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Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…

Machine Learning · Computer Science 2025-09-23 Kai Zhang , Siming Sun , Zhengyu Fan , Qinmin Yang , Xuejun Jiang

Recent studies on long-term time series forecasting have shown that simple linear models and MLP-based predictors can achieve strong performance without increasingly complex architectures. However, many competitive baselines still rely on…

Machine Learning · Computer Science 2026-05-14 Zhenan Yu , Guangxin Jiang , Jin Yang

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

Machine Learning · Computer Science 2022-02-15 Li Shen , Yangzhu Wang

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

Modern time series classifiers display impressive predictive capabilities, yet their decision-making processes mostly remain black boxes to the user. At the same time, model-agnostic explainers, such as the recently proposed SHAP, promise…

Machine Learning · Computer Science 2023-11-21 Felix Mujkanovic , Vanja Doskoč , Martin Schirneck , Patrick Schäfer , Tobias Friedrich

Recent advances in time-series forecasting increasingly rely on pre-trained foundation-style models. While these models often claim broad generalization, existing evaluation protocols provide limited evidence. Indeed, most current…

Time series pre-training has recently garnered wide attention for its potential to reduce labeling expenses and benefit various downstream tasks. Prior methods are mainly based on pre-training techniques well-acknowledged in vision or…

Machine Learning · Computer Science 2024-06-10 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Yunzhong Qiu , Li Zhang , Jianmin Wang , Mingsheng Long

Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends. However, many contemporary…

Machine Learning · Computer Science 2026-05-19 Sumit S Shevtekar , Chandresh K Maurya

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

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

Foundation models have transformed natural language processing and computer vision, and a rapidly growing literature on time-series foundation models (TSFMs) seeks to replicate this success in forecasting. While recent open-source models…

Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents…

Machine Learning · Computer Science 2026-02-06 Vladyslav Moroshan , Julien Siems , Arber Zela , Timur Carstensen , Frank Hutter

Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting…

Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities…

Machine Learning · Computer Science 2026-02-06 Jiecheng Lu , Yan Sun , Shihao Yang

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Machine Learning · Computer Science 2023-10-02 Kevin Roy , Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Interpreting time series models is uniquely challenging because it requires identifying both the location of time series signals that drive model predictions and their matching to an interpretable temporal pattern. While explainers from…

Machine Learning · Computer Science 2023-10-26 Owen Queen , Thomas Hartvigsen , Teddy Koker , Huan He , Theodoros Tsiligkaridis , Marinka Zitnik

This paper presents a novel framework for demystification of convolutional deep learning models for time-series analysis. This is a step towards making informed/explainable decisions in the domain of time-series, powered by deep learning.…

Machine Learning · Computer Science 2020-05-06 Shoaib Ahmed Siddiqui , Dominik Mercier , Mohsin Munir , Andreas Dengel , Sheraz Ahmed

Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate relationships, CD captures all dependencies without distinction,…

Machine Learning · Computer Science 2025-05-21 Yifan Hu , Guibin Zhang , Peiyuan Liu , Disen Lan , Naiqi Li , Dawei Cheng , Tao Dai , Shu-Tao Xia , Shirui Pan