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Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

Deep learning models have recently achieved significant performance improvements in time series forecasting. We present a highly accurate and simply structured CNN-based model with only one convolutional layer, called WinNet, including (i)…

Machine Learning · Computer Science 2024-06-10 Wenjie Ou , Zhishuo Zhao , Dongyue Guo , Zheng Zhang , Yi Lin

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

The generation of high-fidelity synthetic data is a cornerstone of modern machine learning, yet Large Language Models (LLMs) frequently suffer from hallucinations, logical inconsistencies, and mode collapse when tasked with structured…

Computation and Language · Computer Science 2026-04-14 Zehua Cheng , Wei Dai , Jiahao Sun , Thomas Lukasiewicz

Transformer is the state-of-the-art model for many natural language processing, computer vision, and audio analysis problems. Transformer effectively combines information from the past input and output samples in auto-regressive manner so…

Machine Learning · Computer Science 2025-03-14 Joni-Kristian Kämäräinen

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

Real-world time-series data often exhibit non-stationarity, including changing trends, irregular seasonality, and residuals. In terms of changing trends, recently proposed multi-layer perceptron (MLP)-based models have shown excellent…

Machine Learning · Computer Science 2025-09-26 Gawon Lee , Hanbyeol Park , Minseop Kim , Dohee Kim , Hyerim Bae

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Time series forecasting attempts to predict future events by analyzing past trends and patterns. Although well researched, certain critical aspects pertaining to the use of deep learning in time series forecasting remain ambiguous. Our…

Machine Learning · Computer Science 2024-03-08 Kiran Madhusudhanan , Shayan Jawed , Lars Schmidt-Thieme

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

In the time-series domain, an increasing number of works combine text with temporal data to leverage the reasoning capabilities of large language models (LLMs) for various downstream time-series understanding tasks. This enables a single…

Computation and Language · Computer Science 2025-11-11 Zhirui Zhang , Changhua Pei , Tianyi Gao , Zhe Xie , Yibo Hao , Zhaoyang Yu , Longlong Xu , Tong Xiao , Jing Han , Dan Pei

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena…

chao-dyn · Physics 2009-10-31 Rainer Hegger , Holger Kantz , Thomas Schreiber

Changes in the timescales at which complex systems evolve are essential to predicting critical transitions and catastrophic failures. Disentangling the timescales of the dynamics governing complex systems remains a key challenge. With this…

Methodology · Statistics 2024-03-11 Giona Casiraghi , Georges Andres

The nonlinear nature of chaotic systems results in extreme sensitivity to initial conditions and highly intricate dynamical behaviors, posing fundamental challenges for accurately predicting their evolution. To overcome the limitation that…

Machine Learning · Computer Science 2026-03-18 Junwen Ma , Mingyu Ge , Yisen Wang , Yong Zhang , Weicheng Fu

This research examines the use of Large Language Models (LLMs) in predicting time series, with a specific focus on the LLMTIME model. Despite the established effectiveness of LLMs in tasks such as text generation, language translation, and…

Machine Learning · Computer Science 2024-08-12 Rui Cao , Qiao Wang

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

This paper aims to study the prediction of the bank stability index based on the Time Series Transformer model. The bank stability index is an important indicator to measure the health status and risk resistance of financial institutions.…

Risk Management · Quantitative Finance 2024-12-06 Wenying Sun , Zhen Xu , Wenqing Zhang , Kunyuan Ma , You Wu , Mengfang Sun