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Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…

Machine Learning · Computer Science 2021-12-15 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

In multivariate time series forecasting (MTSF), accurately modeling the intricate dependencies among multiple variables remains a significant challenge due to the inherent limitations of traditional approaches. Most existing models adopt…

Machine Learning · Computer Science 2025-11-19 Yuchen Luo , Xinyu Li , Liuhua Peng , Mingming Gong

In long-term multivariate time series forecasting, effectively capturing both periodic patterns and residual dynamics is essential. To address this within standard deep learning benchmark settings, we propose the Hierarchical Patching Mixer…

Machine Learning · Computer Science 2026-02-20 Jung Min Choi , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Time Series Forecasting has made significant progress with the help of Patching technique, which partitions time series into multiple patches to effectively retain contextual semantic information into a representation space beneficial for…

Machine Learning · Computer Science 2025-12-17 Xingjian Wu , Xiangfei Qiu , Hanyin Cheng , Zhengyu Li , Jilin Hu , Chenjuan Guo , Bin Yang

Transformer-based models have emerged as promising tools for time series forecasting. However, these model cannot make accurate prediction for long input time series. On the one hand, they failed to capture global dependencies within time…

Machine Learning · Computer Science 2023-08-16 YanJun Zhao , Ziqing Ma , Tian Zhou , Liang Sun , Mengni Ye , Yi Qian

Accurate forecasting of renewable energy generation is fundamental to enhancing the dynamic performance of modern power grids, especially under high renewable penetration. This paper presents Channel-Time Patch Time-Series Transformer…

Machine Learning · Computer Science 2026-01-23 Kuan Lu , Menghao Huo , Yuxiao Li , Qiang Zhu , Zhenrui Chen

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

The extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting task. Traditional machine learning models exhibit limitations…

Machine Learning · Computer Science 2026-01-21 Renjun Jia , Zian Liu , Peng Zhu , Dawei Cheng , Yuqi Liang

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one…

Machine Learning · Computer Science 2022-12-07 Zanwei Zhou , Ruizhe Zhong , Chen Yang , Yan Wang , Xiaokang Yang , Wei Shen

Multimodal demand forecasting aims at predicting product demand utilizing visual, textual, and contextual information. This paper proposes a method for multimodal product demand forecasting using convolutional, graph-based, and…

Machine Learning · Computer Science 2023-07-07 Maarten Sukel , Stevan Rudinac , Marcel Worring

Time-series data in real-world settings typically exhibit long-range dependencies and are observed at non-uniform intervals. In these settings, traditional sequence-based recurrent models struggle. To overcome this, researchers often…

Machine Learning · Statistics 2025-01-14 Fernando Moreno-Pino , Álvaro Arroyo , Harrison Waldon , Xiaowen Dong , Álvaro Cartea

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

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

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

Transformers have recently gained popularity in time series forecasting due to their ability to capture long-term dependencies. However, many existing models focus only on capturing temporal dependencies while omitting intricate…

Machine Learning · Computer Science 2025-05-26 Donghwa Shin , Edwin Zhang

Long-term weather forecasting is critical for socioeconomic planning and disaster preparedness. While recent approaches employ finetuning to extend prediction horizons, they remain constrained by the issues of catastrophic forgetting, error…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Hao Chen , Tao Han , Jie Zhang , Song Guo , Fenghua Ling , Lei Bai

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

Transformers are widely used deep learning architectures. Existing transformers are mostly designed for sequences (texts or time series), images or videos, and graphs. This paper proposes a novel transformer model for massive (up to a…

Machine Learning · Computer Science 2023-11-09 Wenchong He , Zhe Jiang , Tingsong Xiao , Zelin Xu , Shigang Chen , Ronald Fick , Miles Medina , Christine Angelini

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and…

Machine Learning · Computer Science 2023-10-31 Yushu Chen , Shengzhuo Liu , Jinzhe Yang , Hao Jing , Wenlai Zhao , Guangwen Yang

Accurate workload forecasting is critical for efficient resource management in cloud computing systems, enabling effective scheduling and autoscaling. Despite recent advances with transformer-based forecasting models, challenges remain due…

Machine Learning · Computer Science 2024-08-20 Shiyu Wang , Zhixuan Chu , Yinbo Sun , Yu Liu , Yuliang Guo , Yang Chen , Huiyang Jian , Lintao Ma , Xingyu Lu , Jun Zhou
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