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Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…

Machine Learning · Computer Science 2022-07-25 Li Shen , Yuning Wei , Yangzhu Wang

Effective long-term predictions have been increasingly demanded in urban-wise data mining systems. Many practical applications, such as accident prevention and resource pre-allocation, require an extended period for preparation. However,…

Information Retrieval · Computer Science 2020-06-17 Haoxing Lin , Rufan Bai , Weijia Jia , Xinyu Yang , Yongjian You

Accurate quality prediction in multi-process manufacturing is critical for industrial efficiency but hindered by three core challenges: time-lagged process interactions, overlapping operations with mixed periodicity, and inter-process…

Machine Learning · Computer Science 2025-07-31 Yang Luo , Haoyang Luan , Haoyun Pan , Yongquan Jia , Xiaofeng Gao , Guihai Chen

We study the performance of transformer architectures for multivariate time-series forecasting in low-data regimes consisting of only a few years of daily observations. Using synthetically generated processes with known temporal and…

Machine Learning · Computer Science 2026-02-11 Cyril Garcia , Guillaume Remy

The deployment of extremely large-scale antenna array (ELAA) in sixth-generation (6G) communication systems introduces unique challenges for efficient near-field channel estimation. To tackle these issues, this paper presents a…

Signal Processing · Electrical Eng. & Systems 2026-03-26 Zhiming Zhu , Shu Xu , Chunguo Li , Yongming Huang , Luxi Yang

Forecasting models for systematic trading strategies do not adapt quickly when financial market conditions rapidly change, as was seen in the advent of the COVID-19 pandemic in 2020, causing many forecasting models to take loss-making…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Kieran Wood , Samuel Kessler , Stephen J. Roberts , Stefan Zohren

Real-world problems often involve complex and unstructured sets of measurements, which occur when sensors are sparsely placed in either space or time. Being able to model this irregular spatiotemporal data and extract meaningful forecasts…

Machine Learning · Computer Science 2024-04-17 Arnaud Pannatier , Kyle Matoba , François Fleuret

In this paper, to remedy this deficiency, we propose a Linear Attention Mechanism which is approximate to dot-product attention with much less memory and computational costs. The efficient design makes the incorporation between attention…

Computer Vision and Pattern Recognition · Computer Science 2020-08-21 Rui Li , Jianlin Su , Chenxi Duan , Shunyi Zheng

Transformers have become the leading choice in natural language processing over other deep learning architectures. This trend has also permeated the field of time series analysis, especially for long-horizon forecasting, showcasing…

Machine Learning · Computer Science 2025-07-30 Ignacio Aguilera-Martos , Andrés Herrera-Poyatos , Julián Luengo , Francisco Herrera

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Accurate beam prediction is essential for maintaining reliable links and high spectral efficiency in dynamic low-altitude wireless networks. However, existing approaches often fail to capture the deep correlations across heterogeneous…

Signal Processing · Electrical Eng. & Systems 2025-12-03 Xiaotong Zhao , Yuanhao Cui , Weijie Yuan , Ziye Jia , Heng Liu , Chengwen Xing

Time series forecasting has received wide interest from existing research due to its broad applications and inherent challenging. The research challenge lies in identifying effective patterns in historical series and applying them to future…

Machine Learning · Computer Science 2023-07-14 Tianlong Zhao , Xiang Ma , Xuemei Li , Caiming Zhang

The fast adaptation capability of deep neural networks in non-stationary environments is critical for online time series forecasting. Successful solutions require handling changes to new and recurring patterns. However, training deep neural…

Machine Learning · Computer Science 2022-10-18 Quang Pham , Chenghao Liu , Doyen Sahoo , Steven C. H. Hoi

Accurately predicting line loss rates is vital for effective line loss management in distribution networks, especially over short-term multi-horizons ranging from one hour to one week. In this study, we propose Attention-GCN-LSTM, a novel…

Machine Learning · Computer Science 2023-12-20 Jie Liu , Yijia Cao , Yong Li , Yixiu Guo , Wei Deng

To enhance the accuracy and robustness of PM$_{2.5}$ concentration forecasting, this paper introduces FALNet, a Frequency-Aware LSTM Network that integrates frequency-domain decomposition, temporal modeling, and attention-based refinement.…

Machine Learning · Computer Science 2025-04-16 Jiahui Lu , Shuang Wu , Zhenkai Qin , Guifang Yang

Load forecasting plays a pivotal role in the safe and stable operation of power systems. Conventional deep learning methods often struggle to adapt to few-shot scenarios frequently encountered in industrial applications. Existing…

Signal Processing · Electrical Eng. & Systems 2026-05-12 Yuxuan Chen , Shuo Dai , Ruoyi Xu , Haipeng Xie

Learning and forecasting stochastic time series is essential in various scientific fields. However, despite the proposals of nonlinear filters and deep-learning methods, it remains challenging to capture nonlinear dynamics from a few noisy…

Methodology · Statistics 2025-02-21 Christian Donner , Anuj Mishra , Hideaki Shimazaki

Modern deep neural networks are powerful and widely applicable models that extract task-relevant information through multi-level abstraction. Their cross-domain success, however, is often achieved at the expense of computational cost, high…

Computer Vision and Pattern Recognition · Computer Science 2020-07-31 Wenhan Xia , Hongxu Yin , Xiaoliang Dai , Niraj K. Jha