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Time series forecasting typically needs to address non-stationary data with evolving trend and seasonal patterns. To address the non-stationarity, reversible instance normalization has been recently proposed to alleviate impacts from the…

Machine Learning · Computer Science 2024-10-01 Weiwei Ye , Songgaojun Deng , Qiaosha Zou , Ning Gui

The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main…

Machine Learning · Computer Science 2025-11-18 Xvyuan Liu , Xiangfei Qiu , Xingjian Wu , Zhengyu Li , Chenjuan Guo , Jilin Hu , Bin Yang

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

Machine Learning · Computer Science 2025-05-13 Yuqi Xiong , Yang Wen

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Forecasting non-stationary time series is a challenging task because their statistical properties often change over time, making it hard for deep models to generalize well. Instance-level normalization techniques can help address shifts in…

Machine Learning · Computer Science 2025-06-09 Junpeng Lin , Tian Lan , Bo Zhang , Ke Lin , Dandan Miao , Huiru He , Jiantao Ye , Chen Zhang , Yan-fu Li

Time series forecasting in real world environments faces significant challenges non stationarity, multi scale temporal patterns, and distributional shifts that degrade model stability and accuracy. This study propose AdaMamba, a unified…

Machine Learning · Computer Science 2025-12-09 MinCheol Jeon

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Machine Learning · Computer Science 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Machine Learning · Computer Science 2023-11-27 Yong Liu , Haixu Wu , Jianmin Wang , Mingsheng Long

Instance normalization (IN) is widely used in non-stationary multivariate time series forecasting to reduce distribution shifts and highlight common patterns across samples. However, IN can over-smooth instance-specific structural…

Machine Learning · Computer Science 2026-05-15 Hao Li , Lu Zhang , Liu Chong , Yankai Chen , Pengyang Wang , Yingjie Zhou

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

Machine Learning · Computer Science 2026-01-29 Zhiyu Chen , Minhao Liu , Yanru Zhang

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Forecasting anomalies (anomaly prediction) in multivariate time series from different real-world, dynamic, and complex systems is vital for preempting critical failures, leading to a substantial minimization in operational costs and human…

In this paper, an unsupervised Recurrent Wavelet Probabilistic Neural Network (RWPNN) is proposed, which aims at detecting anomalies in non-stationary environments by modelling the temporal features using a nonparametric density estimation…

Machine Learning · Computer Science 2025-05-19 Pu Yang , J. A. Barria

Non-stationary power system dynamics, influenced by renewable energy variability, evolving demand patterns, and climate change, are becoming increasingly complex. Accurately capturing these dynamics requires a model capable of adapting to…

Machine Learning · Computer Science 2025-05-26 Haoran Li , Muhao Guo , Yang Weng , Marija Ilic , Guangchun Ruan

Real-world time series forecasting faces the fundamental challenge of non-stationary statistical properties, including shifts in mean and variance over time. While reversible instance normalization (RevIN) has shown promise by…

Machine Learning · Computer Science 2026-05-04 Yingbo Zhou , Yutong Ye , Shuhao Li , Rui Qian , Qiang Huang , Lemao Liu , Li Sun , Dejing Dou

The frequency-domain properties of nonstationary functional time series often contain valuable information. These properties are characterized through its time-varying power spectrum. Practitioners seeking low-dimensional summary measures…

Methodology · Statistics 2021-03-12 Pramita Bagchi , Scott A. Bruce

Time series forecasting under distribution shift remains challenging, as existing deep learning models often rely on local statistical normalization (e.g., mean and variance) that fails to capture global distribution shift. Methods like…

Machine Learning · Computer Science 2025-11-18 Yujie Li , Zezhi Shao , Chengqing Yu , Yisong Fu , Tao Sun , Yongjun Xu , Fei Wang

Long-term time series forecasting plays a pivotal role in various real-world applications. Despite recent advancements and the success of different architectures, forecasting is often challenging due to non-stationary nature of the…

Machine Learning · Computer Science 2025-12-29 Mert Sonmezer , Seyda Ertekin
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