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We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each…

Machine Learning · Computer Science 2025-04-29 Robert Leppich , Michael Stenger , Daniel Grillmeyer , Vanessa Borst , Samuel Kounev

Selecting an appropriate look-back horizon remains a fundamental challenge in time series forecasting (TSF), particularly in the federated learning scenarios where data is decentralized, heterogeneous, and often non-independent. While…

Machine Learning · Computer Science 2026-01-06 Dahao Tang , Nan Yang , Yanli Li , Zhiyu Zhu , Zhibo Jin , Dong Yuan

Time series forecasting is a growing domain with diverse applications. However, changes of the system behavior over time due to internal or external influences are challenging. Therefore, predictions of a previously learned fore-casting…

Machine Learning · Computer Science 2021-07-07 Florian Haselbeck , Dominik G. Grimm

Retrievers are a key bottleneck in Temporal Retrieval-Augmented Generation (RAG) systems: failing to retrieve temporally relevant context can degrade downstream generation, regardless of LLM reasoning. We propose Temporal-aware Matryoshka…

Information Retrieval · Computer Science 2026-01-12 Tuan-Luc Huynh , Weiqing Wang , Trung Le , Thuy-Trang Vu , Dragan Gašević , Yuan-Fang Li , Thanh-Toan Do

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts

An efficient customer service management system hinges on precise forecasting of service volume. In this scenario, where data non-stationarity is pronounced, successful forecasting heavily relies on identifying and leveraging similar…

Machine Learning · Computer Science 2024-06-18 Tianfeng Wang , Gaojie Cui

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…

Irregularly sampled multivariate event streams remain a stubbornly difficult modality for generative modeling: tokenization-based approaches break down when inter-event intervals vary by orders of magnitude, and neural temporal point…

Machine Learning · Computer Science 2026-05-15 Mohammad R. Rezaei , Tejas Balaji , Rahul G. Krishnan

Multivariate Time Series Forecasting (MTSF) involves predicting future values of multiple interrelated time series. Recently, deep learning-based MTSF models have gained significant attention for their promising ability to mine semantics…

Machine Learning · Computer Science 2025-06-17 Chengqing Yu , Fei Wang , Chuanguang Yang , Zezhi Shao , Tao Sun , Tangwen Qian , Wei Wei , Zhulin An , Yongjun Xu

Train timetable rescheduling (TTR) aims to promptly restore the original operation of trains after unexpected disturbances or disruptions. Currently, this work is still done manually by train dispatchers, which is challenging to maintain…

Machine Learning · Computer Science 2024-01-17 Peng Yue , Yaochu Jin , Xuewu Dai , Zhenhua Feng , Dongliang Cui

Very large time series are increasingly available from an ever wider range of IoT-enabled sensors deployed in different environments. Significant insights can be gained by mining temporal patterns from these time series. Unlike traditional…

Databases · Computer Science 2021-11-18 Van Long Ho , Nguyen Ho , Torben Bach Pedersen

Deep learning model (primarily convolutional networks and LSTM) for time series classification has been studied broadly by the community with the wide applications in different domains like healthcare, finance, industrial engineering and…

Machine Learning · Computer Science 2021-03-29 Minghao Liu , Shengqi Ren , Siyuan Ma , Jiahui Jiao , Yizhou Chen , Zhiguang Wang , Wei Song

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

Analytics of financial data is inherently a Big Data paradigm, as such data are collected over many assets, asset classes, countries, and time periods. This represents a challenge for modern machine learning models, as the number of model…

Computational Finance · Quantitative Finance 2022-11-11 Yao Lei Xu , Kriton Konstantinidis , Danilo P. Mandic

Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and…

Machine Learning · Computer Science 2024-07-10 Alexander Nikitin , Letizia Iannucci , Samuel Kaski