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Multivariate time-series (MTS) forecasting is a challenging task in many real-world non-stationary dynamic scenarios. In addition to intra-series temporal signals, the inter-series dependency also plays a crucial role in shaping future…

Machine Learning · Computer Science 2023-12-29 Weijun Chen , Heyuan Wang , Ye Tian , Shijie Guan , Ning Liu

Representation learning on static graph-structured data has shown a significant impact on many real-world applications. However, less attention has been paid to the evolving nature of temporal networks, in which the edges are often changing…

Machine Learning · Computer Science 2021-08-24 Jing Ma , Qiuchen Zhang , Jian Lou , Li Xiong , Joyce C. Ho

Time series forecasting is essential for many practical applications, with the adoption of transformer-based models on the rise due to their impressive performance in NLP and CV. Transformers' key feature, the attention mechanism,…

Machine Learning · Computer Science 2024-02-09 PeiSong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

As time evolves, data within specific domains exhibit predictability that motivates time series forecasting to predict future trends from historical data. However, current deep forecasting methods can achieve promising performance but…

Machine Learning · Computer Science 2025-08-11 Ziran Liang , Rui An , Wenqi Fan , Yanghui Rao , Yuxuan Liang

Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…

Machine Learning · Computer Science 2021-12-15 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

The self-attention mechanism in Transformer architecture, invariant to sequence order, necessitates positional embeddings to encode temporal order in time series prediction. We argue that this reliance on positional embeddings restricts the…

Machine Learning · Computer Science 2024-08-21 Yongbo Yu , Weizhong Yu , Feiping Nie , Xuelong Li

With the emergence of large model-based agents, widely adopted transformer-based architectures inevitably produce excessively long token embeddings for transmission, which may result in high bandwidth overhead, increased power consumption…

Networking and Internet Architecture · Computer Science 2025-11-04 Junhe Zhang , Wanli Ni , Pengwei Wang , Dongyu Wang

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang

Reasoning over Temporal Knowledge Graphs (TKGs) aims to predict future facts based on given history. One of the key challenges for prediction is to learn the evolution of facts. Most existing works focus on exploring evolutionary…

Artificial Intelligence · Computer Science 2023-02-03 Yuwei Xia , Mengqi Zhang , Qiang Liu , Shu Wu , Xiao-Yu Zhang

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Machine Learning · Computer Science 2023-12-12 Ling Chen , Jiahua Cui

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry

Multi-scale decomposition architectures have emerged as predominant methodologies in time series forecasting. However, real-world time series exhibit noise interference across different scales, while heterogeneous information distribution…

Machine Learning · Computer Science 2026-03-18 Changning Wu , Gao Wu , Rongyao Cai , Yong Liu , Kexin Zhang

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…

Machine Learning · Computer Science 2023-12-25 Aiyinsi Zuo , Haixi Zhang , Zirui Li , Ce Zheng

Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales. Despite recent advances leveraging different decomposition operations and novel architectures based on CNN, MLP…

Machine Learning · Computer Science 2025-10-24 Haonan Yang , Jianchao Tang , Zhuo Li , Long Lan

Multivariate time series (MTS) forecasting is vital in fields like weather, energy, and finance. However, despite deep learning advancements, traditional Transformer-based models often diminish the effect of crucial inter-variable…

Machine Learning · Computer Science 2025-03-03 Yanhong Li , David C. Anastasiu

Transformer-based methods have achieved state-of-the-art performance in time series forecasting (TSF) by capturing positional and semantic topological relationships among input tokens. However, it remains unclear whether existing…

Artificial Intelligence · Computer Science 2025-10-27 Jianqi Zhang , Wenwen Qiang , Jingyao Wang , Jiahuan Zhou , Changwen Zheng , Hui Xiong

Multivariate time series (MTS) forecasting plays an important role in the automation and optimization of intelligent applications. It is a challenging task, as we need to consider both complex intra-variable dependencies and inter-variable…

Machine Learning · Computer Science 2023-04-11 Ling Chen , Donghui Chen , Zongjiang Shang , Binqing Wu , Cen Zheng , Bo Wen , Wei Zhang