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Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Real-world time-series datasets often violate the assumptions of standard supervised learning for forecasting -- their distributions evolve over time, rendering the conventional training and model selection procedures suboptimal. In this…

Machine Learning · Computer Science 2022-09-27 Sercan O. Arik , Nathanael C. Yoder , Tomas Pfister

Time series forecasters are widely used across various domains. Among them, MLP (multi-layer perceptron)-based forecasters have been proven to be more robust to noise compared to Transformer-based forecasters. However, MLP struggles to…

Machine Learning · Computer Science 2026-03-18 Xiang Ao

The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in…

Machine Learning · Computer Science 2024-04-09 Hengyu Ye , Jiadong Chen , Shijin Gong , Fuxin Jiang , Tieying Zhang , Jianjun Chen , Xiaofeng Gao

Time series forecasting is essential for our daily activities and precise modeling of the complex correlations and shared patterns among multiple time series is essential for improving forecasting performance. Spatial-Temporal Graph Neural…

Machine Learning · Computer Science 2024-06-19 Yue Jiang , Xiucheng Li , Yile Chen , Shuai Liu , Weilong Kong , Antonis F. Lentzakis , Gao Cong

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

Methods such as Layer Normalization (LN) and Batch Normalization (BN) have proven to be effective in improving the training of Recurrent Neural Networks (RNNs). However, existing methods normalize using only the instantaneous information at…

Machine Learning · Computer Science 2022-09-30 Cole Pospisil , Vasily Zadorozhnyy , Qiang Ye

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis

While deep learning models have achieved remarkable success in time series forecasting, their vulnerability to adversarial examples remains a critical security concern. However, existing attack methods in the forecasting field typically…

Machine Learning · Computer Science 2026-02-13 Ruixian Su , Yukun Bao , Xinze Zhang

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

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

The current algorithms are based on linear model, for example, Precision Time Protocol (PTP) which requires frequent synchronization in order to handle the effects of clock frequency drift. This paper introduces a nonlinear approach to…

Machine Learning · Computer Science 2019-03-05 Frank Wang , Danjue Li

Forecasting time series data is a critical area of research with applications spanning from stock prices to early epidemic prediction. While numerous statistical and machine learning methods have been proposed, real-life prediction problems…

Machine Learning · Statistics 2023-12-05 Madhurima Panja , Tanujit Chakraborty , Uttam Kumar , Abdenour Hadid

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Machine Learning · Computer Science 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

Although contrastive and other representation-learning methods have long been explored in vision and NLP, their adoption in modern time series forecasters remains limited. We believe they hold strong promise for this domain. To unlock this…

Machine Learning · Computer Science 2026-03-26 Yifan Hu , Jie Yang , Tian Zhou , Peiyuan Liu , Yujin Tang , Rong Jin , Liang Sun

Distribution shift severely degrades the performance of deep forecasting models. While this issue is well-studied for individual time series, it remains a significant challenge in the spatio-temporal domain. Effective solutions like…

Machine Learning · Computer Science 2026-04-20 Zhaobo Hu , Vincent Gauthier , Mehdi Naima

Reliable periodic patterns serve as a fundamental basis for accurate multivariate time series forecasting. However, existing methods either implicitly extract periodicity through complex model architectures (e.g., Transformers) with high…

Machine Learning · Computer Science 2026-05-06 Yingbo Zhou , Yutong Ye , Zhiwei Ling , Shuhao Li , Rui Qian , Jian Xiong , Li Sun , Dejing Dou

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

Deep learning-based time series forecasting has found widespread applications. Recently, converting time series data into the frequency domain for forecasting has become popular for accurately exploring periodic patterns. However, existing…

Machine Learning · Computer Science 2025-08-13 Hao Liu , Chun Yang , Zhang xiaoxing , Rui Ma , Xiaobin Zhu

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Machine Learning · Computer Science 2025-02-25 Ege Onur Taga , M. Emrullah Ildiz , Samet Oymak