Machine Learning · Computer Science 2026-05-20 Jing Chen , Shixiang Pan , Yujie Fan , Haocheng Ye , Haitao Xu , Wenqiang Xu

While previous research in multivariate time series forecasting has focused on developing complex holistic models, this work advocates for a shift toward a granular, component-level understanding of their impacts. We propose TSCOMP, the…

Machine Learning · Computer Science 2026-05-27 Shuang Liang , Chaochuan Hou , Xu Yao , Shiping Wang , Hailiang Huang , Songqiao Han , Minqi Jiang

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

Machine Learning · Computer Science 2024-03-26 Shuhan Zhong , Sizhe Song , Weipeng Zhuo , Guanyao Li , Yang Liu , S. -H. Gary Chan

Effectively modeling non-stationary dynamics in probabilistic multivariate time series(MTS) forecasting requires balancing expressiveness with robustness. Existing parametric approaches benefit from strong inductive biases but lack…

Machine Learning · Computer Science 2026-05-25 Jinglin Li , Jun Tan , QI Fang , Ning Gui

Weather forecasting is crucial for public safety, disaster prevention and mitigation, agricultural production, and energy management, with global relevance. Although deep learning has significantly advanced weather prediction, current…

Machine Learning · Computer Science 2025-02-18 Shixuan Li , Wei Yang , Peiyu Zhang , Xiongye Xiao , Defu Cao , Yuehan Qin , Xiaole Zhang , Yue Zhao , Paul Bogdan

Projection of changes in extreme indices of climate variables such as temperature and precipitation are critical to assess the potential impacts of climate change on human-made and natural systems, including critical infrastructures and…

Computer Vision and Pattern Recognition · Computer Science 2020-09-24 Nidhin Harilal , Udit Bhatia , Mayank Singh

This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…

Machine Learning · Computer Science 2024-10-10 Xu Yan , Yaoting Jiang , Wenyi Liu , Didi Yi , Jianjun Wei

Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling…

Machine Learning · Computer Science 2024-02-21 Zijie Pan , Yushan Jiang , Dongjin Song , Sahil Garg , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka

Accurate traffic flow forecasting is essential for intelligent transportation systems and urban traffic management. However, single model approaches often fail to capture the complex, nonlinear, and multi scale temporal patterns in traffic…

Machine Learning · Computer Science 2025-10-29 Fujiang Yuan , Yangrui Fan , Xiaohuan Bing , Zhen Tian , Chunhong Yuan , Yankang Li