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Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman

Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal…

Machine Learning · Computer Science 2024-10-04 Siyang Li , Yize Chen , Hui Xiong

Wind power forecasting (WPF), as a significant research topic within renewable energy, plays a crucial role in enhancing the security, stability, and economic operation of power grids. However, due to the high stochasticity of…

Machine Learning · Computer Science 2025-04-16 Mingyi Zhu , Zhaoxin Li , Qiao Lin , Li Ding

Accurate trajectory prediction is crucial for the safe and efficient operation of autonomous vehicles. The growing popularity of deep learning has led to the development of numerous methods for trajectory prediction. While deterministic…

Machine Learning · Computer Science 2023-08-30 Kehua Chen , Xianda Chen , Zihan Yu , Meixin Zhu , Hai Yang

Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…

Machine Learning · Computer Science 2026-02-16 Xingyu Zhang , Hanyun Du , Zeen Song , Siyu Zhao , Changwen Zheng , Wenwen Qiang

Stochastic forecasting is critical for efficient decision-making in uncertain systems, such as energy markets and finance, where estimating the full distribution of future scenarios is essential. We propose Diffusion Scenario Tree (DST), a…

Machine Learning · Computer Science 2026-02-16 Stelios Zarifis , Ioannis Kordonis , Petros Maragos

Predicting pedestrian motion trajectories is crucial for path planning and motion control of autonomous vehicles. Accurately forecasting crowd trajectories is challenging due to the uncertain nature of human motions in different…

Computer Vision and Pattern Recognition · Computer Science 2024-01-11 Yu Liu , Yuexin Zhang , Kunming Li , Yongliang Qiao , Stewart Worrall , You-Fu Li , He Kong

Time series forecasting has various applications, such as meteorological rainfall prediction, traffic flow analysis, financial forecasting, and operational load monitoring for various systems. Due to the sparsity of time series data,…

Machine Learning · Computer Science 2025-10-01 Xiaojian Wang , Chaoli Zhang , Zhonglong Zheng , Yunliang Jiang

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Machine Learning · Computer Science 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What…

Machine Learning · Computer Science 2025-07-18 Lefei Shen , Mouxiang Chen , Han Fu , Xiaoxue Ren , Xiaoyun Joy Wang , Jianling Sun , Zhuo Li , Chenghao Liu

Spatiotemporal time series nowcasting should preserve temporal and spatial dynamics in the sense that generated new sequences from models respect the covariance relationship from history. Conventional feature extractors are built with deep…

Machine Learning · Computer Science 2022-01-19 Bo Feng , Geoffrey Fox

In this paper, we propose a new and unified approach for nonparametric regression and conditional distribution learning. Our approach simultaneously estimates a regression function and a conditional generator using a generative learning…

Machine Learning · Statistics 2023-06-28 Shanshan Song , Tong Wang , Guohao Shen , Yuanyuan Lin , Jian Huang

In the smart grid of the future, accurate load forecasts on the level of individual clients can help to balance supply and demand locally and to prevent grid outages. While the number of monitored clients will increase with the ongoing…

Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal…

Machine Learning · Computer Science 2025-01-07 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

One of the major sources of uncertainty in the current generation of Global Climate Models (GCMs) is the representation of sub-grid scale physical processes. Over the years, a series of deep-learning-based parameterization schemes have been…

Machine Learning · Computer Science 2024-12-24 Shuochen Wang , Nishant Yadav , Auroop R. Ganguly

This paper conducts research on the short-term electric load forecast method under the background of big data. It builds a new electric load forecast model based on Deep Auto-Encoder Networks (DAENs), which takes into account…

Signal Processing · Electrical Eng. & Systems 2019-07-23 Xin Shi

Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain. Traffic forecasting is one canonical example of such learning task. The task is challenging due to (1) complex spatial dependency on…

Machine Learning · Computer Science 2018-02-26 Yaguang Li , Rose Yu , Cyrus Shahabi , Yan Liu

Transformers have been actively studied for time-series forecasting in recent years. While often showing promising results in various scenarios, traditional Transformers are not designed to fully exploit the characteristics of time-series…

Machine Learning · Computer Science 2022-06-22 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Traffic prediction is a challenging spatio-temporal forecasting problem that involves highly complex spatio-temporal correlations. This paper proposes a Multi-level Multi-view Augmented Spatio-temporal Transformer (LVSTformer) for traffic…

Machine Learning · Computer Science 2024-06-19 Jiaqi Lin , Qianqian Ren
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