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Correlated time series (CTS) forecasting plays an essential role in many practical applications, such as traffic management and server load control. Many deep learning models have been proposed to improve the accuracy of CTS forecasting.…

Machine Learning · Computer Science 2023-02-28 Zhichen Lai , Dalin Zhang , Huan Li , Christian S. Jensen , Hua Lu , Yan Zhao

Existing works on general time series forecasting build foundation models with heavy model parameters through large-scale multi-source pre-training. These models achieve superior generalization ability across various datasets at the cost of…

Machine Learning · Computer Science 2025-06-09 Yihang Wang , Yuying Qiu , Peng Chen , Yang Shu , Zhongwen Rao , Lujia Pan , Bin Yang , Chenjuan Guo

Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex…

Machine Learning · Computer Science 2022-07-05 Tianping Zhang , Yizhuo Zhang , Wei Cao , Jiang Bian , Xiaohan Yi , Shun Zheng , Jian Li

Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…

Machine Learning · Computer Science 2024-04-30 Gareth Davies

Correlated time series (CTS) forecasting plays an essential role in many cyber-physical systems, where multiple sensors emit time series that capture interconnected processes. Solutions based on deep learning that deliver state-of-the-art…

Machine Learning · Computer Science 2021-12-22 Xinle Wu , Dalin Zhang , Chenjuan Guo , Chaoyang He , Bin Yang , Christian S. Jensen

Accurate electricity load forecasting is essential for grid stability, resource optimization, and renewable energy integration. While transformer-based deep learning models like TimeGPT have gained traction in time-series forecasting, their…

Machine Learning · Computer Science 2025-05-19 Millend Roy , Vladimir Pyltsov , Yinbo Hu

Accurate forecasting of electric load and renewable generation is essential for reliable and cost effective power system operations. Recent advances in transformer based and foundation machine learning models, driven by large scale…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Muhy Eddin Za'ter , Bri-Mathias Hodge

Nowadays, with the rising number of sensors in sectors such as healthcare and industry, the problem of multivariate time series classification (MTSC) is getting increasingly relevant and is a prime target for machine and deep learning…

Machine Learning · Computer Science 2022-04-12 Leonardos Pantiskas , Kees Verstoep , Mark Hoogendoorn , Henri Bal

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

Computer Vision and Pattern Recognition · Computer Science 2025-10-13 Lefei Shen , Mouxiang Chen , Xu Liu , Han Fu , Xiaoxue Ren , Jianling Sun , Zhuo Li , Chenghao Liu

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

In practical time series forecasting, covariates provide rich contextual information that can potentially enhance the forecast of target variables. Although some covariates extend into the future forecasting horizon (e.g., calendar events,…

Machine Learning · Computer Science 2025-08-07 Yosuke Yamaguchi , Issei Suemitsu , Wenpeng Wei

Accurate photovoltaic (PV) power forecasting is critical for integrating renewable energy sources into the grid, optimizing real-time energy management, and ensuring energy reliability amidst increasing demand. However, existing models…

Machine Learning · Computer Science 2025-05-08 Guang Wu , Yun Wang , Qian Zhou , Ziyang Zhang

Accurate and reliable prediction of Photovoltaic (PV) power output is critical to electricity grid stability and power dispatching capabilities. However, Photovoltaic (PV) power generation is highly volatile and unstable due to different…

Machine Learning · Computer Science 2022-10-04 Sarah Almaghrabi , Mashud Rana , Margaret Hamilton , Mohammad Saiedur Rahaman

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Machine Learning · Computer Science 2024-10-18 Zezhi Shao , Fei Wang , Yongjun Xu , Wei Wei , Chengqing Yu , Zhao Zhang , Di Yao , Tao Sun , Guangyin Jin , Xin Cao , Gao Cong , Christian S. Jensen , Xueqi Cheng

Accurate load forecasting is essential to the operation of modern electric power systems. Given the sensitivity of electricity demand to weather variability and temporal dynamics, capturing non-linear patterns is essential for long-term…

Machine Learning · Computer Science 2025-07-31 Abhiram Bhupatiraju , Sung Bum Ahn

Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

Machine Learning · Computer Science 2019-11-26 Xianfeng Tang , Huaxiu Yao , Yiwei Sun , Charu Aggarwal , Prasenjit Mitra , Suhang Wang

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

Multivariate Long Sequence Time-series Forecasting (LSTF) has been a critical task across various real-world applications. Recent advancements focus on the application of transformer architectures attributable to their ability to capture…

Machine Learning · Computer Science 2024-11-19 Shubham Tanaji Kakde , Rony Mitra , Jasashwi Mandal , Manoj Kumar Tiwari

Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Marcel Meyer , David Zapata , Sascha Kaltenpoth , Oliver Müller

Multivariate time series forecasting (MTSF) is a critical task with broad applications in domains such as meteorology, transportation, and economics. Nevertheless, pervasive missing values caused by sensor failures or human errors…

Machine Learning · Computer Science 2025-06-23 Kai Tang , Ji Zhang , Hua Meng , Minbo Ma , Qi Xiong , Fengmao Lv , Jie Xu , Tianrui Li
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