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Accurate traffic flow forecasting is a crucial research topic in transportation management. However, it is a challenging problem due to rapidly changing traffic conditions, high nonlinearity of traffic flow, and complex spatial and temporal…

Machine Learning · Computer Science 2024-06-06 Sanghyun Lee , Chanyoung Park

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

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…

Computational Engineering, Finance, and Science · Computer Science 2025-02-19 Mingjie Wang , Juanxi Tian , Mingze Zhang , Jianxiong Guo , Weijia Jia

Hierarchical time series forecasting plays a crucial role in decision-making in various domains while presenting significant challenges for modelling as they involve multiple levels of aggregation, constraints, and availability of…

Machine Learning · Computer Science 2024-11-12 Zhao Yingjie , Mahdi Abolghasemi

In the real world, long sequence time-series forecasting (LSTF) is needed in many cases, such as power consumption prediction and air quality prediction.Multi-dimensional long time series model has more strict requirements on the model,…

Machine Learning · Computer Science 2022-05-11 Ning Wang

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Machine Learning · Computer Science 2023-11-21 Site Mo , Haoxin Wang , Bixiong Li , Songhai Fan , Yuankai Wu , Xianggen Liu

In long-term time series forecasting (LTSF) tasks, an increasing number of models have acknowledged that discrete time series originate from continuous dynamic systems and have attempted to model their dynamical structures. Recognizing the…

Machine Learning · Computer Science 2024-11-05 Jiaxi Hu , Yuehong Hu , Wei Chen , Ming Jin , Shirui Pan , Qingsong Wen , Yuxuan Liang

Time series forecasting plays a critical role in domains such as transportation, energy, and meteorology. Despite their success, modern deep forecasting models are typically trained to minimize point-wise prediction loss without leveraging…

Machine Learning · Computer Science 2026-02-27 Xiannan Huang , Shen Fang , Shuhan Qiu , Chengcheng Yu , Jiayuan Du , Chao Yang

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

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

Reinforcement learning is well known for its ability to model sequential tasks and learn latent data patterns adaptively. Deep learning models have been widely explored and adopted in regression and classification tasks. However, deep…

Machine Learning · Computer Science 2025-06-17 Thanveer Shaik , Xiaohui Tao , Haoran Xie , Lin Li , Jianming Yong , Yuefeng Li

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

The comprehensive understanding capabilities of world models for driving scenarios have significantly improved the planning accuracy of end-to-end autonomous driving frameworks. However, the redundant modeling of static regions and the lack…

Computer Vision and Pattern Recognition · Computer Science 2026-02-12 Jinqing Zhang , Zehua Fu , Zelin Xu , Wenying Dai , Qingjie Liu , Yunhong Wang

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some…

Machine Learning · Computer Science 2022-09-30 Yiwei Fu , Honggang Wang , Nurali Virani

Traffic forecasting influences various intelligent transportation system (ITS) services and is of great significance for user experience as well as urban traffic control. It is challenging due to the fact that the road network contains…

Machine Learning · Computer Science 2020-04-24 Yiwen Sun , Yulu Wang , Kun Fu , Zheng Wang , Changshui Zhang , Jieping Ye

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

Spatiotemporal systems are common in the real-world. Forecasting the multi-step future of these spatiotemporal systems based on the past observations, or, Spatiotemporal Sequence Forecasting (STSF), is a significant and challenging problem.…

Machine Learning · Computer Science 2018-08-22 Xingjian Shi , Dit-Yan Yeung

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